TLX.DE vs. DBXD.DE
Compare and contrast key facts about Talanx AG (TLX.DE) and Xtrackers DAX UCITS ETF 1C (DBXD.DE).
DBXD.DE is a passively managed fund by Xtrackers that tracks the performance of the DAX®. It was launched on Jan 10, 2007.
Performance
TLX.DE vs. DBXD.DE - Performance Comparison
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TLX.DE vs. DBXD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
TLX.DE vs. DBXD.DE — Risk / Return Rank
TLX.DE
DBXD.DE
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.DE | DBXD.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.56 | 0.16 | +0.40 |
Sortino ratioReturn per unit of downside risk | 0.98 | 0.34 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.04 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.93 | 0.50 | +0.43 |
Martin ratioReturn relative to average drawdown | 1.75 | 1.74 | +0.02 |
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
| TLX.DE | DBXD.DE | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.DE | DBXD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.32% | -9.03% | -2.29% |
Average DrawdownAverage peak-to-trough decline | -8.13% | -11.40% | +3.27% |
Ulcer IndexDepth 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.DE | DBXD.DE | Difference | |
|---|---|---|---|
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% |