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DBOEY vs. DAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBOEY vs. DAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Deutsche Boerse AG ADR (DBOEY) and Global X DAX Germany ETF (DAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBOEY achieves a 7.54% return, which is significantly higher than DAX's -0.76% return. Over the past 10 years, DBOEY has outperformed DAX with an annualized return of 15.25%, while DAX has yielded a comparatively lower 9.79% annualized return.


DBOEY

1D
-0.16%
1M
-6.34%
YTD
7.54%
6M
8.43%
1Y
-9.09%
3Y*
17.19%
5Y*
11.92%
10Y*
15.25%

DAX

1D
-0.20%
1M
-0.20%
YTD
-0.76%
6M
-0.13%
1Y
6.24%
3Y*
17.58%
5Y*
8.44%
10Y*
9.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBOEY vs. DAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBOEY
Deutsche Boerse AG ADR
7.54%15.89%14.37%22.36%5.51%-0.35%9.85%32.55%4.89%51.57%
DAX
Global X DAX Germany ETF
-0.76%39.00%10.55%23.62%-18.47%7.73%12.27%22.11%-22.92%28.23%

Correlation

The correlation between DBOEY and DAX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

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

0.43

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

0.47

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

0.48

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

0.50

Over the past year, the correlation between DBOEY and DAX has dropped to 0.22 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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Return for Risk

DBOEY vs. DAX — Risk / Return Rank

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

DBOEY
DBOEY Risk / Return Rank: 2727
Overall Rank
DBOEY Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DBOEY Sortino Ratio Rank: 2222
Sortino Ratio Rank
DBOEY Omega Ratio Rank: 2323
Omega Ratio Rank
DBOEY Calmar Ratio Rank: 3232
Calmar Ratio Rank
DBOEY Martin Ratio Rank: 3232
Martin Ratio Rank

DAX
DAX Risk / Return Rank: 1313
Overall Rank
DAX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DAX Sortino Ratio Rank: 1313
Sortino Ratio Rank
DAX Omega Ratio Rank: 1212
Omega Ratio Rank
DAX Calmar Ratio Rank: 1313
Calmar Ratio Rank
DAX Martin Ratio Rank: 1515
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.

DBOEY vs. DAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Boerse AG ADR (DBOEY) and Global X DAX Germany ETF (DAX). 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.


DBOEYDAXDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

0.95

1.07

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.33

0.42

-0.75

Martin ratioReturn relative to average drawdown

-0.56

1.30

-1.86

DBOEY vs. DAX - Sharpe Ratio Comparison

The current DBOEY Sharpe Ratio is -0.39, which is lower than the DAX Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of DBOEY and DAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DBOEY vs. DAX - Drawdown Comparison

The maximum DBOEY drawdown since its inception was -56.48%, which is greater than DAX's maximum drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for DBOEY and DAX.


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Drawdown Indicators


DBOEYDAXDifference

Max Drawdown

Largest peak-to-trough decline

-56.48%

-45.58%

-10.90%

Max Drawdown (1Y)

Largest decline over 1 year

-28.09%

-14.82%

-13.27%

Max Drawdown (3Y)

Largest decline over 3 years

-28.71%

-16.03%

-12.68%

Max Drawdown (5Y)

Largest decline over 5 years

-28.71%

-38.92%

+10.21%

Max Drawdown (10Y)

Largest decline over 10 years

-38.66%

-45.58%

+6.92%

Current Drawdown

Current decline from peak

-14.12%

-4.72%

-9.40%

Average Drawdown

Average peak-to-trough decline

-12.97%

-10.48%

-2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.37%

4.80%

+11.57%

Volatility

DBOEY vs. DAX - Volatility Comparison

The current volatility for Deutsche Boerse AG ADR (DBOEY) is 4.64%, while Global X DAX Germany ETF (DAX) has a volatility of 5.15%. This indicates that DBOEY experiences smaller price fluctuations and is considered to be less risky than DAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBOEYDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

5.15%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

17.26%

14.84%

+2.42%

Volatility (1Y)

Calculated over the trailing 1-year period

23.37%

17.98%

+5.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.19%

20.43%

+1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.85%

21.22%

+2.63%

Dividends

DBOEY vs. DAX - Dividend Comparison

DBOEY's dividend yield for the trailing twelve months is around 1.78%, more than DAX's 1.48% yield.


PositionTTM20252024202320222021202020192018201720162015
DAX
Global X DAX Germany ETF
1.48%1.47%2.24%2.48%2.80%2.65%2.25%2.47%3.33%1.73%1.78%1.41%
DBOEY
Deutsche Boerse AG ADR
1.78%1.71%1.76%1.93%2.05%1.38%1.21%1.27%1.64%3.82%5.49%2.63%

Frequently Asked Questions


DBOEY and DAX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DAX has higher volatility (5.15%) compared to DBOEY (4.64%). In terms of maximum drawdown, DBOEY dropped -56.48% vs DAX's -45.58%.

DAX currently has the higher Sharpe Ratio (0.35 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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