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RYDAX vs. DAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RYDAX vs. DAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rydex Dow Jones Industrial Average Fund (RYDAX) 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, RYDAX achieves a 7.34% return, which is significantly higher than DAX's -0.76% return. Over the past 10 years, RYDAX has outperformed DAX with an annualized return of 11.64%, while DAX has yielded a comparatively lower 9.79% annualized return.


RYDAX

1D
0.12%
1M
2.04%
YTD
7.34%
6M
6.64%
1Y
22.21%
3Y*
14.74%
5Y*
9.32%
10Y*
11.64%

DAX

1D
-0.20%
1M
-0.20%
YTD
-0.76%
6M
-0.13%
1Y
6.24%
3Y*
17.58%
5Y*
8.44%
10Y*
9.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RYDAX vs. DAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RYDAX
Rydex Dow Jones Industrial Average Fund
7.34%12.98%13.10%14.36%-8.88%19.11%7.47%23.13%-5.14%26.19%
DAX
Global X DAX Germany ETF
-0.76%39.00%10.55%23.62%-18.47%7.73%12.27%22.11%-22.92%28.23%

Correlation

The correlation between RYDAX and DAX is 0.70, 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

0.70

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

0.60

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

0.66

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

0.64

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.64

The correlation between RYDAX and DAX shifts across timeframes, from 0.60 (3 years) to 0.70 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

RYDAX vs. DAX — Risk / Return Rank

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

RYDAX
RYDAX Risk / Return Rank: 4242
Overall Rank
RYDAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
RYDAX Sortino Ratio Rank: 4646
Sortino Ratio Rank
RYDAX Omega Ratio Rank: 4040
Omega Ratio Rank
RYDAX Calmar Ratio Rank: 3939
Calmar Ratio Rank
RYDAX Martin Ratio Rank: 4242
Martin Ratio Rank

DAX
DAX Risk / Return Rank: 1313
Overall Rank
DAX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
DAX Sortino Ratio Rank: 1313
Sortino Ratio Rank
DAX Omega Ratio Rank: 1212
Omega Ratio Rank
DAX Calmar Ratio Rank: 1313
Calmar Ratio Rank
DAX Martin Ratio Rank: 1515
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.

RYDAX vs. DAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rydex Dow Jones Industrial Average Fund (RYDAX) 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.


RYDAXDAXDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+2.01

Omega ratioGain probability vs. loss probability

1.32

1.07

+0.24

Calmar ratioReturn relative to maximum drawdown

2.27

0.42

+1.85

Martin ratioReturn relative to average drawdown

8.56

1.30

+7.26

RYDAX vs. DAX - Sharpe Ratio Comparison

The current RYDAX Sharpe Ratio is 1.80, which is higher than the DAX Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of RYDAX 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

RYDAX vs. DAX - Drawdown Comparison

The maximum RYDAX drawdown since its inception was -37.34%, smaller than the maximum DAX drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for RYDAX and DAX.


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Drawdown Indicators


RYDAXDAXDifference

Max Drawdown

Largest peak-to-trough decline

-37.34%

-45.58%

+8.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.86%

-14.82%

+4.96%

Max Drawdown (3Y)

Largest decline over 3 years

-16.50%

-16.03%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-22.12%

-38.92%

+16.80%

Max Drawdown (10Y)

Largest decline over 10 years

-37.34%

-45.58%

+8.24%

Current Drawdown

Current decline from peak

-0.86%

-4.72%

+3.86%

Average Drawdown

Average peak-to-trough decline

-4.33%

-10.48%

+6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

4.80%

-2.19%

Volatility

RYDAX vs. DAX - Volatility Comparison

The current volatility for Rydex Dow Jones Industrial Average Fund (RYDAX) is 4.40%, while Global X DAX Germany ETF (DAX) has a volatility of 5.15%. This indicates that RYDAX 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


RYDAXDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

5.15%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

14.84%

-5.01%

Volatility (1Y)

Calculated over the trailing 1-year period

12.46%

17.98%

-5.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.89%

20.43%

-5.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.64%

21.22%

-3.58%

RYDAX vs. DAX - Expense Ratio Comparison

RYDAX has a 1.58% expense ratio, which is higher than DAX's 0.20% expense ratio.


Dividends

RYDAX vs. DAX - Dividend Comparison

RYDAX's dividend yield for the trailing twelve months is around 0.35%, less than DAX's 1.48% yield.


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%
RYDAX
Rydex Dow Jones Industrial Average Fund
0.35%0.38%1.73%0.75%3.17%1.22%4.87%4.02%1.25%3.70%0.56%0.00%

Frequently Asked Questions


RYDAX and DAX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DAX has higher volatility (5.15%) compared to RYDAX (4.40%). In terms of maximum drawdown, RYDAX dropped -37.34% vs DAX's -45.58%.

RYDAX currently has the higher Sharpe Ratio (1.80 vs 0.35), 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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