PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, UNG achieves a -16.07% return, which is significantly lower than DAX's -2.21% return. Over the past 10 years, UNG has underperformed DAX with an annualized return of -22.45%, while DAX has yielded a comparatively higher 9.07% annualized return.


UNG

1D
-2.09%
1M
-12.35%
6M
-0.39%
YTD
-16.07%
1Y
-35.08%
3Y*
-29.27%
5Y*
-28.40%
10Y*
-22.45%
ALL TIME*
-28.43%

DAX

1D
-0.16%
1M
-1.66%
6M
-4.43%
YTD
-2.21%
1Y
-0.30%
3Y*
15.55%
5Y*
8.39%
10Y*
9.07%
ALL TIME*
7.28%
*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
-16.07%-27.07%-17.11%-64.04%12.89%35.76%-45.43%-31.77%5.96%-37.58%
DAX
Global X DAX Germany ETF
-2.21%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 -0.16, 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

-0.16

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

-0.05

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

0.00

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

-0.01

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

-0.00

The correlation between UNG and DAX shifts across timeframes, from -0.16 (1 year) to 0.00 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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: 44
Overall Rank
UNG Sharpe Ratio Rank: 55
Sharpe Ratio Rank
UNG Sortino Ratio Rank: 55
Sortino Ratio Rank
UNG Omega Ratio Rank: 55
Omega Ratio Rank
UNG Calmar Ratio Rank: 22
Calmar Ratio Rank
UNG Martin Ratio Rank: 11
Martin Ratio Rank

DAX
DAX Risk / Return Rank: 1010
Overall Rank
DAX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
DAX Omega Ratio Rank: 1010
Omega Ratio Rank
DAX Calmar Ratio Rank: 1010
Calmar Ratio Rank
DAX Martin Ratio Rank: 1010
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

-0.57

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

0.93

1.01

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.88

-0.02

-0.86

Martin ratioReturn relative to average drawdown

-1.42

-0.06

-1.36

UNG vs. DAX - Sharpe Ratio Comparison

The current UNG Sharpe Ratio is -0.59, which is lower than the DAX Sharpe Ratio of -0.02. 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.


Loading charts...

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.


Loading charts...

Drawdown Indicators


UNGDAXDifference

Max Drawdown

Largest peak-to-trough decline

-99.88%

-45.58%

-54.30%

Max Drawdown (1Y)

Largest decline over 1 year

-39.94%

-14.82%

-25.12%

Max Drawdown (3Y)

Largest decline over 3 years

-68.16%

-16.03%

-52.13%

Max Drawdown (5Y)

Largest decline over 5 years

-92.49%

-38.92%

-53.57%

Max Drawdown (10Y)

Largest decline over 10 years

-93.55%

-45.58%

-47.97%

Current Drawdown

Current decline from peak

-99.87%

-6.12%

-93.75%

Average Drawdown

Average peak-to-trough decline

-90.01%

-10.45%

-79.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.99%

4.99%

+21.00%

Volatility

UNG vs. DAX - Volatility Comparison

United States Natural Gas Fund LP (UNG) has a higher volatility of 10.17% compared to Global X DAX Germany ETF (DAX) at 4.69%. 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.


Loading charts...

Volatility by Period


UNGDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.17%

4.69%

+5.48%

Volatility (6M)

Calculated over the trailing 6-month period

47.34%

15.31%

+32.03%

Volatility (1Y)

Calculated over the trailing 1-year period

59.71%

18.04%

+41.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.17%

20.41%

+43.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.76%

20.91%

+33.85%

UNG vs. DAX - Expense Ratio Comparison

UNG has a 1.17% 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 2.15%.


PositionTTM20252024202320222021202020192018201720162015
DAX
Global X DAX Germany ETF
2.15%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 -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNG has higher volatility (10.17%) compared to DAX (4.69%). In terms of maximum drawdown, UNG dropped -99.88% vs DAX's -45.58%.

On 10-year performance, DAX leads with 9.07% vs -22.45% for UNG. On fees, DAX is cheaper at 0.20% per year. On volatility, DAX has been the lower-risk option at 4.69%. 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 9.07% return vs -22.45%. 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 1.17% for UNG.

DAX has the higher dividend yield at 2.15%, compared with 0.00% for UNG.

UNG is categorized as Oil & Gas, while DAX is Europe Equities. UNG tracks Front Month Natural Gas Futures, while DAX tracks DAX Index. They also come from different issuers: USCF Investments and Global X. Their fees differ too: 1.17% for UNG and 0.20% for DAX.

DAX currently has the higher Sharpe Ratio (-0.02 vs -0.59), 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

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

Open Portfolio Optimizer