|Horizon||30 Days Login to change|
S&P 500 vs. XU100
Assuming 30 trading days horizon, S&P 500 is expected to under-perform the XU100. But the index apears to be less risky and, when comparing its historical volatility, S&P 500 is 1.7 times less risky than XU100. The index trades about -0.22 of its potential returns per unit of risk. The XU100 is currently generating about 0.06 of returns per unit of risk over similar time horizon. If you would invest 9,475,964 in XU100 on September 15, 2018 and sell it today you would earn a total of 189,778 from holding XU100 or generate 2.0% return on investment over 30 days.
Pair Corralation between SP 500 and XU100