DTE.DE vs. ^GSPC
DTE.DE (Deutsche Telekom AG) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, DTE.DE returned 10.53%/yr vs 13.40%/yr for ^GSPC. At a 0.30 correlation, their price movements are largely independent.
Performance
DTE.DE vs. ^GSPC - Performance Comparison
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Different Trading Currencies
DTE.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, DTE.DE achieves a 3.88% return, which is significantly lower than ^GSPC's 12.06% return. Over the past 10 years, DTE.DE has underperformed ^GSPC with an annualized return of 10.53%, while ^GSPC has yielded a comparatively higher 13.40% annualized return.
DTE.DE
- 1D
- -0.96%
- 1M
- 1.79%
- YTD
- 3.88%
- 6M
- 4.90%
- 1Y
- -14.69%
- 3Y*
- 16.36%
- 5Y*
- 13.65%
- 10Y*
- 10.53%
^GSPC
- 1D
- 0.27%
- 1M
- 5.17%
- YTD
- 12.06%
- 6M
- 10.90%
- 1Y
- 24.89%
- 3Y*
- 17.85%
- 5Y*
- 13.43%
- 10Y*
- 13.40%
DTE.DE vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTE.DE Deutsche Telekom AG | 3.88% | -1.45% | 37.51% | 20.35% | 18.67% | 12.92% | 12.45% | 2.95% | 5.00% | -6.37% |
^GSPC S&P 500 Index | 12.06% | 2.58% | 31.45% | 20.51% | -14.45% | 36.38% | 6.68% | 31.79% | -1.84% | 4.74% |
Correlation
The correlation between DTE.DE and ^GSPC is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Aug 28, 2007 | 0.31 |
Over the past year, the correlation between DTE.DE and ^GSPC has dropped to 0.09 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.
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Return for Risk
DTE.DE vs. ^GSPC — Risk / Return Rank
DTE.DE
^GSPC
DTE.DE vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG (DTE.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.
| DTE.DE | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.64 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.37 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 3.30 | -3.95 |
| Martin ratioReturn relative to average drawdown | -1.08 | 12.34 | -13.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DTE.DE | ^GSPC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | 2.04 | -2.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.80 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.72 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.51 | -0.31 |
Drawdowns
DTE.DE vs. ^GSPC - Drawdown Comparison
The maximum DTE.DE drawdown since its inception was -91.32%, which is greater than ^GSPC's maximum drawdown of -51.62%. Use the drawdown chart below to compare losses from any high point for DTE.DE and ^GSPC.
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Drawdown Indicators
| DTE.DE | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.32% | -51.62% | -39.70% |
Max Drawdown (1Y)Largest decline over 1 year | -22.57% | -7.57% | -15.00% |
Max Drawdown (3Y)Largest decline over 3 years | -24.46% | -23.99% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.46% | -23.99% | -0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -34.85% | -33.42% | -1.43% |
Current DrawdownCurrent decline from peak | -17.50% | -0.20% | -17.30% |
Average DrawdownAverage peak-to-trough decline | -62.14% | -9.08% | -53.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.31% | 2.02% | +11.29% |
Volatility
DTE.DE vs. ^GSPC - Volatility Comparison
Deutsche Telekom AG (DTE.DE) has a higher volatility of 6.31% compared to S&P 500 Index (^GSPC) at 2.24%. This indicates that DTE.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.
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Volatility by Period
| DTE.DE | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 2.24% | +4.07% |
Volatility (6M)Calculated over the trailing 6-month period | 19.32% | 8.62% | +10.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.14% | 12.29% | +11.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 16.79% | +3.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 18.59% | +0.97% |
Frequently Asked Questions
DTE.DE and ^GSPC have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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