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TLX.DE vs. DBXD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TLX.DE vs. DBXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Talanx AG (TLX.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.DE). The values are adjusted to include any dividend payments, if applicable.

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TLX.DE vs. DBXD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLX.DE
Talanx AG
-3.60%42.18%31.37%52.71%8.62%39.61%-24.76%54.54%-9.07%11.56%
DBXD.DE
Xtrackers DAX UCITS ETF 1C
-5.70%22.65%18.18%19.60%-12.74%15.26%3.11%24.69%-18.52%12.12%

Returns By Period

In the year-to-date period, TLX.DE achieves a -3.60% return, which is significantly higher than DBXD.DE's -5.70% return. Over the past 10 years, TLX.DE has outperformed DBXD.DE with an annualized return of 18.57%, while DBXD.DE has yielded a comparatively lower 8.43% annualized return.


TLX.DE

1D
1.11%
1M
6.92%
YTD
-3.60%
6M
-1.70%
1Y
14.89%
3Y*
41.96%
5Y*
29.62%
10Y*
18.57%

DBXD.DE

1D
-0.76%
1M
-2.85%
YTD
-5.70%
6M
-5.39%
1Y
2.90%
3Y*
13.53%
5Y*
8.37%
10Y*
8.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TLX.DE vs. DBXD.DE — Risk / Return Rank

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

TLX.DE
TLX.DE Risk / Return Rank: 5656
Overall Rank
TLX.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TLX.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
TLX.DE Omega Ratio Rank: 5151
Omega Ratio Rank
TLX.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
TLX.DE Martin Ratio Rank: 5656
Martin Ratio Rank

DBXD.DE
DBXD.DE Risk / Return Rank: 1717
Overall Rank
DBXD.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
DBXD.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
DBXD.DE Omega Ratio Rank: 1515
Omega Ratio Rank
DBXD.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
DBXD.DE Martin Ratio Rank: 2121
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.

TLX.DE vs. DBXD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Talanx AG (TLX.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.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.


TLX.DEDBXD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.56

0.16

+0.40

Sortino ratio

Return per unit of downside risk

0.98

0.34

+0.64

Omega ratio

Gain probability vs. loss probability

1.12

1.04

+0.08

Calmar ratio

Return relative to maximum drawdown

0.93

0.50

+0.43

Martin ratio

Return relative to average drawdown

1.75

1.74

+0.02

TLX.DE vs. DBXD.DE - Sharpe Ratio Comparison

The current TLX.DE Sharpe Ratio is 0.56, which is higher than the DBXD.DE Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of TLX.DE and DBXD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TLX.DEDBXD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.16

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

0.49

+0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.46

+0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.30

+0.48

Correlation

The correlation between TLX.DE and DBXD.DE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TLX.DE vs. DBXD.DE - Dividend Comparison

TLX.DE's dividend yield for the trailing twelve months is around 2.46%, while DBXD.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
TLX.DE
Talanx AG
2.46%2.37%2.86%3.09%3.61%3.53%4.72%3.28%4.70%3.96%4.09%4.38%
DBXD.DE
Xtrackers DAX UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TLX.DE vs. DBXD.DE - Drawdown Comparison

The maximum TLX.DE drawdown since its inception was -53.74%, roughly equal to the maximum DBXD.DE drawdown of -54.98%. Use the drawdown chart below to compare losses from any high point for TLX.DE and DBXD.DE.


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Drawdown Indicators


TLX.DEDBXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.74%

-54.98%

+1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-18.11%

-12.28%

-5.83%

Max Drawdown (5Y)

Largest decline over 5 years

-21.22%

-26.70%

+5.48%

Max Drawdown (10Y)

Largest decline over 10 years

-53.74%

-38.83%

-14.91%

Current Drawdown

Current decline from peak

-11.32%

-9.03%

-2.29%

Average Drawdown

Average peak-to-trough decline

-8.13%

-11.40%

+3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.59%

3.52%

+6.07%

Volatility

TLX.DE vs. DBXD.DE - Volatility Comparison

Talanx AG (TLX.DE) has a higher volatility of 9.15% compared to Xtrackers DAX UCITS ETF 1C (DBXD.DE) at 6.67%. This indicates that TLX.DE's price experiences larger fluctuations and is considered to be riskier than DBXD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLX.DEDBXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.15%

6.67%

+2.48%

Volatility (6M)

Calculated over the trailing 6-month period

16.35%

11.36%

+4.99%

Volatility (1Y)

Calculated over the trailing 1-year period

26.38%

17.61%

+8.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.12%

16.92%

+6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.82%

18.30%

+6.52%