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DLR.TO vs. SIE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DLR.TO vs. SIE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X U.S. Dollar Currency ETF (DLR.TO) and Siemens Aktiengesellschaft (SIE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DLR.TO is traded in CAD, while SIE.DE is traded in EUR. To make them comparable, the SIE.DE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DLR.TO achieves a 4.60% return, which is significantly lower than SIE.DE's 16.53% return. Over the past 10 years, DLR.TO has underperformed SIE.DE with an annualized return of 2.47%, while SIE.DE has yielded a comparatively higher 15.86% annualized return.


DLR.TO

1D
0.07%
1M
1.45%
6M
3.41%
YTD
4.60%
1Y
6.59%
3Y*
5.96%
5Y*
5.33%
10Y*
2.47%

SIE.DE

1D
-0.52%
1M
2.65%
6M
6.67%
YTD
16.53%
1Y
25.83%
3Y*
28.62%
5Y*
20.33%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLR.TO vs. SIE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLR.TO
Global X U.S. Dollar Currency ETF
4.60%-1.34%12.85%1.81%8.33%-0.93%-2.21%-3.68%9.77%-6.51%
SIE.DE
Siemens Aktiengesellschaft
16.53%39.25%17.15%35.86%-12.52%22.45%12.42%16.91%-10.70%9.02%

Correlation

The correlation between DLR.TO and SIE.DE is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.18

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

-0.24

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

-0.33

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

-0.30

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2011

-0.29

The correlation between DLR.TO and SIE.DE shifts across timeframes, from -0.33 (5 years) to -0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DLR.TO vs. SIE.DE — Risk / Return Rank

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

DLR.TO
DLR.TO Risk / Return Rank: 5151
Overall Rank
DLR.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
DLR.TO Sortino Ratio Rank: 5858
Sortino Ratio Rank
DLR.TO Omega Ratio Rank: 6060
Omega Ratio Rank
DLR.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
DLR.TO Martin Ratio Rank: 3636
Martin Ratio Rank

SIE.DE
SIE.DE Risk / Return Rank: 6868
Overall Rank
SIE.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SIE.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
SIE.DE Omega Ratio Rank: 6565
Omega Ratio Rank
SIE.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
SIE.DE Martin Ratio Rank: 7575
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.

DLR.TO vs. SIE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X U.S. Dollar Currency ETF (DLR.TO) and Siemens Aktiengesellschaft (SIE.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.

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.


DLR.TOSIE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.00

Omega ratioGain probability vs. loss probability

1.29

1.16

+0.14

Calmar ratioReturn relative to maximum drawdown

1.68

1.20

+0.48

Martin ratioReturn relative to average drawdown

4.44

3.81

+0.63

DLR.TO vs. SIE.DE - Sharpe Ratio Comparison

The current DLR.TO Sharpe Ratio is 1.56, which is higher than the SIE.DE Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of DLR.TO and SIE.DE, 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

DLR.TO vs. SIE.DE - Drawdown Comparison

The maximum DLR.TO drawdown since its inception was -17.60%, smaller than the maximum SIE.DE drawdown of -63.67%. Use the drawdown chart below to compare losses from any high point for DLR.TO and SIE.DE.


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Drawdown Indicators


DLR.TOSIE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.60%

-63.67%

+46.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-21.52%

+17.58%

Max Drawdown (3Y)

Largest decline over 3 years

-5.77%

-27.01%

+21.24%

Max Drawdown (5Y)

Largest decline over 5 years

-5.77%

-43.95%

+38.18%

Max Drawdown (10Y)

Largest decline over 10 years

-17.60%

-47.71%

+30.11%

Current Drawdown

Current decline from peak

-0.37%

-4.84%

+4.47%

Average Drawdown

Average peak-to-trough decline

-6.41%

-16.11%

+9.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

6.76%

-5.27%

Volatility

DLR.TO vs. SIE.DE - Volatility Comparison

The current volatility for Global X U.S. Dollar Currency ETF (DLR.TO) is 1.05%, while Siemens Aktiengesellschaft (SIE.DE) has a volatility of 10.19%. This indicates that DLR.TO experiences smaller price fluctuations and is considered to be less risky than SIE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLR.TOSIE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

10.19%

-9.14%

Volatility (6M)

Calculated over the trailing 6-month period

3.11%

27.58%

-24.47%

Volatility (1Y)

Calculated over the trailing 1-year period

4.24%

33.90%

-29.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

32.81%

-26.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.57%

29.68%

-23.11%

Dividends

DLR.TO vs. SIE.DE - Dividend Comparison

DLR.TO's dividend yield for the trailing twelve months is around 3.88%, more than SIE.DE's 1.97% yield.


PositionTTM20252024202320222021202020192018201720162015
DLR.TO
Global X U.S. Dollar Currency ETF
3.88%3.33%3.23%4.98%0.00%0.00%0.00%0.57%0.00%0.00%0.00%0.00%
SIE.DE
Siemens Aktiengesellschaft
1.97%2.17%2.49%2.50%3.09%2.29%3.32%3.26%3.80%3.10%3.00%3.67%

Frequently Asked Questions


DLR.TO and SIE.DE have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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