PortfoliosLab logoPortfoliosLab logo
DAX vs. V50A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DAX vs. V50A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X DAX Germany ETF (DAX) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

DAX is traded in USD, while V50A.DE is traded in EUR. To make them comparable, the V50A.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 -2.02% return, which is significantly lower than V50A.DE's 4.67% return. Over the past 10 years, DAX has underperformed V50A.DE with an annualized return of 9.21%, while V50A.DE has yielded a comparatively higher 11.01% annualized return.


DAX

1D
-0.07%
1M
-1.60%
YTD
-2.02%
6M
0.86%
1Y
1.43%
3Y*
17.37%
5Y*
7.56%
10Y*
9.21%

V50A.DE

1D
0.00%
1M
0.84%
YTD
4.67%
6M
6.87%
1Y
16.09%
3Y*
18.16%
5Y*
10.18%
10Y*
11.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAX vs. V50A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DAX
Global X DAX Germany ETF
-2.02%39.00%10.55%23.62%-18.47%7.73%12.27%22.11%-22.92%28.23%
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)
4.67%37.92%4.81%26.38%-13.96%13.77%6.58%27.34%-16.25%25.35%

Correlation

The correlation between DAX and V50A.DE 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 (1Y)
Calculated over the trailing 1-year period

0.78

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

0.78

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

0.80

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

0.77

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

0.77

The correlation between DAX and V50A.DE has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

DAX vs. V50A.DE — Risk / Return Rank

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

DAX
DAX Risk / Return Rank: 1010
Overall Rank
DAX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
DAX Omega Ratio Rank: 1010
Omega Ratio Rank
DAX Calmar Ratio Rank: 1111
Calmar Ratio Rank
DAX Martin Ratio Rank: 1111
Martin Ratio Rank

V50A.DE
V50A.DE Risk / Return Rank: 3232
Overall Rank
V50A.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
V50A.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
V50A.DE Omega Ratio Rank: 3030
Omega Ratio Rank
V50A.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
V50A.DE Martin Ratio Rank: 3636
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. V50A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X DAX Germany ETF (DAX) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.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.


DAXV50A.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.03

1.17

-0.14

Calmar ratioReturn relative to maximum drawdown

0.10

1.22

-1.12

Martin ratioReturn relative to average drawdown

0.30

4.09

-3.79

DAX vs. V50A.DE - Sharpe Ratio Comparison

The current DAX Sharpe Ratio is 0.08, which is lower than the V50A.DE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of DAX and V50A.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DAXV50A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

0.90

-0.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.49

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.53

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.24

+0.11

Drawdowns

DAX vs. V50A.DE - Drawdown Comparison

The maximum DAX drawdown since its inception was -45.58%, smaller than the maximum V50A.DE drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for DAX and V50A.DE.


Loading charts...

Drawdown Indicators


DAXV50A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-45.58%

-51.12%

+5.54%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-13.03%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

-15.58%

-0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-39.72%

-35.00%

-4.72%

Max Drawdown (10Y)

Largest decline over 10 years

-45.58%

-38.98%

-6.60%

Current Drawdown

Current decline from peak

-5.93%

-2.45%

-3.48%

Average Drawdown

Average peak-to-trough decline

-10.50%

-12.00%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

3.90%

+0.81%

Volatility

DAX vs. V50A.DE - Volatility Comparison

Global X DAX Germany ETF (DAX) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) have volatilities of 5.30% and 5.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DAXV50A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

5.51%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

14.59%

14.74%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

17.76%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.41%

20.76%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.28%

20.49%

+0.79%

DAX vs. V50A.DE - Expense Ratio Comparison

DAX has a 0.20% expense ratio, which is higher than V50A.DE's 0.15% 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. V50A.DE - Dividend Comparison

DAX's dividend yield for the trailing twelve months is around 1.50%, while V50A.DE has not paid dividends to shareholders.


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%
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)
0.00%0.00%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 V50A.DE 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, V50A.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V50A.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for DAX.

DAX tracks DAX Index, while V50A.DE tracks EURO STOXX® 50. They also come from different issuers: Global X and Amundi. Their fees differ too: 0.20% for DAX and 0.15% for V50A.DE.

Portfolio Optimizer

Find the right allocation for DAX and V50A.DE

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

Open Portfolio Optimizer