DB1.DE vs. SPGI
DB1.DE (Deutsche Börse AG) and SPGI (S&P Global Inc.) are both stocks. Both operate in the Financial Data & Stock Exchanges industry within the Financial Services sector. Over the past 10 years, DB1.DE returned 15.31%/yr vs 15.33%/yr for SPGI. At a 0.24 correlation, their price movements are largely independent.
Performance
DB1.DE vs. SPGI - Performance Comparison
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Different Trading Currencies
DB1.DE is traded in EUR, while SPGI is traded in USD. To make them comparable, the SPGI values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, DB1.DE achieves a 13.48% return, which is significantly higher than SPGI's -18.23% return. Both investments have delivered pretty close results over the past 10 years, with DB1.DE having a 15.31% annualized return and SPGI not far ahead at 15.33%.
DB1.DE
- 1D
- 1.26%
- 1M
- 3.53%
- YTD
- 13.48%
- 6M
- 18.01%
- 1Y
- -6.67%
- 3Y*
- 16.36%
- 5Y*
- 15.24%
- 10Y*
- 15.31%
SPGI
- 1D
- 1.43%
- 1M
- 4.59%
- YTD
- -18.23%
- 6M
- -14.76%
- 1Y
- -16.35%
- 3Y*
- 0.82%
- 5Y*
- 3.10%
- 10Y*
- 15.33%
DB1.DE vs. SPGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DB1.DE Deutsche Börse AG | 13.48% | 2.03% | 21.82% | 18.03% | 11.90% | 7.98% | 1.28% | 36.60% | 10.78% | 29.96% |
SPGI S&P Global Inc. | -18.23% | -6.84% | 21.46% | 28.81% | -23.95% | 55.51% | 11.39% | 65.93% | 6.13% | 39.74% |
Correlation
The correlation between DB1.DE and SPGI is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2007 | 0.24 |
The correlation between DB1.DE and SPGI shifts across timeframes, from 0.21 (5 years) to 0.34 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DB1.DE vs. SPGI — Risk / Return Rank
DB1.DE
SPGI
DB1.DE vs. SPGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Börse AG (DB1.DE) and S&P Global Inc. (SPGI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DB1.DE | SPGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.91 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | -0.51 | +0.26 |
| Martin ratioReturn relative to average drawdown | -0.42 | -0.99 | +0.57 |
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Drawdowns
DB1.DE vs. SPGI - Drawdown Comparison
The maximum DB1.DE drawdown since its inception was -76.94%, which is greater than SPGI's maximum drawdown of -62.76%. Use the drawdown chart below to compare losses from any high point for DB1.DE and SPGI.
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Drawdown Indicators
| DB1.DE | SPGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.94% | -62.76% | -14.18% |
Max Drawdown (1Y)Largest decline over 1 year | -26.71% | -32.11% | +5.40% |
Max Drawdown (3Y)Largest decline over 3 years | -29.61% | -36.43% | +6.82% |
Max Drawdown (5Y)Largest decline over 5 years | -29.61% | -36.43% | +6.82% |
Max Drawdown (10Y)Largest decline over 10 years | -36.97% | -38.41% | +1.44% |
Current DrawdownCurrent decline from peak | -12.11% | -29.75% | +17.64% |
Average DrawdownAverage peak-to-trough decline | -26.27% | -13.09% | -13.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.70% | 16.51% | -0.81% |
Volatility
DB1.DE vs. SPGI - Volatility Comparison
The current volatility for Deutsche Börse AG (DB1.DE) is 6.28%, while S&P Global Inc. (SPGI) has a volatility of 7.67%. This indicates that DB1.DE experiences smaller price fluctuations and is considered to be less risky than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DB1.DE | SPGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 7.67% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 16.83% | 24.76% | -7.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 28.24% | -6.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.82% | 24.27% | -4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.76% | 26.38% | -4.62% |
Dividends
DB1.DE vs. SPGI - Dividend Comparison
DB1.DE's dividend yield for the trailing twelve months is around 1.68%, more than SPGI's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DB1.DE Deutsche Börse AG | 1.68% | 1.79% | 1.71% | 1.93% | 1.98% | 2.04% | 2.08% | 1.93% | 2.33% | 2.43% | 2.94% | 2.58% |
SPGI S&P Global Inc. | 0.92% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Financials
DB1.DE vs. SPGI - Financials Comparison
This section allows you to compare key financial metrics between Deutsche Börse AG and S&P Global Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DB1.DE and SPGI have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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