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 8.88%/yr vs 20.72%/yr for ^NDX. At a 0.41 correlation, their price movements are largely independent.
Performance
EXS1.DE vs. ^NDX - Performance Comparison
Loading charts...
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 1.33% return, which is significantly lower than ^NDX's 21.80% return. Over the past 10 years, EXS1.DE has underperformed ^NDX with an annualized return of 8.88%, while ^NDX has yielded a comparatively higher 20.72% annualized return.
EXS1.DE
- 1D
- 0.59%
- 1M
- 2.03%
- YTD
- 1.33%
- 6M
- 4.02%
- 1Y
- 2.26%
- 3Y*
- 15.45%
- 5Y*
- 9.09%
- 10Y*
- 8.88%
^NDX
- 1D
- -0.67%
- 1M
- 9.26%
- YTD
- 21.80%
- 6M
- 19.18%
- 1Y
- 37.64%
- 3Y*
- 24.43%
- 5Y*
- 18.26%
- 10Y*
- 20.72%
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) | 1.33% | 22.63% | 18.07% | 19.45% | -12.79% | 15.16% | 2.98% | 24.67% | -18.48% | 12.30% |
^NDX NASDAQ 100 Index | 21.80% | 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 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
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 Aug 28, 2007 | 0.41 |
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
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.
| EXS1.DE | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.65 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.40 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 3.38 | -3.20 |
| Martin ratioReturn relative to average drawdown | 0.57 | 10.55 | -9.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EXS1.DE | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 2.32 | -2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.82 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.91 | -0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.73 | -0.52 |
Drawdowns
EXS1.DE vs. ^NDX - Drawdown Comparison
The maximum EXS1.DE drawdown since its inception was -68.00%, 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.
Loading charts...
Drawdown Indicators
| EXS1.DE | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.00% | -46.44% | -21.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -11.19% | -1.16% |
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 | -2.23% | -0.69% | -1.54% |
Average DrawdownAverage peak-to-trough decline | -17.04% | -8.00% | -9.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.99% | 3.58% | +0.41% |
Volatility
EXS1.DE vs. ^NDX - Volatility Comparison
iShares Core DAX UCITS ETF (DE) (EXS1.DE) has a higher volatility of 5.16% compared to NASDAQ 100 Index (^NDX) at 3.80%. This indicates that EXS1.DE's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EXS1.DE | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 3.80% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.95% | 11.58% | +1.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.04% | 16.31% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 22.24% | -5.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.36% | 22.83% | -4.47% |
Frequently Asked Questions
EXS1.DE and ^NDX have a correlation of 0.42, 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
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