DTE.DE vs. NASDX
Compare and contrast key facts about Deutsche Telekom AG (DTE.DE) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
NASDX is a passively managed fund by Blackrock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTE.DE or NASDX.
Key characteristics
| DTE.DE | NASDX | |
|---|---|---|
| YTD Return | 33.42% | 25.58% |
| 1Y Return | 34.07% | 27.10% |
| 3Y Return (Ann) | 21.78% | 5.20% |
| 5Y Return (Ann) | 18.27% | 16.53% |
| 10Y Return (Ann) | 12.99% | 15.40% |
| Sharpe Ratio | 2.87 | 1.41 |
| Sortino Ratio | 3.74 | 1.84 |
| Omega Ratio | 1.52 | 1.27 |
| Calmar Ratio | 0.94 | 1.77 |
| Martin Ratio | 11.82 | 6.56 |
| Ulcer Index | 2.98% | 4.07% |
| Daily Std Dev | 12.23% | 19.00% |
| Max Drawdown | -91.32% | -81.69% |
| Current Drawdown | -15.39% | -0.24% |
Correlation
The correlation between DTE.DE and NASDX is 0.33, 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.
Performance
DTE.DE vs. NASDX - Performance Comparison
In the year-to-date period, DTE.DE achieves a 33.42% return, which is significantly higher than NASDX's 25.58% return. Over the past 10 years, DTE.DE has underperformed NASDX with an annualized return of 12.99%, while NASDX has yielded a comparatively higher 15.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DTE.DE vs. NASDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG (DTE.DE) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.
Dividends
DTE.DE vs. NASDX - Dividend Comparison
DTE.DE's dividend yield for the trailing twelve months is around 2.75%, more than NASDX's 0.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTE.DE Deutsche Telekom AG | 2.75% | 3.22% | 3.43% | 3.68% | 8.02% | 4.80% | 4.39% | 4.06% | 3.36% | 3.00% | 3.77% | 5.63% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 0.38% | 0.45% | 0.50% | 0.15% | 0.37% | 0.47% | 0.94% | 1.35% | 0.75% | 0.86% | 1.02% | 0.72% |
Drawdowns
DTE.DE vs. NASDX - Drawdown Comparison
The maximum DTE.DE drawdown since its inception was -91.32%, which is greater than NASDX's maximum drawdown of -81.69%. Use the drawdown chart below to compare losses from any high point for DTE.DE and NASDX. For additional features, visit the drawdowns tool.
Volatility
DTE.DE vs. NASDX - Volatility Comparison
Deutsche Telekom AG (DTE.DE) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) have volatilities of 4.94% and 5.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.