^DWCF vs. DAX

In the year-to-date period, ^DWCF achieves a -1.16% return, which is significantly lower than DAX's 31.58% return. Over the past 10 years, ^DWCF has outperformed DAX with an annualized return of 10.01%, while DAX has yielded a comparatively lower 6.89% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Total Stock Market Index (^DWCF) 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.

The current ^DWCF Sharpe Ratio is 0.46, which is lower than the DAX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of ^DWCF and DAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^DWCF drawdown since its inception was -56.81%, which is greater than DAX's maximum drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for ^DWCF and DAX. For additional features, visit the drawdowns tool.

Dow Jones U.S. Total Stock Market Index (^DWCF) has a higher volatility of 4.87% compared to Global X DAX Germany ETF (DAX) at 3.74%. This indicates that ^DWCF'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.