NASDX vs. DBK.DE
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Deutsche Bank Aktiengesellschaft (DBK.DE).
NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
NASDX vs. DBK.DE - Performance Comparison
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NASDX vs. DBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -9.12% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
DBK.DE Deutsche Bank Aktiengesellschaft | -25.27% | 130.88% | 30.59% | 24.31% | -7.24% | 13.41% | 42.02% | -1.13% | -57.73% | 19.04% |
Different Trading Currencies
NASDX is traded in USD, while DBK.DE is traded in EUR. To make them comparable, the DBK.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, NASDX achieves a -9.12% return, which is significantly higher than DBK.DE's -25.27% return. Over the past 10 years, NASDX has outperformed DBK.DE with an annualized return of 19.08%, while DBK.DE has yielded a comparatively lower 8.32% annualized return.
NASDX
- 1D
- -0.79%
- 1M
- -8.02%
- YTD
- -9.12%
- 6M
- -6.79%
- 1Y
- 19.59%
- 3Y*
- 24.51%
- 5Y*
- 14.42%
- 10Y*
- 19.08%
DBK.DE
- 1D
- 1.40%
- 1M
- -18.81%
- YTD
- -25.27%
- 6M
- -17.29%
- 1Y
- 26.60%
- 3Y*
- 46.25%
- 5Y*
- 21.80%
- 10Y*
- 8.32%
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Return for Risk
NASDX vs. DBK.DE — Risk / Return Rank
NASDX
DBK.DE
NASDX vs. DBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Deutsche Bank Aktiengesellschaft (DBK.DE). 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.
| NASDX | DBK.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.75 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.20 | +0.20 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.16 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.84 | +0.47 |
Martin ratioReturn relative to average drawdown | 5.01 | 2.67 | +2.35 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NASDX | DBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 0.75 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.57 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.21 | +0.64 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | -0.09 | +0.38 |
Correlation
The correlation between NASDX and DBK.DE is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
NASDX vs. DBK.DE - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 3.93%, more than DBK.DE's 2.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.93% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
DBK.DE Deutsche Bank Aktiengesellschaft | 2.71% | 2.05% | 2.70% | 2.43% | 1.89% | 0.00% | 0.00% | 1.59% | 1.58% | 1.20% | 0.00% | 3.33% |
Drawdowns
NASDX vs. DBK.DE - Drawdown Comparison
The maximum NASDX drawdown since its inception was -83.16%, smaller than the maximum DBK.DE drawdown of -93.89%. Use the drawdown chart below to compare losses from any high point for NASDX and DBK.DE.
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Drawdown Indicators
| NASDX | DBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.16% | -92.61% | +9.45% |
Max Drawdown (1Y)Largest decline over 1 year | -12.70% | -26.77% | +14.07% |
Max Drawdown (5Y)Largest decline over 5 years | -35.33% | -46.36% | +11.03% |
Max Drawdown (10Y)Largest decline over 10 years | -35.33% | -71.17% | +35.84% |
Current DrawdownCurrent decline from peak | -11.90% | -57.51% | +45.61% |
Average DrawdownAverage peak-to-trough decline | -34.59% | -48.71% | +14.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 8.56% | -5.24% |
Volatility
NASDX vs. DBK.DE - Volatility Comparison
The current volatility for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) is 5.38%, while Deutsche Bank Aktiengesellschaft (DBK.DE) has a volatility of 11.32%. This indicates that NASDX experiences smaller price fluctuations and is considered to be less risky than DBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NASDX | DBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 11.32% | -5.94% |
Volatility (6M)Calculated over the trailing 6-month period | 12.45% | 23.41% | -10.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 35.54% | -12.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.03% | 37.70% | -14.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 39.97% | -17.36% |