C005.DE vs. ^GDAXI

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi SDAX UCITS ETF Dist (C005.DE) and DAX Performance Index (^GDAXI).

C005.DE is a passively managed fund by Amundi that tracks the performance of the SDAX®. It was launched on Dec 7, 2023.

Performance

C005.DE vs. ^GDAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi SDAX UCITS ETF Dist (C005.DE) and DAX Performance Index (^GDAXI). The values are adjusted to include any dividend payments, if applicable.

C005.DE vs. ^GDAXI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
C005.DE Amundi SDAX UCITS ETF Dist	-2.67%	24.16%	-2.24%	15.54%	-28.03%	10.12%	16.76%	30.39%	-21.61%	25.25%
^GDAXI DAX Performance Index	-5.40%	23.01%	18.85%	20.31%	-12.35%	15.79%	3.55%	25.48%	-18.26%	12.51%

Returns By Period

In the year-to-date period, C005.DE achieves a -2.67% return, which is significantly higher than ^GDAXI's -5.40% return. Over the past 10 years, C005.DE has underperformed ^GDAXI with an annualized return of 5.66%, while ^GDAXI has yielded a comparatively higher 8.96% annualized return.

C005.DE

• 1D: -0.97%
• 1M: -2.42%
• YTD: -2.67%
• 6M: -3.16%
• 1Y: 8.40%
• 3Y*: 7.38%
• 5Y*: 0.33%
• 10Y*: 5.66%

^GDAXI

• 1D: -0.56%
• 1M: -2.62%
• YTD: -5.40%
• 6M: -5.14%
• 1Y: 3.47%
• 3Y*: 14.14%
• 5Y*: 8.93%
• 10Y*: 8.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

C005.DE vs. ^GDAXI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

C005.DE

C005.DE Risk / Return Rank: 23
C005.DE Sharpe Ratio Rank: 23
C005.DE Sortino Ratio Rank: 23
C005.DE Omega Ratio Rank: 21
C005.DE Calmar Ratio Rank: 27
C005.DE Martin Ratio Rank: 22

^GDAXI

^GDAXI Risk / Return Rank: 25
^GDAXI Sharpe Ratio Rank: 22
^GDAXI Sortino Ratio Rank: 20
^GDAXI Omega Ratio Rank: 21
^GDAXI Calmar Ratio Rank: 30
^GDAXI Martin Ratio Rank: 31

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

C005.DE vs. ^GDAXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi SDAX UCITS ETF Dist (C005.DE) and DAX Performance Index (^GDAXI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	C005.DE	^GDAXI	Difference
Sharpe ratio Return per unit of total volatility	0.42	0.20	+0.22
Sortino ratio Return per unit of downside risk	0.72	0.38	+0.33
Omega ratio Gain probability vs. loss probability	1.09	1.05	+0.04
Calmar ratio Return relative to maximum drawdown	0.86	0.54	+0.32
Martin ratio Return relative to average drawdown	1.99	1.91	+0.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

C005.DE vs. ^GDAXI - Sharpe Ratio Comparison

The current C005.DE Sharpe Ratio is 0.42, which is higher than the ^GDAXI Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of C005.DE and ^GDAXI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	C005.DE	^GDAXI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.42	0.20	+0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	0.53	-0.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	0.49	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.41	-0.03

Correlation

The correlation between C005.DE and ^GDAXI is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

C005.DE vs. ^GDAXI - Drawdown Comparison

The maximum C005.DE drawdown since its inception was -41.45%, smaller than the maximum ^GDAXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for C005.DE and ^GDAXI.

Drawdown Indicators

	C005.DE	^GDAXI	Difference
Max Drawdown Largest peak-to-trough decline	-41.45%	-72.68%	+31.23%
Max Drawdown (1Y) Largest decline over 1 year	-13.28%	-12.27%	-1.01%
Max Drawdown (5Y) Largest decline over 5 years	-41.45%	-26.40%	-15.05%
Max Drawdown (10Y) Largest decline over 10 years	-41.45%	-38.78%	-2.67%
Current Drawdown Current decline from peak	-9.22%	-8.86%	-0.36%
Average Drawdown Average peak-to-trough decline	-10.36%	-14.75%	+4.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.77%	3.50%	+2.27%

Volatility

C005.DE vs. ^GDAXI - Volatility Comparison

Amundi SDAX UCITS ETF Dist (C005.DE) has a higher volatility of 7.80% compared to DAX Performance Index (^GDAXI) at 6.64%. This indicates that C005.DE's price experiences larger fluctuations and is considered to be riskier than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	C005.DE	^GDAXI	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.80%	6.64%	+1.16%
Volatility (6M) Calculated over the trailing 6-month period	14.88%	11.28%	+3.60%
Volatility (1Y) Calculated over the trailing 1-year period	20.00%	17.64%	+2.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.50%	16.80%	+2.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.88%	18.30%	+0.58%