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GBPUSD=X vs. DAX
Performance
Return for Risk
Drawdowns
Volatility

Performance

GBPUSD=X vs. DAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GBP/USD (GBPUSD=X) and Global X DAX Germany ETF (DAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GBPUSD=X achieves a -0.45% return, which is significantly higher than DAX's -1.45% return. Over the past 10 years, GBPUSD=X has underperformed DAX with an annualized return of -0.52%, while DAX has yielded a comparatively higher 9.57% annualized return.


GBPUSD=X

1D
-0.16%
1M
-0.95%
YTD
-0.45%
6M
0.22%
1Y
-1.60%
3Y*
2.03%
5Y*
-1.04%
10Y*
-0.52%

DAX

1D
0.26%
1M
0.49%
YTD
-1.45%
6M
-0.46%
1Y
2.74%
3Y*
16.82%
5Y*
7.62%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBPUSD=X vs. DAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBPUSD=X
GBP/USD
-0.45%7.55%-1.67%5.28%-10.69%-0.91%3.06%4.01%-5.66%9.52%
DAX
Global X DAX Germany ETF
-1.45%39.00%10.55%23.62%-18.47%7.73%12.27%22.11%-22.92%28.23%

Correlation

The correlation between GBPUSD=X and DAX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.50

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

0.52

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

0.40

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2014

0.36

The correlation between GBPUSD=X and DAX shifts across timeframes, from 0.36 (all time) to 0.52 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GBPUSD=X vs. DAX — Risk / Return Rank

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

GBPUSD=X
GBPUSD=X Risk / Return Rank: 3636
Overall Rank
GBPUSD=X Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GBPUSD=X Sortino Ratio Rank: 3636
Sortino Ratio Rank
GBPUSD=X Omega Ratio Rank: 3737
Omega Ratio Rank
GBPUSD=X Calmar Ratio Rank: 3636
Calmar Ratio Rank
GBPUSD=X Martin Ratio Rank: 3636
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.

GBPUSD=X vs. DAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GBP/USD (GBPUSD=X) 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.


GBPUSD=XDAXDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

0.97

1.04

-0.07

Calmar ratioReturn relative to maximum drawdown

-0.25

0.19

-0.43

Martin ratioReturn relative to average drawdown

-0.47

0.58

-1.05

GBPUSD=X vs. DAX - Sharpe Ratio Comparison

The current GBPUSD=X Sharpe Ratio is -0.21, which is lower than the DAX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of GBPUSD=X 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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Drawdowns

GBPUSD=X vs. DAX - Drawdown Comparison

The maximum GBPUSD=X drawdown since its inception was -49.29%, which is greater than DAX's maximum drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for GBPUSD=X and DAX.


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Drawdown Indicators


GBPUSD=XDAXDifference

Max Drawdown

Largest peak-to-trough decline

-49.29%

-45.58%

-3.71%

Max Drawdown (1Y)

Largest decline over 1 year

-5.26%

-14.82%

+9.56%

Max Drawdown (3Y)

Largest decline over 3 years

-9.34%

-16.03%

+6.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.23%

-39.72%

+15.49%

Max Drawdown (10Y)

Largest decline over 10 years

-27.99%

-45.58%

+17.59%

Current Drawdown

Current decline from peak

-36.44%

-5.39%

-31.05%

Average Drawdown

Average peak-to-trough decline

-31.18%

-10.49%

-20.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

4.77%

-2.21%

Volatility

GBPUSD=X vs. DAX - Volatility Comparison

The current volatility for GBP/USD (GBPUSD=X) is 1.22%, while Global X DAX Germany ETF (DAX) has a volatility of 5.86%. This indicates that GBPUSD=X experiences smaller price fluctuations and is considered to be less risky than DAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBPUSD=XDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.22%

5.86%

-4.64%

Volatility (6M)

Calculated over the trailing 6-month period

4.96%

14.79%

-9.83%

Volatility (1Y)

Calculated over the trailing 1-year period

6.25%

18.01%

-11.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.24%

20.44%

-12.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.09%

21.25%

-12.16%

Frequently Asked Questions


GBPUSD=X and DAX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DAX has higher volatility (5.86%) compared to GBPUSD=X (1.22%). In terms of maximum drawdown, GBPUSD=X dropped -49.29% vs DAX's -45.58%.

DAX currently has the higher Sharpe Ratio (0.15 vs -0.21), 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.

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