NASDX vs. DTE.DE
Compare and contrast key facts about Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Deutsche Telekom AG (DTE.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NASDX or DTE.DE.
Performance
NASDX vs. DTE.DE - Performance Comparison
Returns By Period
In the year-to-date period, NASDX achieves a 24.04% return, which is significantly lower than DTE.DE's 40.80% return. Over the past 10 years, NASDX has outperformed DTE.DE with an annualized return of 14.92%, while DTE.DE has yielded a comparatively lower 12.58% annualized return.
NASDX
24.04%
2.25%
10.78%
21.61%
15.70%
14.92%
DTE.DE
40.80%
5.27%
35.94%
39.83%
19.34%
12.58%
Key characteristics
| NASDX | DTE.DE | |
|---|---|---|
| Sharpe Ratio | 1.14 | 3.10 |
| Sortino Ratio | 1.52 | 4.12 |
| Omega Ratio | 1.22 | 1.57 |
| Calmar Ratio | 1.43 | 1.06 |
| Martin Ratio | 5.30 | 13.27 |
| Ulcer Index | 4.08% | 2.98% |
| Daily Std Dev | 19.04% | 12.69% |
| Max Drawdown | -81.69% | -91.32% |
| Current Drawdown | -1.46% | -10.71% |
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Correlation
The correlation between NASDX and DTE.DE is 0.33, 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.
Risk-Adjusted Performance
NASDX vs. DTE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Deutsche Telekom AG (DTE.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.
Dividends
NASDX vs. DTE.DE - Dividend Comparison
NASDX's dividend yield for the trailing twelve months is around 0.38%, less than DTE.DE's 2.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 0.38% | 0.45% | 0.50% | 0.15% | 0.37% | 0.47% | 0.94% | 1.35% | 0.75% | 0.86% | 1.02% | 0.72% |
DTE.DE Deutsche Telekom AG | 2.60% | 3.22% | 3.43% | 3.68% | 8.02% | 4.80% | 4.39% | 4.06% | 3.36% | 3.00% | 3.77% | 5.63% |
Drawdowns
NASDX vs. DTE.DE - Drawdown Comparison
The maximum NASDX drawdown since its inception was -81.69%, smaller than the maximum DTE.DE drawdown of -91.32%. Use the drawdown chart below to compare losses from any high point for NASDX and DTE.DE. For additional features, visit the drawdowns tool.
Volatility
NASDX vs. DTE.DE - Volatility Comparison
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) and Deutsche Telekom AG (DTE.DE) have volatilities of 5.31% and 5.09%, 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.