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TMUS vs. GERD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMUS vs. GERD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Mobile US, Inc. (TMUS) and L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TMUS is traded in USD, while GERD.DE is traded in EUR. To make them comparable, the GERD.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TMUS achieves a -6.03% return, which is significantly lower than GERD.DE's 13.08% return.


TMUS

1D
-0.13%
1M
2.52%
YTD
-6.03%
6M
-2.73%
1Y
-15.61%
3Y*
14.68%
5Y*
6.39%
10Y*
16.81%

GERD.DE

1D
-0.07%
1M
3.84%
YTD
13.08%
6M
14.27%
1Y
27.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMUS vs. GERD.DE - Yearly Performance Comparison


2026 (YTD)202520242023
TMUS
T-Mobile US, Inc.
-6.03%-6.58%39.70%22.71%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
13.08%24.47%11.76%8.28%

Correlation

The correlation between TMUS and GERD.DE is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.12

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2023

0.02

The correlation between TMUS and GERD.DE shifts across timeframes, from -0.12 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TMUS vs. GERD.DE — Risk / Return Rank

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

TMUS
TMUS Risk / Return Rank: 1919
Overall Rank
TMUS Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
TMUS Sortino Ratio Rank: 1616
Sortino Ratio Rank
TMUS Omega Ratio Rank: 1717
Omega Ratio Rank
TMUS Calmar Ratio Rank: 2424
Calmar Ratio Rank
TMUS Martin Ratio Rank: 2525
Martin Ratio Rank

GERD.DE
GERD.DE Risk / Return Rank: 7171
Overall Rank
GERD.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GERD.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
GERD.DE Omega Ratio Rank: 6767
Omega Ratio Rank
GERD.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
GERD.DE Martin Ratio Rank: 8080
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.

TMUS vs. GERD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Mobile US, Inc. (TMUS) and L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.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.

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.


TMUSGERD.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.82

Sortino ratioReturn per unit of downside risk

-3.82

Omega ratioGain probability vs. loss probability

0.91

1.39

-0.48

Calmar ratioReturn relative to maximum drawdown

-0.52

3.14

-3.65

Martin ratioReturn relative to average drawdown

-0.87

12.54

-13.41

TMUS vs. GERD.DE - Sharpe Ratio Comparison

The current TMUS Sharpe Ratio is -0.63, which is lower than the GERD.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of TMUS and GERD.DE, 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

TMUS vs. GERD.DE - Drawdown Comparison

The maximum TMUS drawdown since its inception was -86.29%, which is greater than GERD.DE's maximum drawdown of -15.30%. Use the drawdown chart below to compare losses from any high point for TMUS and GERD.DE.


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Drawdown Indicators


TMUSGERD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-86.29%

-15.30%

-70.99%

Max Drawdown (1Y)

Largest decline over 1 year

-30.37%

-8.95%

-21.42%

Max Drawdown (3Y)

Largest decline over 3 years

-33.65%

Max Drawdown (5Y)

Largest decline over 5 years

-33.65%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

Current Drawdown

Current decline from peak

-29.21%

-0.36%

-28.85%

Average Drawdown

Average peak-to-trough decline

-25.96%

-1.93%

-24.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.94%

2.24%

+15.70%

Volatility

TMUS vs. GERD.DE - Volatility Comparison

T-Mobile US, Inc. (TMUS) has a higher volatility of 7.63% compared to L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) at 3.65%. This indicates that TMUS's price experiences larger fluctuations and is considered to be riskier than GERD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TMUSGERD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

3.65%

+3.98%

Volatility (6M)

Calculated over the trailing 6-month period

19.08%

9.91%

+9.17%

Volatility (1Y)

Calculated over the trailing 1-year period

25.03%

12.81%

+12.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.91%

13.78%

+10.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.08%

13.78%

+12.30%

Dividends

TMUS vs. GERD.DE - Dividend Comparison

TMUS's dividend yield for the trailing twelve months is around 2.09%, while GERD.DE has not paid dividends to shareholders.


PositionTTM202520242023
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
0.00%0.00%0.00%0.00%
TMUS
T-Mobile US, Inc.
2.09%1.80%1.28%0.41%

Frequently Asked Questions


TMUS and GERD.DE have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for TMUS and GERD.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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