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XDAX.L vs. RYCEY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDAX.L vs. RYCEY

Last updated Jun 13, 2026

XDAX.L (Xtrackers DAX UCITS ETF 1C) is Europe Equities fund tracking the FSE DAX TR EUR, while RYCEY (Rolls-Royce Holdings plc) is a stock. Over the past 10 years, XDAX.L returned 7.87%/yr vs 9.04%/yr for RYCEY. At a 0.38 correlation, their price movements are largely independent.

Performance

XDAX.L vs. RYCEY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers DAX UCITS ETF 1C (XDAX.L) and Rolls-Royce Holdings plc (RYCEY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDAX.L is traded in GBp, while RYCEY is traded in USD. To make them comparable, the RYCEY values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDAX.L achieves a -1.06% return, which is significantly lower than RYCEY's 13.00% return. Over the past 10 years, XDAX.L has underperformed RYCEY with an annualized return of 7.87%, while RYCEY has yielded a comparatively higher 9.04% annualized return.

XDAX.L

1D
1.70%
1M
1.66%
YTD
-1.06%
6M
-0.40%
1Y
4.61%
3Y*
14.74%
5Y*
9.05%
10Y*
7.87%

RYCEY

1D
1.88%
1M
8.51%
YTD
13.00%
6M
19.36%
1Y
48.37%
3Y*
108.74%
5Y*
63.14%
10Y*
9.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDAX.L vs. RYCEY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XDAX.L
Xtrackers DAX UCITS ETF 1C		-1.06%28.81%13.14%17.20%-7.58%7.86%9.38%16.48%-17.14%-0.54%
RYCEY
Rolls-Royce Holdings plc		13.00%107.71%91.50%235.61%-26.10%3.50%-82.58%-16.01%-1.85%28.53%

Correlation

The correlation between XDAX.L and RYCEY is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.50

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

0.39

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

0.42

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

0.38

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2014

0.38

The correlation between XDAX.L and RYCEY shifts across timeframes, from 0.38 (10 years) to 0.50 (1 year), reflecting how their relationship changes across market environments.

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Xtrackers DAX UCITS ETF 1C

Rolls-Royce Holdings plc

Often compared with XDAX.L:
XDAX.L vs. DBXD.DEXDAX.L vs. ISF.LXDAX.L vs. CACX.LXDAX.L vs. EUHD.LXDAX.L vs. 100D.LXDAX.L vs. IEFV.LXDAX.L vs. ^GDAXI
Often compared with RYCEY:
RYCEY vs. RR.LRYCEY vs. SMRRYCEY vs. RHM.DERYCEY vs. SPYRYCEY vs. BAESYRYCEY vs. VOORYCEY vs. AAPL

Return for Risk

XDAX.L vs. RYCEY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDAX.L
XDAX.L Risk / Return Rank: 1414
Overall Rank
XDAX.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XDAX.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
XDAX.L Omega Ratio Rank: 1313
Omega Ratio Rank
XDAX.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
XDAX.L Martin Ratio Rank: 1515
Martin Ratio Rank
RYCEY
RYCEY Risk / Return Rank: 7777
Overall Rank
RYCEY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
RYCEY Sortino Ratio Rank: 7575
Sortino Ratio Rank
RYCEY Omega Ratio Rank: 7373
Omega Ratio Rank
RYCEY Calmar Ratio Rank: 7878
Calmar Ratio Rank
RYCEY 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.

XDAX.L vs. RYCEY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX UCITS ETF 1C (XDAX.L) and Rolls-Royce Holdings plc (RYCEY). 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.

XDAX.LRYCEYDifference
Sharpe ratioReturn per unit of total volatility
0.30
1.35

-1.05

Sortino ratioReturn per unit of downside risk
0.53
2.01

-1.48

Omega ratioGain probability vs. loss probability

1.06

1.25

-0.18

Calmar ratioReturn relative to maximum drawdown

0.36

2.40

-2.04

Martin ratioReturn relative to average drawdown

1.13

6.49

-5.35

XDAX.L vs. RYCEY - Sharpe Ratio Comparison

The current XDAX.L Sharpe Ratio is 0.30, which is lower than the RYCEY Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of XDAX.L and RYCEY, 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

XDAX.L vs. RYCEY - Drawdown Comparison

The maximum XDAX.L drawdown since its inception was -53.95%, smaller than the maximum RYCEY drawdown of -98.54%. Use the drawdown chart below to compare losses from any high point for XDAX.L and RYCEY.

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Drawdown Indicators

XDAX.LRYCEYDifference

Max Drawdown

Largest peak-to-trough decline

-53.95%

-98.54%

+44.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.83%

-20.27%

+7.44%

Max Drawdown (3Y)

Largest decline over 3 years

-13.98%

-22.51%

+8.53%

Max Drawdown (5Y)

Largest decline over 5 years

-23.44%

-52.69%

+29.25%

Max Drawdown (10Y)

Largest decline over 10 years

-43.99%

-93.60%

+49.61%

Current Drawdown

Current decline from peak

-4.51%

-71.63%

+67.12%

Average Drawdown

Average peak-to-trough decline

-13.19%

-81.06%

+67.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

7.48%

-3.42%

Volatility

XDAX.L vs. RYCEY - Volatility Comparison

The current volatility for Xtrackers DAX UCITS ETF 1C (XDAX.L) is 4.27%, while Rolls-Royce Holdings plc (RYCEY) has a volatility of 11.11%. This indicates that XDAX.L experiences smaller price fluctuations and is considered to be less risky than RYCEY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDAX.LRYCEYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

11.11%

-6.84%

Volatility (6M)

Calculated over the trailing 6-month period

12.53%

30.96%

-18.43%

Volatility (1Y)

Calculated over the trailing 1-year period

15.30%

36.06%

-20.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

41.78%

-22.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.54%

47.93%

-28.39%

Dividends

XDAX.L vs. RYCEY - Dividend Comparison

XDAX.L has not paid dividends to shareholders, while RYCEY's dividend yield for the trailing twelve months is around 0.72%.

PositionTTM20252024202320222021202020192018201720162015
RYCEY
Rolls-Royce Holdings plc		0.72%0.86%0.00%0.00%0.00%0.00%5.51%1.56%1.32%1.55%4.19%14.44%
XDAX.L
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%

Frequently Asked Questions

XDAX.L and RYCEY have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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