DTEGY vs. DAX
Compare and contrast key facts about Deutsche Telekom AG ADR (DTEGY) and Global X DAX Germany ETF (DAX).
DAX is a passively managed fund by Global X that tracks the performance of the DAX Index. It was launched on Oct 22, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTEGY or DAX.
Key characteristics
| DTEGY | DAX | |
|---|---|---|
| YTD Return | 28.05% | 9.06% |
| 1Y Return | 33.47% | 22.48% |
| 3Y Return (Ann) | 19.21% | 2.51% |
| 5Y Return (Ann) | 17.67% | 6.22% |
| 10Y Return (Ann) | 11.30% | 5.17% |
| Sharpe Ratio | 2.50 | 1.58 |
| Sortino Ratio | 3.47 | 2.20 |
| Omega Ratio | 1.44 | 1.27 |
| Calmar Ratio | 1.15 | 1.49 |
| Martin Ratio | 10.32 | 8.11 |
| Ulcer Index | 3.33% | 2.85% |
| Daily Std Dev | 13.78% | 14.67% |
| Max Drawdown | -91.05% | -45.58% |
| Current Drawdown | -5.13% | -6.15% |
Correlation
The correlation between DTEGY and DAX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DTEGY vs. DAX - Performance Comparison
In the year-to-date period, DTEGY achieves a 28.05% return, which is significantly higher than DAX's 9.06% return. Over the past 10 years, DTEGY has outperformed DAX with an annualized return of 11.30%, while DAX has yielded a comparatively lower 5.17% 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
DTEGY vs. DAX - Risk-Adjusted Performance 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.
Dividends
DTEGY vs. DAX - Dividend Comparison
DTEGY's dividend yield for the trailing twelve months is around 2.80%, more than DAX's 2.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTEGY Deutsche Telekom AG ADR | 2.80% | 3.09% | 3.50% | 3.86% | 7.15% | 4.81% | 4.70% | 3.74% | 3.54% | 3.12% | 4.37% | 5.35% |
DAX Global X DAX Germany ETF | 2.34% | 2.48% | 2.80% | 2.65% | 2.25% | 2.47% | 3.33% | 1.73% | 1.78% | 1.41% | 0.00% | 0.00% |
Drawdowns
DTEGY vs. DAX - Drawdown Comparison
The maximum DTEGY drawdown since its inception was -91.05%, which is greater than DAX's maximum drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for DTEGY and DAX. For additional features, visit the drawdowns tool.
Volatility
DTEGY vs. DAX - Volatility Comparison
Deutsche Telekom AG ADR (DTEGY) has a higher volatility of 5.11% compared to Global X DAX Germany ETF (DAX) at 4.77%. 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.