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DAXX.L vs. ^GDAXI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DAXX.L and ^GDAXI is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

DAXX.L vs. ^GDAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L) and DAX Performance Index (^GDAXI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
14.02%
14.03%
DAXX.L
^GDAXI

Key characteristics

Sharpe Ratio

DAXX.L:

1.90

^GDAXI:

2.27

Sortino Ratio

DAXX.L:

2.63

^GDAXI:

3.08

Omega Ratio

DAXX.L:

1.33

^GDAXI:

1.39

Calmar Ratio

DAXX.L:

2.86

^GDAXI:

3.51

Martin Ratio

DAXX.L:

8.24

^GDAXI:

12.75

Ulcer Index

DAXX.L:

2.89%

^GDAXI:

2.23%

Daily Std Dev

DAXX.L:

12.55%

^GDAXI:

12.54%

Max Drawdown

DAXX.L:

-35.41%

^GDAXI:

-72.68%

Current Drawdown

DAXX.L:

-2.41%

^GDAXI:

-2.32%

Returns By Period

The year-to-date returns for both investments are quite close, with DAXX.L having a 11.66% return and ^GDAXI slightly higher at 12.08%. Over the past 10 years, DAXX.L has outperformed ^GDAXI with an annualized return of 7.96%, while ^GDAXI has yielded a comparatively lower 7.16% annualized return.


DAXX.L

YTD

11.66%

1M

3.97%

6M

17.80%

1Y

25.60%

5Y*

9.65%

10Y*

7.96%

^GDAXI

YTD

12.08%

1M

6.05%

6M

20.66%

1Y

30.36%

5Y*

10.32%

10Y*

7.16%

*Annualized

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Risk-Adjusted Performance

DAXX.L vs. ^GDAXI — Risk-Adjusted Performance Rank

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

DAXX.L
The Risk-Adjusted Performance Rank of DAXX.L is 7676
Overall Rank
The Sharpe Ratio Rank of DAXX.L is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of DAXX.L is 7878
Sortino Ratio Rank
The Omega Ratio Rank of DAXX.L is 7474
Omega Ratio Rank
The Calmar Ratio Rank of DAXX.L is 7979
Calmar Ratio Rank
The Martin Ratio Rank of DAXX.L is 6868
Martin Ratio Rank

^GDAXI
The Risk-Adjusted Performance Rank of ^GDAXI is 9595
Overall Rank
The Sharpe Ratio Rank of ^GDAXI is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GDAXI is 9696
Sortino Ratio Rank
The Omega Ratio Rank of ^GDAXI is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ^GDAXI is 9494
Calmar Ratio Rank
The Martin Ratio Rank of ^GDAXI is 9595
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.

DAXX.L vs. ^GDAXI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L) and DAX Performance Index (^GDAXI). 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 DAXX.L, currently valued at 1.48, compared to the broader market0.002.004.001.481.55
The chart of Sortino ratio for DAXX.L, currently valued at 2.06, compared to the broader market-2.000.002.004.006.008.0010.0012.002.062.16
The chart of Omega ratio for DAXX.L, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.27
The chart of Calmar ratio for DAXX.L, currently valued at 2.75, compared to the broader market0.005.0010.0015.002.752.95
The chart of Martin ratio for DAXX.L, currently valued at 6.60, compared to the broader market0.0020.0040.0060.0080.00100.006.606.90
DAXX.L
^GDAXI

The current DAXX.L Sharpe Ratio is 1.90, which is comparable to the ^GDAXI Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of DAXX.L and ^GDAXI, 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 Ratio1.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.48
1.55
DAXX.L
^GDAXI

Drawdowns

DAXX.L vs. ^GDAXI - Drawdown Comparison

The maximum DAXX.L drawdown since its inception was -35.41%, smaller than the maximum ^GDAXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for DAXX.L and ^GDAXI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.01%
-1.95%
DAXX.L
^GDAXI

Volatility

DAXX.L vs. ^GDAXI - Volatility Comparison

Lyxor DAX (DR) UCITS ETF - Acc (DAXX.L) has a higher volatility of 5.22% compared to DAX Performance Index (^GDAXI) at 4.86%. This indicates that DAXX.L's price experiences larger fluctuations and is considered to be riskier than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%SeptemberOctoberNovemberDecember2025February
5.22%
4.86%
DAXX.L
^GDAXI
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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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