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^DE30 vs. ^GDAXI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DE30 and ^GDAXI is 0.50, 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.


Performance

^DE30 vs. ^GDAXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Germany Titans 30 Index (^DE30) and DAX Performance Index (^GDAXI). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%December2025FebruaryMarchAprilMay
79.20%
168.34%
^DE30
^GDAXI

Key characteristics

Sharpe Ratio

^DE30:

1.32

^GDAXI:

1.41

Sortino Ratio

^DE30:

1.83

^GDAXI:

1.95

Omega Ratio

^DE30:

1.25

^GDAXI:

1.26

Calmar Ratio

^DE30:

1.45

^GDAXI:

1.56

Martin Ratio

^DE30:

6.30

^GDAXI:

7.13

Ulcer Index

^DE30:

3.53%

^GDAXI:

3.50%

Daily Std Dev

^DE30:

16.86%

^GDAXI:

17.73%

Max Drawdown

^DE30:

-43.71%

^GDAXI:

-72.68%

Current Drawdown

^DE30:

-1.80%

^GDAXI:

-1.30%

Returns By Period

The year-to-date returns for both stocks are quite close, with ^DE30 having a 16.41% return and ^GDAXI slightly lower at 16.11%. Over the past 10 years, ^DE30 has underperformed ^GDAXI with an annualized return of 3.43%, while ^GDAXI has yielded a comparatively higher 6.99% annualized return.


^DE30

YTD

16.41%

1M

15.67%

6M

20.65%

1Y

22.55%

5Y*

12.08%

10Y*

3.43%

^GDAXI

YTD

16.11%

1M

16.81%

6M

21.41%

1Y

25.43%

5Y*

16.04%

10Y*

6.99%

*Annualized

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Risk-Adjusted Performance

^DE30 vs. ^GDAXI — Risk-Adjusted Performance Rank

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

^DE30
The Risk-Adjusted Performance Rank of ^DE30 is 9696
Overall Rank
The Sharpe Ratio Rank of ^DE30 is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DE30 is 9696
Sortino Ratio Rank
The Omega Ratio Rank of ^DE30 is 9595
Omega Ratio Rank
The Calmar Ratio Rank of ^DE30 is 9797
Calmar Ratio Rank
The Martin Ratio Rank of ^DE30 is 9797
Martin Ratio Rank

^GDAXI
The Risk-Adjusted Performance Rank of ^GDAXI is 9797
Overall Rank
The Sharpe Ratio Rank of ^GDAXI is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GDAXI is 9797
Sortino Ratio Rank
The Omega Ratio Rank of ^GDAXI is 9696
Omega Ratio Rank
The Calmar Ratio Rank of ^GDAXI is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ^GDAXI is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^DE30 vs. ^GDAXI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Germany Titans 30 Index (^DE30) and DAX Performance Index (^GDAXI). 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.


The current ^DE30 Sharpe Ratio is 1.32, which is comparable to the ^GDAXI Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of ^DE30 and ^GDAXI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2025FebruaryMarchAprilMay
1.46
1.55
^DE30
^GDAXI

Drawdowns

^DE30 vs. ^GDAXI - Drawdown Comparison

The maximum ^DE30 drawdown since its inception was -43.71%, smaller than the maximum ^GDAXI drawdown of -72.68%. Use the drawdown chart below to compare losses from any high point for ^DE30 and ^GDAXI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.81%
-1.06%
^DE30
^GDAXI

Volatility

^DE30 vs. ^GDAXI - Volatility Comparison

The current volatility for Dow Jones Germany Titans 30 Index (^DE30) is 11.67%, while DAX Performance Index (^GDAXI) has a volatility of 12.35%. This indicates that ^DE30 experiences smaller price fluctuations and is considered to be less risky than ^GDAXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
11.67%
12.35%
^DE30
^GDAXI