DTE.DE vs. ^GSPC

Last updated Apr 3, 2026

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

Performance

DTE.DE vs. ^GSPC - Performance Comparison

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

DTE.DE vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTE.DE Deutsche Telekom AG	15.11%	-1.45%	37.51%	20.35%	18.67%	12.92%	12.45%	2.95%	5.00%	-6.37%
^GSPC S&P 500 Index	-2.10%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-1.84%	4.74%

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 15.11% return, which is significantly higher than ^GSPC's -2.47% return. Both investments have delivered pretty close results over the past 10 years, with DTE.DE having a 12.21% annualized return and ^GSPC not far behind at 12.10%.

DTE.DE

• 1D: 0.00%
• 1M: -2.39%
• YTD: 15.11%
• 6M: 9.34%
• 1Y: -3.64%
• 3Y*: 16.11%
• 5Y*: 16.88%
• 10Y*: 12.21%

^GSPC

• 1D: 0.00%
• 1M: -3.17%
• YTD: -2.47%
• 6M: -0.80%
• 1Y: 8.54%
• 3Y*: 14.53%
• 5Y*: 10.74%
• 10Y*: 12.10%

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

Return for Risk

DTE.DE vs. ^GSPC — Risk / Return Rank

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

DTE.DE

DTE.DE Risk / Return Rank: 32
DTE.DE Sharpe Ratio Rank: 33
DTE.DE Sortino Ratio Rank: 27
DTE.DE Omega Ratio Rank: 27
DTE.DE Calmar Ratio Rank: 35
DTE.DE Martin Ratio Rank: 35

^GSPC

^GSPC Risk / Return Rank: 58
^GSPC Sharpe Ratio Rank: 52
^GSPC Sortino Ratio Rank: 55
^GSPC Omega Ratio Rank: 59
^GSPC Calmar Ratio Rank: 52
^GSPC Martin Ratio Rank: 71

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.

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 ratio Return per unit of total volatility	-0.15	0.41	-0.56
Sortino ratio Return per unit of downside risk	-0.05	0.71	-0.75
Omega ratio Gain probability vs. loss probability	0.99	1.11	-0.12
Calmar ratio Return relative to maximum drawdown	-0.15	0.62	-0.77
Martin ratio Return relative to average drawdown	-0.27	2.56	-2.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DTE.DE vs. ^GSPC - Sharpe Ratio Comparison

The current DTE.DE Sharpe Ratio is -0.15, which is lower than the ^GSPC Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of DTE.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

	DTE.DE	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.15	0.41	-0.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.86	0.64	+0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	0.65	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.45	-0.24

Correlation

The correlation between DTE.DE and ^GSPC is 0.31, 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

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 -53.11%. Use the drawdown chart below to compare losses from any high point for DTE.DE and ^GSPC.

Drawdown Indicators

	DTE.DE	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-91.32%	-56.78%	-34.54%
Max Drawdown (1Y) Largest decline over 1 year	-23.32%	-9.10%	-14.22%
Max Drawdown (5Y) Largest decline over 5 years	-24.46%	-25.43%	+0.97%
Max Drawdown (10Y) Largest decline over 10 years	-34.85%	-33.92%	-0.93%
Current Drawdown Current decline from peak	-8.58%	-5.67%	-2.91%
Average Drawdown Average peak-to-trough decline	-62.41%	-10.75%	-51.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.04%	2.62%	+10.42%

Volatility

DTE.DE vs. ^GSPC - Volatility Comparison

Deutsche Telekom AG (DTE.DE) has a higher volatility of 6.00% compared to S&P 500 Index (^GSPC) at 4.36%. 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.

Volatility by Period

	DTE.DE	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.00%	4.36%	+1.64%
Volatility (6M) Calculated over the trailing 6-month period	16.65%	9.93%	+6.72%
Volatility (1Y) Calculated over the trailing 1-year period	24.17%	20.68%	+3.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.48%	16.80%	+2.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.35%	18.63%	+0.72%