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DAX vs. ^NIFTY500
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DAX and ^NIFTY500 is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

DAX vs. ^NIFTY500 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X DAX Germany ETF (DAX) and Nifty 500 (^NIFTY500). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
11.66%
-14.62%
DAX
^NIFTY500

Key characteristics

Sharpe Ratio

DAX:

1.62

^NIFTY500:

0.19

Sortino Ratio

DAX:

2.26

^NIFTY500:

0.35

Omega Ratio

DAX:

1.28

^NIFTY500:

1.05

Calmar Ratio

DAX:

3.09

^NIFTY500:

0.19

Martin Ratio

DAX:

7.61

^NIFTY500:

0.49

Ulcer Index

DAX:

3.28%

^NIFTY500:

6.12%

Daily Std Dev

DAX:

15.42%

^NIFTY500:

15.35%

Max Drawdown

DAX:

-45.58%

^NIFTY500:

-68.02%

Current Drawdown

DAX:

-2.99%

^NIFTY500:

-15.54%

Returns By Period

In the year-to-date period, DAX achieves a 12.97% return, which is significantly higher than ^NIFTY500's -7.53% return. Over the past 10 years, DAX has underperformed ^NIFTY500 with an annualized return of 5.51%, while ^NIFTY500 has yielded a comparatively higher 11.41% annualized return.


DAX

YTD

12.97%

1M

4.76%

6M

11.66%

1Y

22.42%

5Y*

8.93%

10Y*

5.51%

^NIFTY500

YTD

-7.53%

1M

-3.30%

6M

-11.65%

1Y

2.00%

5Y*

15.88%

10Y*

11.41%

*Annualized

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Risk-Adjusted Performance

DAX vs. ^NIFTY500 — Risk-Adjusted Performance Rank

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

DAX
The Risk-Adjusted Performance Rank of DAX is 7070
Overall Rank
The Sharpe Ratio Rank of DAX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of DAX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of DAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of DAX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of DAX is 6565
Martin Ratio Rank

^NIFTY500
The Risk-Adjusted Performance Rank of ^NIFTY500 is 1818
Overall Rank
The Sharpe Ratio Rank of ^NIFTY500 is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ^NIFTY500 is 1414
Sortino Ratio Rank
The Omega Ratio Rank of ^NIFTY500 is 1616
Omega Ratio Rank
The Calmar Ratio Rank of ^NIFTY500 is 2323
Calmar Ratio Rank
The Martin Ratio Rank of ^NIFTY500 is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DAX vs. ^NIFTY500 - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X DAX Germany ETF (DAX) and Nifty 500 (^NIFTY500). 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.


Sharpe ratio
The chart of Sharpe ratio for DAX, currently valued at 1.20, compared to the broader market0.002.004.001.20-0.08
The chart of Sortino ratio for DAX, currently valued at 1.74, compared to the broader market0.005.0010.001.740.00
The chart of Omega ratio for DAX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.00
The chart of Calmar ratio for DAX, currently valued at 2.26, compared to the broader market0.005.0010.0015.0020.002.26-0.07
The chart of Martin ratio for DAX, currently valued at 5.35, compared to the broader market0.0020.0040.0060.0080.00100.005.35-0.17
DAX
^NIFTY500

The current DAX Sharpe Ratio is 1.62, which is higher than the ^NIFTY500 Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of DAX and ^NIFTY500, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.20
-0.08
DAX
^NIFTY500

Drawdowns

DAX vs. ^NIFTY500 - Drawdown Comparison

The maximum DAX drawdown since its inception was -45.58%, smaller than the maximum ^NIFTY500 drawdown of -68.02%. Use the drawdown chart below to compare losses from any high point for DAX and ^NIFTY500. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.99%
-19.06%
DAX
^NIFTY500

Volatility

DAX vs. ^NIFTY500 - Volatility Comparison

Global X DAX Germany ETF (DAX) and Nifty 500 (^NIFTY500) have volatilities of 4.78% and 4.89%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.78%
4.89%
DAX
^NIFTY500
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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