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DAX vs. META
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DAX vs. META

Last updated Jun 14, 2026

DAX (Global X DAX Germany ETF) is Europe Equities fund tracking the DAX Index, while META (Meta Platforms, Inc.) is a stock. Over the past 10 years, DAX returned 9.57%/yr vs 17.39%/yr for META. At a 0.41 correlation, their price movements are largely independent.

Performance

DAX vs. META - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X DAX Germany ETF (DAX) and Meta Platforms, Inc. (META). 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 higher than META's -14.03% return. Over the past 10 years, DAX has underperformed META with an annualized return of 9.57%, while META has yielded a comparatively higher 17.39% annualized return.

DAX

1D
0.26%
1M
0.31%
YTD
-1.45%
6M
-0.46%
1Y
4.51%
3Y*
16.82%
5Y*
7.62%
10Y*
9.57%

META

1D
-0.26%
1M
-7.69%
YTD
-14.03%
6M
-11.84%
1Y
-16.71%
3Y*
28.18%
5Y*
11.52%
10Y*
17.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAX vs. META - 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%
META
Meta Platforms, Inc.		-14.03%13.09%66.05%194.13%-64.22%23.13%33.09%56.57%-25.71%53.38%

Correlation

The correlation between DAX and META is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.42

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

0.39

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

0.45

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

0.42

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

0.41

Compare stocks, funds, or ETFs

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

Global X DAX Germany ETF

Meta Platforms, Inc.

Often compared with DAX:
DAX vs. SPYDAX vs. ^NIFTY500DAX vs. CACDAX vs. BMW.DEDAX vs. ^FCHIDAX vs. QQQDAX vs. VOO
Often compared with META:
META vs. MSFTMETA vs. GOOGMETA vs. AMZNMETA vs. AAPLMETA vs. TSLAMETA vs. SPYMETA vs. NVDA

Return for Risk

DAX vs. META — 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
META
META Risk / Return Rank: 2121
Overall Rank
META Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
META Sortino Ratio Rank: 2020
Sortino Ratio Rank
META Omega Ratio Rank: 2020
Omega Ratio Rank
META Calmar Ratio Rank: 2424
Calmar Ratio Rank
META Martin Ratio Rank: 1818
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. META - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X DAX Germany ETF (DAX) and Meta Platforms, Inc. (META). 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.

DAXMETADifference
Sharpe ratioReturn per unit of total volatility
0.15
-0.51

+0.66

Sortino ratioReturn per unit of downside risk
0.34
-0.54

+0.89

Omega ratioGain probability vs. loss probability

1.04

0.93

+0.11

Calmar ratioReturn relative to maximum drawdown

0.19

-0.54

+0.73

Martin ratioReturn relative to average drawdown

0.58

-1.12

+1.70

DAX vs. META - Sharpe Ratio Comparison

The current DAX Sharpe Ratio is 0.15, which is higher than the META Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of DAX and META, 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. META - Drawdown Comparison

The maximum DAX drawdown since its inception was -45.58%, smaller than the maximum META drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for DAX and META.

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Drawdown Indicators

DAXMETADifference

Max Drawdown

Largest peak-to-trough decline

-45.58%

-76.74%

+31.16%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-33.30%

+18.48%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

-34.15%

+18.12%

Max Drawdown (5Y)

Largest decline over 5 years

-39.72%

-76.74%

+37.02%

Max Drawdown (10Y)

Largest decline over 10 years

-45.58%

-76.74%

+31.16%

Current Drawdown

Current decline from peak

-5.39%

-28.06%

+22.67%

Average Drawdown

Average peak-to-trough decline

-10.49%

-15.83%

+5.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

16.06%

-11.29%

Volatility

DAX vs. META - Volatility Comparison

The current volatility for Global X DAX Germany ETF (DAX) is 5.86%, while Meta Platforms, Inc. (META) has a volatility of 10.17%. This indicates that DAX experiences smaller price fluctuations and is considered to be less risky than META based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DAXMETADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

10.17%

-4.31%

Volatility (6M)

Calculated over the trailing 6-month period

14.79%

26.91%

-12.12%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

35.52%

-17.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.44%

44.04%

-23.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

38.67%

-17.42%

Dividends

DAX vs. META - Dividend Comparison

DAX's dividend yield for the trailing twelve months is around 1.50%, more than META's 0.37% yield.

PositionTTM20252024202320222021202020192018201720162015
DAX
Global X DAX Germany ETF		1.50%1.47%2.24%2.48%2.80%2.65%2.25%2.47%3.33%1.73%1.78%1.41%
META
Meta Platforms, Inc.		0.37%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DAX and META have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

META has higher volatility (10.17%) compared to DAX (5.86%). In terms of maximum drawdown, DAX dropped -45.58% vs META's -76.74%.

DAX currently has the higher Sharpe Ratio (0.15 vs -0.51), 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

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