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

Correlation

The correlation between ^GDAXI and VOO is 0.55, 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

^GDAXI vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DAX Performance Index (^GDAXI) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
233.81%
566.78%
^GDAXI
VOO

Key characteristics

Sharpe Ratio

^GDAXI:

1.47

VOO:

0.63

Sortino Ratio

^GDAXI:

2.03

VOO:

1.00

Omega Ratio

^GDAXI:

1.28

VOO:

1.15

Calmar Ratio

^GDAXI:

1.63

VOO:

0.65

Martin Ratio

^GDAXI:

7.47

VOO:

2.54

Ulcer Index

^GDAXI:

3.50%

VOO:

4.78%

Daily Std Dev

^GDAXI:

17.74%

VOO:

19.12%

Max Drawdown

^GDAXI:

-72.68%

VOO:

-33.99%

Current Drawdown

^GDAXI:

-0.73%

VOO:

-8.57%

Returns By Period

In the year-to-date period, ^GDAXI achieves a 16.78% return, which is significantly higher than VOO's -4.35% return. Over the past 10 years, ^GDAXI has underperformed VOO with an annualized return of 7.06%, while VOO has yielded a comparatively higher 12.23% annualized return.


^GDAXI

YTD

16.78%

1M

12.63%

6M

20.74%

1Y

27.92%

5Y*

16.48%

10Y*

7.06%

VOO

YTD

-4.35%

1M

10.32%

6M

-2.47%

1Y

9.64%

5Y*

16.03%

10Y*

12.23%

*Annualized

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Risk-Adjusted Performance

^GDAXI vs. VOO — 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

VOO
The Risk-Adjusted Performance Rank of VOO is 6060
Overall Rank
The Sharpe Ratio Rank of VOO is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6161
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DAX Performance Index (^GDAXI) and Vanguard S&P 500 ETF (VOO). 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 higher than the VOO Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of ^GDAXI and VOO, 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 Ratio0.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
1.48
0.43
^GDAXI
VOO

Drawdowns

^GDAXI vs. VOO - Drawdown Comparison

The maximum ^GDAXI drawdown since its inception was -72.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^GDAXI and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.16%
-8.57%
^GDAXI
VOO

Volatility

^GDAXI vs. VOO - Volatility Comparison

The current volatility for DAX Performance Index (^GDAXI) is 10.31%, while Vanguard S&P 500 ETF (VOO) has a volatility of 11.27%. This indicates that ^GDAXI experiences smaller price fluctuations and is considered to be less risky than VOO 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%14.00%December2025FebruaryMarchAprilMay
10.31%
11.27%
^GDAXI
VOO