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DAX vs. PBEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DAX vs. PBEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X DAX Germany ETF (DAX) and Portfolio Building Block European Banks Index ETF (PBEU). 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 -1.81% return, which is significantly lower than PBEU's 13.63% return.


DAX

1D
-1.06%
1M
-1.26%
YTD
-1.81%
6M
-1.55%
1Y
3.85%
3Y*
17.16%
5Y*
8.06%
10Y*
9.68%

PBEU

1D
-1.42%
1M
7.22%
YTD
13.63%
6M
14.09%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAX vs. PBEU - Yearly Performance Comparison


Correlation

The correlation between DAX and PBEU is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 25, 2025

0.78

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Return for Risk

DAX vs. PBEU — Risk / Return Rank

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

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

PBEU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. PBEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X DAX Germany ETF (DAX) and Portfolio Building Block European Banks Index ETF (PBEU). 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.


DAXPBEUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.26

Martin ratioReturn relative to average drawdown

0.80

DAX vs. PBEU - Sharpe Ratio Comparison


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Drawdowns

DAX vs. PBEU - Drawdown Comparison

The maximum DAX drawdown since its inception was -45.58%, which is greater than PBEU's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for DAX and PBEU.


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Drawdown Indicators


DAXPBEUDifference

Max Drawdown

Largest peak-to-trough decline

-45.58%

-17.26%

-28.32%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

Max Drawdown (5Y)

Largest decline over 5 years

-38.92%

Max Drawdown (10Y)

Largest decline over 10 years

-45.58%

Current Drawdown

Current decline from peak

-5.73%

-1.42%

-4.31%

Average Drawdown

Average peak-to-trough decline

-10.48%

-3.94%

-6.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.82%

Volatility

DAX vs. PBEU - Volatility Comparison


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Volatility by Period


DAXPBEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

Volatility (6M)

Calculated over the trailing 6-month period

14.86%

Volatility (1Y)

Calculated over the trailing 1-year period

17.98%

27.63%

-9.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.43%

27.63%

-7.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.98%

27.63%

-6.65%

DAX vs. PBEU - Expense Ratio Comparison

DAX has a 0.20% expense ratio, which is higher than PBEU's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DAX vs. PBEU - Dividend Comparison

DAX's dividend yield for the trailing twelve months is around 1.50%, more than PBEU's 0.01% 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%
PBEU
Portfolio Building Block European Banks Index ETF
0.01%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DAX and PBEU have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBEU is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBEU is cheaper with a 0.13% expense ratio, compared with 0.20% for DAX.

DAX has the higher dividend yield at 1.50%, compared with 0.01% for PBEU.

DAX is categorized as Europe Equities, while PBEU is Financials Equities. DAX tracks DAX Index, while PBEU tracks BITA European Banks Index. They also come from different issuers: Global X and Portfolio Building Block. Their fees differ too: 0.20% for DAX and 0.13% for PBEU.

Portfolio Optimizer

Find the right allocation for DAX and PBEU

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

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