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

Correlation

The correlation between ^GDAXI and ^AEX is 0.49, 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. ^AEX - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
324.39%
53.61%
^GDAXI
^AEX

Key characteristics

Sharpe Ratio

^GDAXI:

1.47

^AEX:

-0.06

Sortino Ratio

^GDAXI:

2.03

^AEX:

0.02

Omega Ratio

^GDAXI:

1.28

^AEX:

1.00

Calmar Ratio

^GDAXI:

1.63

^AEX:

-0.06

Martin Ratio

^GDAXI:

7.47

^AEX:

-0.18

Ulcer Index

^GDAXI:

3.50%

^AEX:

5.26%

Daily Std Dev

^GDAXI:

17.74%

^AEX:

14.98%

Max Drawdown

^GDAXI:

-72.68%

^AEX:

-71.60%

Current Drawdown

^GDAXI:

-0.73%

^AEX:

-5.58%

Returns By Period

In the year-to-date period, ^GDAXI achieves a 16.78% return, which is significantly higher than ^AEX's 1.93% return. Over the past 10 years, ^GDAXI has outperformed ^AEX with an annualized return of 7.06%, while ^AEX has yielded a comparatively lower 6.11% annualized return.


^GDAXI

YTD

16.78%

1M

12.63%

6M

20.74%

1Y

27.92%

5Y*

16.48%

10Y*

7.06%

^AEX

YTD

1.93%

1M

6.45%

6M

1.45%

1Y

0.50%

5Y*

11.47%

10Y*

6.11%

*Annualized

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Risk-Adjusted Performance

^GDAXI vs. ^AEX — 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

^AEX
The Risk-Adjusted Performance Rank of ^AEX is 2323
Overall Rank
The Sharpe Ratio Rank of ^AEX is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ^AEX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ^AEX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of ^AEX is 2323
Calmar Ratio Rank
The Martin Ratio Rank of ^AEX is 2424
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. ^AEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DAX Performance Index (^GDAXI) and AEX Index (^AEX). 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 ^AEX Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of ^GDAXI and ^AEX, 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
1.51
0.25
^GDAXI
^AEX

Drawdowns

^GDAXI vs. ^AEX - Drawdown Comparison

The maximum ^GDAXI drawdown since its inception was -72.68%, roughly equal to the maximum ^AEX drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for ^GDAXI and ^AEX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.16%
-1.47%
^GDAXI
^AEX

Volatility

^GDAXI vs. ^AEX - Volatility Comparison

DAX Performance Index (^GDAXI) has a higher volatility of 12.40% compared to AEX Index (^AEX) at 11.18%. This indicates that ^GDAXI's price experiences larger fluctuations and is considered to be riskier than ^AEX 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
12.40%
11.18%
^GDAXI
^AEX