DAX vs. TISEX

In the year-to-date period, DAX achieves a 31.58% return, which is significantly higher than TISEX's -5.88% return. Over the past 10 years, DAX has outperformed TISEX with an annualized return of 6.89%, while TISEX has yielded a comparatively lower 0.33% annualized return.

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DAX has a 0.20% expense ratio, which is lower than TISEX's 0.41% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Global X DAX Germany ETF (DAX) and TIAA-CREF Quant Small-Cap Equity Fund (TISEX). 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.

The current DAX Sharpe Ratio is 1.64, which is higher than the TISEX Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of DAX and TISEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DAX's dividend yield for the trailing twelve months is around 1.70%, more than TISEX's 1.16% yield.

The maximum DAX drawdown since its inception was -45.58%, smaller than the maximum TISEX drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for DAX and TISEX. For additional features, visit the drawdowns tool.

The current volatility for Global X DAX Germany ETF (DAX) is 3.74%, while TIAA-CREF Quant Small-Cap Equity Fund (TISEX) has a volatility of 5.62%. This indicates that DAX experiences smaller price fluctuations and is considered to be less risky than TISEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.