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

Performance

JPYUSD=X vs. DAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPY/USD (JPYUSD=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, JPYUSD=X achieves a -2.23% return, which is significantly lower than DAX's -1.45% return. Over the past 10 years, JPYUSD=X has underperformed DAX with an annualized return of -4.05%, while DAX has yielded a comparatively higher 9.57% annualized return.


JPYUSD=X

1D
-0.18%
1M
-1.52%
YTD
-2.23%
6M
-2.74%
1Y
-10.40%
3Y*
-4.35%
5Y*
-7.30%
10Y*
-4.05%

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)

JPYUSD=X vs. DAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPYUSD=X
JPY/USD
-2.23%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%
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 JPYUSD=X and DAX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.22

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

0.17

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

0.03

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

-0.02

The correlation between JPYUSD=X and DAX shifts across timeframes, from -0.02 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

JPYUSD=X vs. DAX — Risk / Return Rank

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

JPYUSD=X
JPYUSD=X Risk / Return Rank: 66
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 77
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 88
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 22
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 77
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.

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

This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=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.


JPYUSD=XDAXDifference
Sharpe ratioReturn per unit of total volatility

-1.28

Sortino ratioReturn per unit of downside risk

-2.01

Omega ratioGain probability vs. loss probability

0.82

1.04

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.79

0.19

-0.98

Martin ratioReturn relative to average drawdown

-1.16

0.58

-1.74

JPYUSD=X vs. DAX - Sharpe Ratio Comparison

The current JPYUSD=X Sharpe Ratio is -1.13, which is lower than the DAX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of JPYUSD=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

JPYUSD=X vs. DAX - Drawdown Comparison

The maximum JPYUSD=X drawdown since its inception was -52.96%, which is greater than DAX's maximum drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and DAX.


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Drawdown Indicators


JPYUSD=XDAXDifference

Max Drawdown

Largest peak-to-trough decline

-52.96%

-45.58%

-7.38%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-14.82%

+4.14%

Max Drawdown (3Y)

Largest decline over 3 years

-14.63%

-16.03%

+1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

-39.72%

+7.13%

Max Drawdown (10Y)

Largest decline over 10 years

-38.21%

-45.58%

+7.37%

Current Drawdown

Current decline from peak

-52.52%

-5.39%

-47.13%

Average Drawdown

Average peak-to-trough decline

-26.91%

-10.49%

-16.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

4.77%

+1.38%

Volatility

JPYUSD=X vs. DAX - Volatility Comparison

The current volatility for JPY/USD (JPYUSD=X) is 0.69%, while Global X DAX Germany ETF (DAX) has a volatility of 5.86%. This indicates that JPYUSD=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


JPYUSD=XDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

5.86%

-5.17%

Volatility (6M)

Calculated over the trailing 6-month period

5.49%

14.79%

-9.30%

Volatility (1Y)

Calculated over the trailing 1-year period

7.51%

18.01%

-10.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.56%

20.44%

-10.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.89%

21.25%

-12.36%

Frequently Asked Questions


JPYUSD=X and DAX have a correlation of 0.32, 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 JPYUSD=X (0.69%). In terms of maximum drawdown, JPYUSD=X dropped -52.96% vs DAX's -45.58%.

DAX currently has the higher Sharpe Ratio (0.15 vs -1.13), 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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