PortfoliosLab logoPortfoliosLab logo
DAX vs. ^RTSI
Performance
Return for Risk
Drawdowns
Volatility

Performance

DAX vs. ^RTSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X DAX Germany ETF (DAX) and RTS Index (^RTSI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DAX achieves a -2.02% return, which is significantly lower than ^RTSI's 0.37% return. Over the past 10 years, DAX has outperformed ^RTSI with an annualized return of 9.21%, while ^RTSI has yielded a comparatively lower 2.17% annualized return.


DAX

1D
-0.07%
1M
-1.60%
YTD
-2.02%
6M
0.86%
1Y
1.43%
3Y*
17.37%
5Y*
7.56%
10Y*
9.21%

^RTSI

1D
-1.70%
1M
1.53%
YTD
0.37%
6M
-0.37%
1Y
0.87%
3Y*
2.07%
5Y*
-7.45%
10Y*
2.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAX vs. ^RTSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DAX
Global X DAX Germany ETF
-2.02%39.00%10.55%23.62%-18.47%7.73%12.27%22.11%-22.92%28.23%
^RTSI
RTS Index
0.37%24.73%-17.56%11.63%-39.18%15.01%-10.42%44.93%-7.42%0.18%

Correlation

The correlation between DAX and ^RTSI is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2014

0.26

Over the past year, the correlation between DAX and ^RTSI has dropped to 0.02 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DAX vs. ^RTSI — Risk / Return Rank

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

DAX
DAX Risk / Return Rank: 1010
Overall Rank
DAX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
DAX Omega Ratio Rank: 1010
Omega Ratio Rank
DAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
DAX Martin Ratio Rank: 1111
Martin Ratio Rank

^RTSI
^RTSI Risk / Return Rank: 1111
Overall Rank
^RTSI Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
^RTSI Sortino Ratio Rank: 1111
Sortino Ratio Rank
^RTSI Omega Ratio Rank: 1111
Omega Ratio Rank
^RTSI Calmar Ratio Rank: 1111
Calmar Ratio Rank
^RTSI Martin Ratio Rank: 1111
Martin Ratio Rank
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.

DAX vs. ^RTSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X DAX Germany ETF (DAX) and RTS Index (^RTSI). 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.


DAX^RTSIDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.03

1.01

+0.02

Calmar ratioReturn relative to maximum drawdown

0.10

-0.07

+0.17

Martin ratioReturn relative to average drawdown

0.30

-0.15

+0.45

DAX vs. ^RTSI - Sharpe Ratio Comparison

The current DAX Sharpe Ratio is 0.08, which is higher than the ^RTSI Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of DAX and ^RTSI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DAX^RTSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

-0.06

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

-0.21

+0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.07

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.21

+0.13

Drawdowns

DAX vs. ^RTSI - Drawdown Comparison

The maximum DAX drawdown since its inception was -45.58%, smaller than the maximum ^RTSI drawdown of -93.26%. Use the drawdown chart below to compare losses from any high point for DAX and ^RTSI.


Loading charts...

Drawdown Indicators


DAX^RTSIDifference

Max Drawdown

Largest peak-to-trough decline

-45.58%

-93.26%

+47.68%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-17.79%

+2.97%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

-40.03%

+24.00%

Max Drawdown (5Y)

Largest decline over 5 years

-39.72%

-62.14%

+22.42%

Max Drawdown (10Y)

Largest decline over 10 years

-45.58%

-62.14%

+16.56%

Current Drawdown

Current decline from peak

-5.93%

-55.05%

+49.12%

Average Drawdown

Average peak-to-trough decline

-10.50%

-43.30%

+32.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

8.17%

-3.46%

Volatility

DAX vs. ^RTSI - Volatility Comparison

The current volatility for Global X DAX Germany ETF (DAX) is 5.30%, while RTS Index (^RTSI) has a volatility of 5.98%. This indicates that DAX experiences smaller price fluctuations and is considered to be less risky than ^RTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DAX^RTSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

5.98%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

14.59%

12.81%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

21.07%

-3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.41%

36.06%

-15.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.28%

31.01%

-9.73%

Frequently Asked Questions


DAX and ^RTSI have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^RTSI has higher volatility (5.98%) compared to DAX (5.30%). In terms of maximum drawdown, DAX dropped -45.58% vs ^RTSI's -93.26%.

DAX currently has the higher Sharpe Ratio (0.08 vs -0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DAX and ^RTSI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer