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DEAM.DE vs. C007.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DEAM.DE and C007.DE is 0.97, 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.


-0.50.00.51.01.0

Performance

DEAM.DE vs. C007.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 MDAX ESG UCITS ETF Dist (C007.DE). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
1.53%
1.43%
DEAM.DE
C007.DE

Key characteristics

Sharpe Ratio

DEAM.DE:

0.40

C007.DE:

0.30

Sortino Ratio

DEAM.DE:

0.64

C007.DE:

0.53

Omega Ratio

DEAM.DE:

1.07

C007.DE:

1.06

Calmar Ratio

DEAM.DE:

0.15

C007.DE:

0.14

Martin Ratio

DEAM.DE:

0.99

C007.DE:

0.76

Ulcer Index

DEAM.DE:

5.43%

C007.DE:

6.08%

Daily Std Dev

DEAM.DE:

13.48%

C007.DE:

15.14%

Max Drawdown

DEAM.DE:

-40.04%

C007.DE:

-39.51%

Current Drawdown

DEAM.DE:

-25.90%

C007.DE:

-24.72%

Returns By Period

In the year-to-date period, DEAM.DE achieves a 6.53% return, which is significantly higher than C007.DE's 5.67% return.


DEAM.DE

YTD

6.53%

1M

4.89%

6M

8.89%

1Y

5.42%

5Y*

-1.62%

10Y*

N/A

C007.DE

YTD

5.67%

1M

4.12%

6M

8.79%

1Y

5.58%

5Y*

-1.32%

10Y*

2.86%

*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. C007.DE - Expense Ratio Comparison

DEAM.DE has a 0.19% expense ratio, which is lower than C007.DE's 0.30% expense ratio.


C007.DE
Amundi MDAX ESG UCITS ETF Dist
Expense ratio chart for C007.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
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. C007.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

C007.DE
The Risk-Adjusted Performance Rank of C007.DE is 1212
Overall Rank
The Sharpe Ratio Rank of C007.DE is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of C007.DE is 1212
Sortino Ratio Rank
The Omega Ratio Rank of C007.DE is 1212
Omega Ratio Rank
The Calmar Ratio Rank of C007.DE is 1111
Calmar Ratio Rank
The Martin Ratio Rank of C007.DE is 1212
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. C007.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 MDAX ESG UCITS ETF Dist (C007.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 market0.002.004.000.120.05
The chart of Sortino ratio for DEAM.DE, currently valued at 0.28, compared to the broader market-2.000.002.004.006.008.0010.0012.000.280.20
The chart of Omega ratio for DEAM.DE, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.02
The chart of Calmar ratio for DEAM.DE, currently valued at 0.05, compared to the broader market0.005.0010.0015.0020.000.050.02
The chart of Martin ratio for DEAM.DE, currently valued at 0.28, compared to the broader market0.0020.0040.0060.0080.00100.000.280.13
DEAM.DE
C007.DE

The current DEAM.DE Sharpe Ratio is 0.40, which is higher than the C007.DE Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of DEAM.DE and C007.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-1.00-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
0.12
0.05
DEAM.DE
C007.DE

Dividends

DEAM.DE vs. C007.DE - Dividend Comparison

DEAM.DE has not paid dividends to shareholders, while C007.DE's dividend yield for the trailing twelve months is around 1.60%.


TTM20242023202220212020201920182017
DEAM.DE
Invesco MDAX UCITS ETF A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
C007.DE
Amundi MDAX ESG UCITS ETF Dist
1.60%1.69%1.86%1.76%0.60%0.79%1.57%2.31%2.13%

Drawdowns

DEAM.DE vs. C007.DE - Drawdown Comparison

The maximum DEAM.DE drawdown since its inception was -40.04%, roughly equal to the maximum C007.DE drawdown of -39.51%. Use the drawdown chart below to compare losses from any high point for DEAM.DE and C007.DE. For additional features, visit the drawdowns tool.


-42.00%-40.00%-38.00%-36.00%-34.00%-32.00%-30.00%SeptemberOctoberNovemberDecember2025February
-35.33%
-34.29%
DEAM.DE
C007.DE

Volatility

DEAM.DE vs. C007.DE - Volatility Comparison

Invesco MDAX UCITS ETF A (DEAM.DE) has a higher volatility of 4.17% compared to Amundi MDAX ESG UCITS ETF Dist (C007.DE) at 3.92%. This indicates that DEAM.DE's price experiences larger fluctuations and is considered to be riskier than C007.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.17%
3.92%
DEAM.DE
C007.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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