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DEAM.DE vs. 6AQQ.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DEAM.DE and 6AQQ.DE is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

DEAM.DE vs. 6AQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MDAX UCITS ETF A (DEAM.DE) and Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
1.53%
10.59%
DEAM.DE
6AQQ.DE

Key characteristics

Sharpe Ratio

DEAM.DE:

0.40

6AQQ.DE:

1.60

Sortino Ratio

DEAM.DE:

0.64

6AQQ.DE:

2.17

Omega Ratio

DEAM.DE:

1.07

6AQQ.DE:

1.30

Calmar Ratio

DEAM.DE:

0.15

6AQQ.DE:

2.07

Martin Ratio

DEAM.DE:

0.99

6AQQ.DE:

6.83

Ulcer Index

DEAM.DE:

5.43%

6AQQ.DE:

4.10%

Daily Std Dev

DEAM.DE:

13.48%

6AQQ.DE:

17.44%

Max Drawdown

DEAM.DE:

-40.04%

6AQQ.DE:

-31.19%

Current Drawdown

DEAM.DE:

-25.90%

6AQQ.DE:

-0.42%

Returns By Period

In the year-to-date period, DEAM.DE achieves a 6.53% return, which is significantly higher than 6AQQ.DE's 3.30% return.


DEAM.DE

YTD

6.53%

1M

4.89%

6M

8.89%

1Y

5.42%

5Y*

-1.62%

10Y*

N/A

6AQQ.DE

YTD

3.30%

1M

1.83%

6M

18.60%

1Y

30.93%

5Y*

19.65%

10Y*

19.41%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DEAM.DE vs. 6AQQ.DE - Expense Ratio Comparison

DEAM.DE has a 0.19% expense ratio, which is lower than 6AQQ.DE's 0.23% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
Expense ratio chart for 6AQQ.DE: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%
Expense ratio chart for DEAM.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

DEAM.DE vs. 6AQQ.DE — Risk-Adjusted Performance Rank

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

DEAM.DE
The Risk-Adjusted Performance Rank of DEAM.DE is 1414
Overall Rank
The Sharpe Ratio Rank of DEAM.DE is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of DEAM.DE is 1515
Sortino Ratio Rank
The Omega Ratio Rank of DEAM.DE is 1414
Omega Ratio Rank
The Calmar Ratio Rank of DEAM.DE is 1212
Calmar Ratio Rank
The Martin Ratio Rank of DEAM.DE is 1414
Martin Ratio Rank

6AQQ.DE
The Risk-Adjusted Performance Rank of 6AQQ.DE is 6565
Overall Rank
The Sharpe Ratio Rank of 6AQQ.DE is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of 6AQQ.DE is 6363
Sortino Ratio Rank
The Omega Ratio Rank of 6AQQ.DE is 6969
Omega Ratio Rank
The Calmar Ratio Rank of 6AQQ.DE is 6565
Calmar Ratio Rank
The Martin Ratio Rank of 6AQQ.DE is 6060
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.

DEAM.DE vs. 6AQQ.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MDAX UCITS ETF A (DEAM.DE) and Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE). 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 DEAM.DE, currently valued at 0.12, compared to the broader market0.002.004.000.121.41
The chart of Sortino ratio for DEAM.DE, currently valued at 0.28, compared to the broader market-2.000.002.004.006.008.0010.0012.000.281.95
The chart of Omega ratio for DEAM.DE, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.26
The chart of Calmar ratio for DEAM.DE, currently valued at 0.05, compared to the broader market0.005.0010.0015.000.051.90
The chart of Martin ratio for DEAM.DE, currently valued at 0.28, compared to the broader market0.0020.0040.0060.0080.00100.000.286.49
DEAM.DE
6AQQ.DE

The current DEAM.DE Sharpe Ratio is 0.40, which is lower than the 6AQQ.DE Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of DEAM.DE and 6AQQ.DE, 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 Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
0.12
1.41
DEAM.DE
6AQQ.DE

Dividends

DEAM.DE vs. 6AQQ.DE - Dividend Comparison

Neither DEAM.DE nor 6AQQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DEAM.DE vs. 6AQQ.DE - Drawdown Comparison

The maximum DEAM.DE drawdown since its inception was -40.04%, which is greater than 6AQQ.DE's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for DEAM.DE and 6AQQ.DE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-35.33%
-1.19%
DEAM.DE
6AQQ.DE

Volatility

DEAM.DE vs. 6AQQ.DE - Volatility Comparison

The current volatility for Invesco MDAX UCITS ETF A (DEAM.DE) is 4.17%, while Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) has a volatility of 5.55%. This indicates that DEAM.DE experiences smaller price fluctuations and is considered to be less risky than 6AQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.17%
5.55%
DEAM.DE
6AQQ.DE
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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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