DTEGY vs. DAX
DTEGY (Deutsche Telekom AG ADR) is a stock, while DAX (Global X DAX Germany ETF) is Europe Equities fund tracking the DAX Index. Over the past 10 years, DTEGY returned 10.95%/yr vs 9.48%/yr for DAX. Their 0.58 correlation means they have sometimes moved together and sometimes differently.
Performance
DTEGY vs. DAX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DTEGY achieves a 0.58% return, which is significantly lower than DAX's 4.71% return. Over the past 10 years, DTEGY has outperformed DAX with an annualized return of 10.95%, while DAX has yielded a comparatively lower 9.48% annualized return.
DTEGY
- 1D
- -1.03%
- 1M
- 9.75%
- 6M
- -8.33%
- YTD
- 0.58%
- 1Y
- -9.69%
- 3Y*
- 19.33%
- 5Y*
- 13.31%
- 10Y*
- 10.95%
- ALL TIME*
- 11.03%
DAX
- 1D
- -0.51%
- 1M
- 2.38%
- 6M
- 3.55%
- YTD
- 4.71%
- 1Y
- 8.82%
- 3Y*
- 19.53%
- 5Y*
- 9.55%
- 10Y*
- 9.48%
- ALL TIME*
- 7.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.82M | $2.14M | $1.98M | |
| $20.59M | $19.54M | $21.66M |
DTEGY vs. DAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 0.58% | 12.53% | 28.06% | 24.40% | 16.64% | 3.76% | 20.51% | 0.36% | 0.80% | 6.79% |
DAX Global X DAX Germany ETF | 4.71% | 39.00% | 10.55% | 23.62% | -18.47% | 7.73% | 12.27% | 22.11% | -22.92% | 28.23% |
Correlation
The correlation between DTEGY and DAX is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.40 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2014 | 0.58 |
Over the past year, the correlation between DTEGY and DAX has dropped to 0.23 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DTEGY vs. DAX — Risk / Return Rank
DTEGY
DAX
DTEGY vs. DAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deutsche Telekom AG ADR (DTEGY) and Global X DAX Germany ETF (DAX). 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.
| DTEGY | DAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.10 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 0.60 | -0.92 |
| Martin ratioReturn relative to average drawdown | -0.71 | 1.84 | -2.55 |
Loading charts...
Drawdowns
DTEGY vs. DAX - Drawdown Comparison
The maximum DTEGY drawdown since its inception was -40.18%, smaller than the maximum DAX drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for DTEGY and DAX.
Loading charts...
Drawdown Indicators
| DTEGY | DAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.18% | -45.58% | +5.40% |
Max Drawdown (1Y)Largest decline over 1 year | -30.08% | -14.82% | -15.26% |
Max Drawdown (3Y)Largest decline over 3 years | -30.08% | -16.03% | -14.05% |
Max Drawdown (5Y)Largest decline over 5 years | -30.08% | -38.92% | +8.84% |
Max Drawdown (10Y)Largest decline over 10 years | -40.18% | -45.58% | +5.40% |
Current DrawdownCurrent decline from peak | -18.35% | -0.51% | -17.84% |
Average DrawdownAverage peak-to-trough decline | -9.94% | -10.42% | +0.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.61% | 4.80% | +8.81% |
Volatility
DTEGY vs. DAX - Volatility Comparison
Deutsche Telekom AG ADR (DTEGY) has a higher volatility of 9.98% compared to Global X DAX Germany ETF (DAX) at 4.33%. This indicates that DTEGY's price experiences larger fluctuations and is considered to be riskier than DAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DTEGY | DAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.98% | 4.33% | +5.65% |
Volatility (6M)Calculated over the trailing 6-month period | 22.40% | 15.38% | +7.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.07% | 17.85% | +8.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.07% | 20.45% | +1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.75% | 20.92% | +0.83% |
Dividends
DTEGY vs. DAX - Dividend Comparison
DTEGY's dividend yield for the trailing twelve months is around 3.64%, more than DAX's 2.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DAX Global X DAX Germany ETF | 2.01% | 1.47% | 2.24% | 2.48% | 2.80% | 2.65% | 2.25% | 2.47% | 3.33% | 1.73% | 1.78% | 1.41% |
DTEGY Deutsche Telekom AG ADR | 3.64% | 2.98% | 2.70% | 3.09% | 7.01% | 2.67% | 5.88% | 4.71% | 4.52% | 3.70% | 6.92% | 3.19% |
Frequently Asked Questions
DTEGY and DAX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTEGY has higher volatility (9.98%) compared to DAX (4.33%). In terms of maximum drawdown, DTEGY dropped -40.18% vs DAX's -45.58%.
DAX currently has the higher Sharpe Ratio (0.50 vs -0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for DTEGY and DAX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer