PortfoliosLab logo
^GDAXI vs. BOND
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^GDAXI and BOND is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

^GDAXI vs. BOND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DAX Performance Index (^GDAXI) and PIMCO Active Bond ETF (BOND). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
185.29%
44.15%
^GDAXI
BOND

Key characteristics

Sharpe Ratio

^GDAXI:

1.47

BOND:

1.21

Sortino Ratio

^GDAXI:

2.03

BOND:

1.78

Omega Ratio

^GDAXI:

1.28

BOND:

1.22

Calmar Ratio

^GDAXI:

1.63

BOND:

0.63

Martin Ratio

^GDAXI:

7.47

BOND:

3.43

Ulcer Index

^GDAXI:

3.50%

BOND:

1.98%

Daily Std Dev

^GDAXI:

17.74%

BOND:

5.59%

Max Drawdown

^GDAXI:

-72.68%

BOND:

-19.71%

Current Drawdown

^GDAXI:

-0.73%

BOND:

-4.95%

Returns By Period

In the year-to-date period, ^GDAXI achieves a 16.78% return, which is significantly higher than BOND's 2.32% return. Over the past 10 years, ^GDAXI has outperformed BOND with an annualized return of 7.06%, while BOND has yielded a comparatively lower 1.89% annualized return.


^GDAXI

YTD

16.78%

1M

12.63%

6M

20.74%

1Y

27.92%

5Y*

16.48%

10Y*

7.06%

BOND

YTD

2.32%

1M

-1.44%

6M

1.84%

1Y

5.95%

5Y*

0.16%

10Y*

1.89%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

^GDAXI vs. BOND — Risk-Adjusted Performance Rank

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

^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 9696
Sortino Ratio Rank
The Omega Ratio Rank of ^GDAXI is 9696
Omega Ratio Rank
The Calmar Ratio Rank of ^GDAXI is 9898
Calmar Ratio Rank
The Martin Ratio Rank of ^GDAXI is 9898
Martin Ratio Rank

BOND
The Risk-Adjusted Performance Rank of BOND is 7777
Overall Rank
The Sharpe Ratio Rank of BOND is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BOND is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BOND is 8080
Omega Ratio Rank
The Calmar Ratio Rank of BOND is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BOND is 7373
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.

^GDAXI vs. BOND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DAX Performance Index (^GDAXI) and PIMCO Active Bond ETF (BOND). 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 ^GDAXI Sharpe Ratio is 1.47, which is comparable to the BOND Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of ^GDAXI and BOND, 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 Ratio0.501.001.50December2025FebruaryMarchAprilMay
1.48
1.01
^GDAXI
BOND

Drawdowns

^GDAXI vs. BOND - Drawdown Comparison

The maximum ^GDAXI drawdown since its inception was -72.68%, which is greater than BOND's maximum drawdown of -19.71%. Use the drawdown chart below to compare losses from any high point for ^GDAXI and BOND. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.16%
-4.95%
^GDAXI
BOND

Volatility

^GDAXI vs. BOND - Volatility Comparison

DAX Performance Index (^GDAXI) has a higher volatility of 10.31% compared to PIMCO Active Bond ETF (BOND) at 2.46%. This indicates that ^GDAXI's price experiences larger fluctuations and is considered to be riskier than BOND 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
10.31%
2.46%
^GDAXI
BOND