PortfoliosLab logoPortfoliosLab logo
DAX vs. QQQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DAX vs. QQQ - Performance Comparison

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

Loading graphics...

DAX vs. QQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DAX
Global X DAX Germany ETF
-6.25%39.00%10.55%23.62%-18.47%7.73%12.27%22.11%-22.92%28.23%
QQQ
Invesco QQQ ETF
-4.76%20.77%25.58%54.86%-32.58%27.42%48.62%38.96%-0.13%32.66%

Returns By Period

In the year-to-date period, DAX achieves a -6.25% return, which is significantly lower than QQQ's -4.76% return. Over the past 10 years, DAX has underperformed QQQ with an annualized return of 8.48%, while QQQ has yielded a comparatively higher 18.99% annualized return.


DAX

1D
1.45%
1M
-6.35%
YTD
-6.25%
6M
-5.30%
1Y
10.17%
3Y*
15.81%
5Y*
7.90%
10Y*
8.48%

QQQ

1D
1.24%
1M
-3.79%
YTD
-4.76%
6M
-2.89%
1Y
24.21%
3Y*
22.83%
5Y*
13.16%
10Y*
18.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


DAX vs. QQQ - Expense Ratio Comparison

DAX has a 0.20% expense ratio, which is higher than QQQ's 0.18% 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%.


Return for Risk

DAX vs. QQQ — Risk / Return Rank

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

DAX
DAX Risk / Return Rank: 2828
Overall Rank
DAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DAX Sortino Ratio Rank: 2727
Sortino Ratio Rank
DAX Omega Ratio Rank: 2626
Omega Ratio Rank
DAX Calmar Ratio Rank: 3030
Calmar Ratio Rank
DAX Martin Ratio Rank: 3030
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 6565
Overall Rank
QQQ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6363
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6363
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7474
Calmar Ratio Rank
QQQ Martin Ratio Rank: 6969
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. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X DAX Germany ETF (DAX) and Invesco QQQ ETF (QQQ). 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.


DAXQQQDifference

Sharpe ratio

Return per unit of total volatility

0.51

1.07

-0.57

Sortino ratio

Return per unit of downside risk

0.85

1.66

-0.80

Omega ratio

Gain probability vs. loss probability

1.11

1.24

-0.13

Calmar ratio

Return relative to maximum drawdown

0.75

2.00

-1.25

Martin ratio

Return relative to average drawdown

2.61

7.32

-4.71

DAX vs. QQQ - Sharpe Ratio Comparison

The current DAX Sharpe Ratio is 0.51, which is lower than the QQQ Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of DAX and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DAXQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

1.07

-0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.59

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.86

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.38

-0.04

Correlation

The correlation between DAX and QQQ is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DAX vs. QQQ - Dividend Comparison

DAX's dividend yield for the trailing twelve months is around 1.57%, more than QQQ's 0.48% yield.


TTM20252024202320222021202020192018201720162015
DAX
Global X DAX Germany ETF
1.57%1.47%2.24%2.48%2.80%2.65%2.25%2.47%3.33%1.73%1.78%1.41%
QQQ
Invesco QQQ ETF
0.48%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Drawdowns

DAX vs. QQQ - Drawdown Comparison

The maximum DAX drawdown since its inception was -45.58%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for DAX and QQQ.


Loading graphics...

Drawdown Indicators


DAXQQQDifference

Max Drawdown

Largest peak-to-trough decline

-45.58%

-82.97%

+37.39%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-12.62%

-2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-39.96%

-35.12%

-4.84%

Max Drawdown (10Y)

Largest decline over 10 years

-45.58%

-35.12%

-10.46%

Current Drawdown

Current decline from peak

-10.00%

-7.86%

-2.14%

Average Drawdown

Average peak-to-trough decline

-10.58%

-32.99%

+22.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

3.44%

+0.79%

Volatility

DAX vs. QQQ - Volatility Comparison

Global X DAX Germany ETF (DAX) has a higher volatility of 8.46% compared to Invesco QQQ ETF (QQQ) at 6.61%. This indicates that DAX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DAXQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.46%

6.61%

+1.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.77%

12.82%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

20.20%

22.70%

-2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

22.38%

-2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.21%

22.25%

-1.04%