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DAX vs. AUDUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

DAX vs. AUDUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X DAX Germany ETF (DAX) and AUD/USD (AUDUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DAX achieves a -1.45% return, which is significantly lower than AUDUSD=X's 5.54% return. Over the past 10 years, DAX has outperformed AUDUSD=X with an annualized return of 9.57%, while AUDUSD=X has yielded a comparatively lower -0.44% annualized return.


DAX

1D
0.26%
1M
0.49%
YTD
-1.45%
6M
-0.46%
1Y
2.74%
3Y*
16.82%
5Y*
7.62%
10Y*
9.57%

AUDUSD=X

1D
-0.08%
1M
-2.95%
YTD
5.54%
6M
5.93%
1Y
7.81%
3Y*
1.34%
5Y*
-1.78%
10Y*
-0.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAX vs. AUDUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DAX
Global X DAX Germany ETF
-1.45%39.00%10.55%23.62%-18.47%7.73%12.27%22.11%-22.92%28.23%
AUDUSD=X
AUD/USD
5.54%7.81%-9.12%-0.06%-6.27%-5.58%9.75%-0.37%-9.73%8.36%

Correlation

The correlation between DAX and AUDUSD=X is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.50

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

0.53

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

0.48

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

0.45

The correlation between DAX and AUDUSD=X has been stable across timeframes, ranging from 0.45 to 0.53 - a consistent structural relationship.

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Return for Risk

DAX vs. AUDUSD=X — Risk / Return Rank

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

DAX
DAX Risk / Return Rank: 1212
Overall Rank
DAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DAX Sortino Ratio Rank: 1111
Sortino Ratio Rank
DAX Omega Ratio Rank: 1111
Omega Ratio Rank
DAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
DAX Martin Ratio Rank: 1212
Martin Ratio Rank

AUDUSD=X
AUDUSD=X Risk / Return Rank: 8181
Overall Rank
AUDUSD=X Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AUDUSD=X Sortino Ratio Rank: 7979
Sortino Ratio Rank
AUDUSD=X Omega Ratio Rank: 7878
Omega Ratio Rank
AUDUSD=X Calmar Ratio Rank: 8484
Calmar Ratio Rank
AUDUSD=X Martin Ratio Rank: 8484
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. AUDUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X DAX Germany ETF (DAX) and AUD/USD (AUDUSD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DAXAUDUSD=XDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.04

1.14

-0.10

Calmar ratioReturn relative to maximum drawdown

0.19

1.49

-1.30

Martin ratioReturn relative to average drawdown

0.58

3.83

-3.26

DAX vs. AUDUSD=X - Sharpe Ratio Comparison

The current DAX Sharpe Ratio is 0.15, which is lower than the AUDUSD=X Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of DAX and AUDUSD=X, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DAX vs. AUDUSD=X - Drawdown Comparison

The maximum DAX drawdown since its inception was -45.58%, roughly equal to the maximum AUDUSD=X drawdown of -47.87%. Use the drawdown chart below to compare losses from any high point for DAX and AUDUSD=X.


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Drawdown Indicators


DAXAUDUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-45.58%

-47.87%

+2.29%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-4.20%

-10.62%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

-13.83%

-2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-39.72%

-22.74%

-16.98%

Max Drawdown (10Y)

Largest decline over 10 years

-45.58%

-29.18%

-16.40%

Current Drawdown

Current decline from peak

-5.39%

-36.06%

+30.67%

Average Drawdown

Average peak-to-trough decline

-10.49%

-25.87%

+15.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

1.69%

+3.08%

Volatility

DAX vs. AUDUSD=X - Volatility Comparison

Global X DAX Germany ETF (DAX) has a higher volatility of 5.86% compared to AUD/USD (AUDUSD=X) at 2.13%. This indicates that DAX's price experiences larger fluctuations and is considered to be riskier than AUDUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DAXAUDUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

2.13%

+3.73%

Volatility (6M)

Calculated over the trailing 6-month period

14.79%

6.65%

+8.14%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

7.64%

+10.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.44%

10.08%

+10.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

9.66%

+11.59%

Frequently Asked Questions


DAX and AUDUSD=X have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DAX has higher volatility (5.86%) compared to AUDUSD=X (2.13%). In terms of maximum drawdown, DAX dropped -45.58% vs AUDUSD=X's -47.87%.

AUDUSD=X currently has the higher Sharpe Ratio (0.82 vs 0.15), 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.

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