DB1.DE vs. ^GSPC
Compare and contrast key facts about Deutsche Börse AG (DB1.DE) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DB1.DE or ^GSPC.
Correlation
The correlation between DB1.DE and ^GSPC is 0.30, 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.
Performance
DB1.DE vs. ^GSPC - Performance Comparison
Key characteristics
DB1.DE:
2.86
^GSPC:
0.48
DB1.DE:
3.42
^GSPC:
0.80
DB1.DE:
1.51
^GSPC:
1.12
DB1.DE:
4.76
^GSPC:
0.49
DB1.DE:
24.70
^GSPC:
1.90
DB1.DE:
2.26%
^GSPC:
4.90%
DB1.DE:
19.79%
^GSPC:
19.37%
DB1.DE:
-76.94%
^GSPC:
-56.78%
DB1.DE:
-2.05%
^GSPC:
-7.82%
Returns By Period
In the year-to-date period, DB1.DE achieves a 29.05% return, which is significantly higher than ^GSPC's -3.70% return. Over the past 10 years, DB1.DE has outperformed ^GSPC with an annualized return of 16.73%, while ^GSPC has yielded a comparatively lower 10.43% annualized return.
DB1.DE
29.05%
10.51%
35.38%
56.91%
16.27%
16.73%
^GSPC
-3.70%
13.67%
-5.18%
9.18%
14.14%
10.43%
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Risk-Adjusted Performance
DB1.DE vs. ^GSPC — Risk-Adjusted Performance Rank
DB1.DE
^GSPC
DB1.DE vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Börse AG (DB1.DE) and S&P 500 (^GSPC). 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.
Drawdowns
DB1.DE vs. ^GSPC - Drawdown Comparison
The maximum DB1.DE drawdown since its inception was -76.94%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for DB1.DE and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
DB1.DE vs. ^GSPC - Volatility Comparison
The current volatility for Deutsche Börse AG (DB1.DE) is 9.30%, while S&P 500 (^GSPC) has a volatility of 11.21%. This indicates that DB1.DE experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.