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EXS3.DE vs. DAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXS3.DE vs. DAX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MDAX UCITS ETF (DE) (EXS3.DE) and Global X DAX Germany ETF (DAX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXS3.DE is traded in EUR, while DAX is traded in USD. To make them comparable, the DAX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXS3.DE achieves a 6.21% return, which is significantly higher than DAX's 0.53% return. Over the past 10 years, EXS3.DE has underperformed DAX with an annualized return of 4.08%, while DAX has yielded a comparatively higher 8.74% annualized return.


EXS3.DE

1D
-0.75%
1M
7.35%
YTD
6.21%
6M
11.04%
1Y
5.56%
3Y*
5.75%
5Y*
-1.22%
10Y*
4.08%

DAX

1D
-1.32%
1M
3.02%
YTD
0.53%
6M
3.50%
1Y
1.81%
3Y*
14.76%
5Y*
8.73%
10Y*
8.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXS3.DE vs. DAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXS3.DE
iShares MDAX UCITS ETF (DE)
6.21%19.10%-6.45%7.92%-29.11%13.18%8.17%30.28%-18.39%17.41%
DAX
Global X DAX Germany ETF
0.53%22.50%17.84%19.91%-13.42%15.78%3.02%24.87%-19.30%12.47%

Correlation

The correlation between EXS3.DE and DAX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2014

0.68

The correlation between EXS3.DE and DAX has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.

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Return for Risk

EXS3.DE vs. DAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXS3.DE
EXS3.DE Risk / Return Rank: 1414
Overall Rank
EXS3.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EXS3.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
EXS3.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EXS3.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EXS3.DE Martin Ratio Rank: 1414
Martin Ratio Rank

DAX
DAX Risk / Return Rank: 1212
Overall Rank
DAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DAX Sortino Ratio Rank: 1111
Sortino Ratio Rank
DAX Omega Ratio Rank: 1111
Omega Ratio Rank
DAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
DAX Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXS3.DE vs. DAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MDAX UCITS ETF (DE) (EXS3.DE) 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.


EXS3.DEDAXDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.07

1.03

+0.03

Calmar ratioReturn relative to maximum drawdown

0.38

0.14

+0.24

Martin ratioReturn relative to average drawdown

1.03

0.43

+0.60

EXS3.DE vs. DAX - Sharpe Ratio Comparison

The current EXS3.DE Sharpe Ratio is 0.30, which is higher than the DAX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of EXS3.DE and DAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXS3.DEDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.11

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.50

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.45

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.41

-0.06

Drawdowns

EXS3.DE vs. DAX - Drawdown Comparison

The maximum EXS3.DE drawdown since its inception was -63.82%, which is greater than DAX's maximum drawdown of -39.14%. Use the drawdown chart below to compare losses from any high point for EXS3.DE and DAX.


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Drawdown Indicators


EXS3.DEDAXDifference

Max Drawdown

Largest peak-to-trough decline

-63.82%

-39.14%

-24.68%

Max Drawdown (1Y)

Largest decline over 1 year

-14.57%

-13.10%

-1.47%

Max Drawdown (3Y)

Largest decline over 3 years

-18.67%

-16.09%

-2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-40.31%

-26.71%

-13.60%

Max Drawdown (10Y)

Largest decline over 10 years

-40.31%

-39.14%

-1.17%

Current Drawdown

Current decline from peak

-12.42%

-3.48%

-8.94%

Average Drawdown

Average peak-to-trough decline

-14.02%

-7.88%

-6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.39%

4.18%

+1.21%

Volatility

EXS3.DE vs. DAX - Volatility Comparison

iShares MDAX UCITS ETF (DE) (EXS3.DE) and Global X DAX Germany ETF (DAX) have volatilities of 5.31% and 5.39%, 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.


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Volatility by Period


EXS3.DEDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

5.39%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.24%

12.77%

+2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

18.54%

15.99%

+2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.36%

17.39%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

19.48%

-1.11%

EXS3.DE vs. DAX - Expense Ratio Comparison

EXS3.DE has a 0.51% expense ratio, which is higher than DAX's 0.20% expense ratio.


Dividends

EXS3.DE vs. DAX - Dividend Comparison

EXS3.DE has not paid dividends to shareholders, while DAX's dividend yield for the trailing twelve months is around 1.48%.


PositionTTM20252024202320222021202020192018201720162015
DAX
Global X DAX Germany ETF
1.48%1.47%2.24%2.48%2.80%2.65%2.25%2.47%3.33%1.73%1.78%1.41%
EXS3.DE
iShares MDAX UCITS ETF (DE)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.41%0.49%0.53%0.49%

Frequently Asked Questions


EXS3.DE and DAX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DAX is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DAX is cheaper with a 0.20% expense ratio, compared with 0.51% for EXS3.DE.

EXS3.DE tracks MDAX®, while DAX tracks DAX Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.51% for EXS3.DE and 0.20% for DAX.

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