DHL.DE vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Deutsche Post AG (DHL.DE) and S&P 500 Index (^GSPC).

Performance

DHL.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deutsche Post AG (DHL.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

DHL.DE vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DHL.DE Deutsche Post AG	-0.28%	44.52%	-20.55%	33.22%	-34.77%	43.36%	22.66%	48.13%	-37.96%	31.44%
^GSPC S&P 500 Index	-2.47%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

Different Trading Currencies

DHL.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DHL.DE achieves a -0.28% return, which is significantly higher than ^GSPC's -2.47% return. Over the past 10 years, DHL.DE has underperformed ^GSPC with an annualized return of 11.01%, while ^GSPC has yielded a comparatively higher 12.07% annualized return.

DHL.DE

• 1D: 4.13%
• 1M: -4.25%
• YTD: -0.28%
• 6M: 21.89%
• 1Y: 23.05%
• 3Y*: 7.59%
• 5Y*: 4.43%
• 10Y*: 11.01%

^GSPC

• 1D: 0.61%
• 1M: -3.45%
• YTD: -2.47%
• 6M: -0.63%
• 1Y: 8.91%
• 3Y*: 14.47%
• 5Y*: 10.74%
• 10Y*: 12.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DHL.DE vs. ^GSPC — Risk / Return Rank

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

DHL.DE

DHL.DE Risk / Return Rank: 69
DHL.DE Sharpe Ratio Rank: 71
DHL.DE Sortino Ratio Rank: 64
DHL.DE Omega Ratio Rank: 63
DHL.DE Calmar Ratio Rank: 73
DHL.DE Martin Ratio Rank: 74

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

DHL.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deutsche Post AG (DHL.DE) and S&P 500 Index (^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.

	DHL.DE	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.89	0.43	+0.45
Sortino ratio Return per unit of downside risk	1.37	0.73	+0.64
Omega ratio Gain probability vs. loss probability	1.18	1.12	+0.06
Calmar ratio Return relative to maximum drawdown	1.74	0.66	+1.07
Martin ratio Return relative to average drawdown	4.46	2.77	+1.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DHL.DE vs. ^GSPC - Sharpe Ratio Comparison

The current DHL.DE Sharpe Ratio is 0.89, which is higher than the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of DHL.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DHL.DE	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	0.43	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	0.64	-0.48
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	0.65	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	0.45	-0.21

Correlation

The correlation between DHL.DE and ^GSPC is 0.36, 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.

Drawdowns

DHL.DE vs. ^GSPC - Drawdown Comparison

The maximum DHL.DE drawdown since its inception was -72.08%, which is greater than ^GSPC's maximum drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for DHL.DE and ^GSPC.

Drawdown Indicators

	DHL.DE	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-72.08%	-56.78%	-15.30%
Max Drawdown (1Y) Largest decline over 1 year	-16.83%	-12.14%	-4.69%
Max Drawdown (5Y) Largest decline over 5 years	-48.33%	-25.43%	-22.90%
Max Drawdown (10Y) Largest decline over 10 years	-49.94%	-33.92%	-16.02%
Current Drawdown Current decline from peak	-9.13%	-5.78%	-3.35%
Average Drawdown Average peak-to-trough decline	-22.18%	-10.75%	-11.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.58%	2.60%	+2.98%

Volatility

DHL.DE vs. ^GSPC - Volatility Comparison

Deutsche Post AG (DHL.DE) has a higher volatility of 9.27% compared to S&P 500 Index (^GSPC) at 4.42%. This indicates that DHL.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DHL.DE	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.27%	4.42%	+4.85%
Volatility (6M) Calculated over the trailing 6-month period	17.93%	9.93%	+8.00%
Volatility (1Y) Calculated over the trailing 1-year period	25.94%	20.69%	+5.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.54%	16.81%	+9.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.62%	18.63%	+6.99%