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UNG vs. DAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNG vs. DAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Natural Gas Fund LP (UNG) 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, UNG achieves a -7.42% return, which is significantly lower than DAX's -1.45% return. Over the past 10 years, UNG has underperformed DAX with an annualized return of -21.38%, while DAX has yielded a comparatively higher 9.57% annualized return.


UNG

1D
1.70%
1M
3.37%
YTD
-7.42%
6M
-10.84%
1Y
-29.37%
3Y*
-23.83%
5Y*
-24.47%
10Y*
-21.38%

DAX

1D
0.26%
1M
0.49%
YTD
-1.45%
6M
-0.46%
1Y
2.74%
3Y*
16.82%
5Y*
7.62%
10Y*
9.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNG vs. DAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNG
United States Natural Gas Fund LP
-7.42%-27.07%-17.11%-64.04%12.89%35.76%-45.43%-31.77%5.96%-37.58%
DAX
Global X DAX Germany ETF
-1.45%39.00%10.55%23.62%-18.47%7.73%12.27%22.11%-22.92%28.23%

Correlation

The correlation between UNG and DAX is -0.20, 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

-0.21

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

-0.06

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

0.00

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2014

-0.00

Over the past year, the inverse relationship between UNG and DAX has strengthened: their correlation has moved from -0.00 to -0.20, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

UNG vs. DAX — Risk / Return Rank

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

UNG
UNG Risk / Return Rank: 55
Overall Rank
UNG Sharpe Ratio Rank: 55
Sharpe Ratio Rank
UNG Sortino Ratio Rank: 66
Sortino Ratio Rank
UNG Omega Ratio Rank: 66
Omega Ratio Rank
UNG Calmar Ratio Rank: 44
Calmar Ratio Rank
UNG Martin Ratio Rank: 55
Martin Ratio Rank

DAX
DAX Risk / Return Rank: 1212
Overall Rank
DAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DAX Sortino Ratio Rank: 1111
Sortino Ratio Rank
DAX Omega Ratio Rank: 1111
Omega Ratio Rank
DAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
DAX Martin Ratio Rank: 1212
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.

UNG vs. DAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Natural Gas Fund LP (UNG) 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.


UNGDAXDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

0.95

1.04

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.67

0.19

-0.86

Martin ratioReturn relative to average drawdown

-0.97

0.58

-1.55

UNG vs. DAX - Sharpe Ratio Comparison

The current UNG Sharpe Ratio is -0.49, which is lower than the DAX Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of UNG 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

UNG vs. DAX - Drawdown Comparison

The maximum UNG drawdown since its inception was -99.88%, which is greater than DAX's maximum drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for UNG and DAX.


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Drawdown Indicators


UNGDAXDifference

Max Drawdown

Largest peak-to-trough decline

-99.88%

-45.58%

-54.30%

Max Drawdown (1Y)

Largest decline over 1 year

-43.86%

-14.82%

-29.04%

Max Drawdown (3Y)

Largest decline over 3 years

-68.16%

-16.03%

-52.13%

Max Drawdown (5Y)

Largest decline over 5 years

-92.49%

-39.72%

-52.77%

Max Drawdown (10Y)

Largest decline over 10 years

-93.55%

-45.58%

-47.97%

Current Drawdown

Current decline from peak

-99.86%

-5.39%

-94.47%

Average Drawdown

Average peak-to-trough decline

-89.96%

-10.49%

-79.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.28%

4.77%

+25.51%

Volatility

UNG vs. DAX - Volatility Comparison

United States Natural Gas Fund LP (UNG) has a higher volatility of 12.64% compared to Global X DAX Germany ETF (DAX) at 5.86%. This indicates that UNG's price experiences larger fluctuations and is considered to be riskier 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


UNGDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.64%

5.86%

+6.78%

Volatility (6M)

Calculated over the trailing 6-month period

52.01%

14.79%

+37.22%

Volatility (1Y)

Calculated over the trailing 1-year period

60.61%

18.01%

+42.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.11%

20.44%

+43.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.77%

21.25%

+33.52%

UNG vs. DAX - Expense Ratio Comparison

UNG has a 1.28% expense ratio, which is higher than DAX's 0.20% expense ratio.


Dividends

UNG vs. DAX - Dividend Comparison

UNG has not paid dividends to shareholders, while DAX's dividend yield for the trailing twelve months is around 1.50%.


PositionTTM20252024202320222021202020192018201720162015
DAX
Global X DAX Germany ETF
1.50%1.47%2.24%2.48%2.80%2.65%2.25%2.47%3.33%1.73%1.78%1.41%
UNG
United States Natural Gas Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UNG and DAX have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNG has higher volatility (12.64%) compared to DAX (5.86%). In terms of maximum drawdown, UNG dropped -99.88% vs DAX's -45.58%.

On 10-year performance, DAX leads with 9.57% vs -21.38% for UNG. On fees, DAX is cheaper at 0.20% per year. On volatility, DAX has been the lower-risk option at 5.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DAX has performed better with a 9.57% return vs -21.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DAX is cheaper with a 0.20% expense ratio, compared with 1.28% for UNG.

DAX has the higher dividend yield at 1.50%, compared with 0.00% for UNG.

UNG is categorized as Oil & Gas, while DAX is Europe Equities. UNG tracks Front Month Natural Gas, while DAX tracks DAX Index. They also come from different issuers: Concierge Technologies and Global X. Their fees differ too: 1.28% for UNG and 0.20% for DAX.

DAX currently has the higher Sharpe Ratio (0.15 vs -0.49), 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.

Portfolio Optimizer

Find the right allocation for UNG and DAX

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