DAX vs. RWE.DE
Compare and contrast key facts about Global X DAX Germany ETF (DAX) and RWE AG (RWE.DE).
DAX is a passively managed fund by Global X that tracks the performance of the DAX Index. It was launched on Oct 22, 2014.
Performance
DAX vs. RWE.DE - Performance Comparison
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DAX vs. RWE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
RWE.DE RWE AG | 28.05% | 83.12% | -31.94% | 4.37% | 12.52% | -2.30% | 46.93% | 45.68% | 14.34% | 64.23% |
Different Trading Currencies
DAX is traded in USD, while RWE.DE is traded in EUR. To make them comparable, the RWE.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, DAX achieves a -6.25% return, which is significantly lower than RWE.DE's 28.05% return. Over the past 10 years, DAX has underperformed RWE.DE with an annualized return of 8.48%, while RWE.DE has yielded a comparatively higher 21.74% 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%
RWE.DE
- 1D
- 2.17%
- 1M
- 6.09%
- YTD
- 28.05%
- 6M
- 48.55%
- 1Y
- 94.29%
- 3Y*
- 19.92%
- 5Y*
- 14.02%
- 10Y*
- 21.74%
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Return for Risk
DAX vs. RWE.DE — Risk / Return Rank
DAX
RWE.DE
DAX vs. RWE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X DAX Germany ETF (DAX) and RWE AG (RWE.DE). 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 | RWE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.51 | 3.57 | -3.06 |
Sortino ratioReturn per unit of downside risk | 0.85 | 4.30 | -3.44 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.56 | -0.45 |
Calmar ratioReturn relative to maximum drawdown | 0.75 | 8.50 | -7.75 |
Martin ratioReturn relative to average drawdown | 2.61 | 22.67 | -20.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DAX | RWE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.51 | 3.57 | -3.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.39 | 0.50 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.71 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.07 | +0.26 |
Correlation
The correlation between DAX and RWE.DE is 0.41, 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. RWE.DE - Dividend Comparison
DAX's dividend yield for the trailing twelve months is around 1.57%, less than RWE.DE's 1.87% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RWE.DE RWE AG | 1.87% | 2.43% | 3.47% | 2.19% | 2.16% | 2.38% | 4.63% | 2.56% | 7.91% | 0.00% | 1.10% | 8.54% |
Drawdowns
DAX vs. RWE.DE - Drawdown Comparison
The maximum DAX drawdown since its inception was -45.58%, smaller than the maximum RWE.DE drawdown of -88.82%. Use the drawdown chart below to compare losses from any high point for DAX and RWE.DE.
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Drawdown Indicators
| DAX | RWE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.58% | -85.39% | +39.81% |
Max Drawdown (1Y)Largest decline over 1 year | -14.82% | -9.98% | -4.84% |
Max Drawdown (5Y)Largest decline over 5 years | -39.96% | -32.19% | -7.77% |
Max Drawdown (10Y)Largest decline over 10 years | -45.58% | -39.02% | -6.56% |
Current DrawdownCurrent decline from peak | -10.00% | 0.00% | -10.00% |
Average DrawdownAverage peak-to-trough decline | -10.58% | -33.40% | +22.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 3.87% | +0.36% |
Volatility
DAX vs. RWE.DE - Volatility Comparison
The current volatility for Global X DAX Germany ETF (DAX) is 8.46%, while RWE AG (RWE.DE) has a volatility of 9.31%. This indicates that DAX experiences smaller price fluctuations and is considered to be less risky than RWE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAX | RWE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.46% | 9.31% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 12.77% | 19.87% | -7.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.20% | 26.32% | -6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.20% | 27.60% | -7.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.21% | 30.22% | -9.01% |