EXS1.DE vs. ^NDX
EXS1.DE (iShares Core DAX UCITS ETF (DE)) is Europe Equities fund tracking the DAX®, while ^NDX (NASDAQ 100 Index) is an index. Over the past 10 years, EXS1.DE returned 8.97%/yr vs 19.98%/yr for ^NDX. At a 0.41 correlation, their price movements are largely independent.
Performance
EXS1.DE vs. ^NDX - Performance Comparison
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Different Trading Currencies
EXS1.DE is traded in EUR, while ^NDX is traded in USD. To make them comparable, the ^NDX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXS1.DE achieves a 1.53% return, which is significantly lower than ^NDX's 19.64% return. Over the past 10 years, EXS1.DE has underperformed ^NDX with an annualized return of 8.97%, while ^NDX has yielded a comparatively higher 19.98% annualized return.
EXS1.DE
- 1D
- -0.48%
- 1M
- 0.41%
- 6M
- -1.62%
- YTD
- 1.53%
- 1Y
- 3.40%
- 3Y*
- 15.17%
- 5Y*
- 9.34%
- 10Y*
- 8.97%
^NDX
- 1D
- -0.75%
- 1M
- -2.41%
- 6M
- 17.61%
- YTD
- 19.64%
- 1Y
- 30.36%
- 3Y*
- 22.87%
- 5Y*
- 15.64%
- 10Y*
- 19.98%
EXS1.DE vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXS1.DE iShares Core DAX UCITS ETF (DE) | 1.53% | 22.63% | 18.07% | 19.45% | -12.79% | 15.16% | 2.98% | 24.67% | -18.48% | 12.30% |
^NDX NASDAQ 100 Index | 19.64% | 5.91% | 33.12% | 49.19% | -28.81% | 36.10% | 35.42% | 41.08% | 3.61% | 15.35% |
Correlation
The correlation between EXS1.DE and ^NDX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2007 | 0.41 |
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Return for Risk
EXS1.DE vs. ^NDX — Risk / Return Rank
EXS1.DE
^NDX
EXS1.DE vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core DAX UCITS ETF (DE) (EXS1.DE) and NASDAQ 100 Index (^NDX). 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.
| EXS1.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.29 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 2.73 | -2.45 |
| Martin ratioReturn relative to average drawdown | 0.86 | 8.24 | -7.39 |
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Drawdowns
EXS1.DE vs. ^NDX - Drawdown Comparison
The maximum EXS1.DE drawdown since its inception was -55.14%, which is greater than ^NDX's maximum drawdown of -46.44%. Use the drawdown chart below to compare losses from any high point for EXS1.DE and ^NDX.
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Drawdown Indicators
| EXS1.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.14% | -46.44% | -8.70% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -11.19% | -1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -15.93% | -27.30% | +11.37% |
Max Drawdown (5Y)Largest decline over 5 years | -26.69% | -31.53% | +4.84% |
Max Drawdown (10Y)Largest decline over 10 years | -38.68% | -31.53% | -7.15% |
Current DrawdownCurrent decline from peak | -3.12% | -3.17% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -8.01% | -3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 3.69% | +0.27% |
Volatility
EXS1.DE vs. ^NDX - Volatility Comparison
The current volatility for iShares Core DAX UCITS ETF (DE) (EXS1.DE) is 4.61%, while NASDAQ 100 Index (^NDX) has a volatility of 7.44%. This indicates that EXS1.DE experiences smaller price fluctuations and is considered to be less risky than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXS1.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 7.44% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 13.62% | 14.22% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 18.36% | -2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 22.57% | -5.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.11% | 22.98% | -4.87% |
Frequently Asked Questions
EXS1.DE and ^NDX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for EXS1.DE and ^NDX
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