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▍ STATISTICAL PROJECTION · YEAR-END 2026

Based on current macro regime conditions and germany / dax (ewg)'s historical behaviour in similar regimes, the model projects $42.98 by 2026-12-31 ( +1.8% from $42.2 today). The 68% confidence range is $36.18 to $49.78; the wider 95% range is $29.65 to $56.31. Methodology below the headline.

Central Estimate
$42.98
+1.8% vs current $42.2
68% Range (±1σ)
$36.18 to $49.78
95% Range (±1.96σ)
$29.65 to $56.31
Blended from 4 regime anchors· sample-weighted
VIX · Normal (15-25)
+2.5%n=842 · w=37%
10Y-2Y Yield Curve · Flat (0-100bps)
+9.9%n=573 · w=25%
HY OAS Spread · Tight (<350bps)
+3.0%n=762 · w=33%
Trade-Weighted Dollar · Weak (bottom tercile)
-28.2%n=115 · w=5%
METHOD: CENTRAL = SAMPLE-WEIGHTED MEAN OF PER-ANCHOR CURRENT-REGIME 1Y AVERAGES, SCALED TO 156-DAY HORIZON. BAND = ±σ√T USING 20.5% ANNUALIZED REALIZED VOL.
EXPECTED TO BE $42.98 BY 2026-12-31 (HIGHER FROM $42.2 ON 2026-05-18). NOT INVESTMENT ADVICE.
▍ MODEL · STATISTICAL FORECAST · 2026

Germany / DAX (EWG) Forecast 2026

Quantitative analysis from 1,298 observations of Germany / DAX (EWG) history, joined to four universal macro regime classifications. Numbers are computed, not narrated.

ByConvex Research Desk·Edited byBen Bleier·
EWG · LAST
$42.2
AS OF 2026-05-18
Percentile · 25Y History
85.9th
▍ HEADLINE SIGNAL · CONTRARIAN BULLISH
Hist. Avg +252d
+9.9%
vs +3.5% unconditional · +6.4%pp above
When 10Y-2Y Yield Curve sits in its Flat (0-100bps) regime — as it does today (0.50) — Germany / DAX (EWG) has historically returned an average of +9.91% over the next 252 trading days, 6.4pp above the all-history average of +3.50%. Sample: 573 observations, 74.7% hit rate.
METHOD: PERCENTILE-RANK MATCHED, LOOK-AHEAD-BIAS-FREE·NOT A FORECAST·HISTORICAL CONDITIONAL AVERAGE

Regime Scan[01/04]

VIX
Normal (15-25)
+2.5%+1Y AVG
Δ -1.0%pp · n=842
10Y-2Y Yield Curve
Flat (0-100bps)
+9.9%+1Y AVG
Δ +6.4%pp · n=573
HY OAS Spread
Tight (<350bps)
+3.0%+1Y AVG
Δ -0.5%pp · n=762

Δ = divergence from +3.5% unconditional all-history average

Performance by Window[02]

WINDOWNANN RETANN VOLRET/VOLHIT %TOTAL
1Y262-0.46%16.74%-0.0349.8%-0.46%
3Y76312.48%17.61%0.7152.9%42.26%
5Y1,2683.15%20.56%0.1551.8%16.80%
10Y1,2983.50%20.48%0.1751.8%19.26%
All1,2983.50%20.48%0.1751.8%19.26%

Annualized total return = (1 + total)^(1/years) - 1. Ret/Vol is the annualized return divided by annualized volatility (Sharpe-equivalent without risk-free subtraction). Hit % = pct of single periods that were positive.

Where We Are Now[03]

Percentile Rank
85.9th
19.53median 31.9844.56
Current value 41.3700 on a 1,298-observation history going back to Sep 27, 2022.
Volatility Regime
elevated
20.60%REALIZED 30D ANN
Sits at the 73.7th percentile vs full history. Median 16.11%.

Forward Returns by Macro Regime[04]

How Germany / DAX (EWG) has performed historically conditional on the prevailing macro regime. The current bucket is highlighted; +1Y averages drive the headline signal above.

VIX
Volatility regime: Low (<15), Normal (15-25), Elevated (25-40), Extreme (>40)
CURRENT: 17.26 Normal (15-25)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Low (<15)2610.61%4.11%20.40%19.56%100.0%
Normal (15-25)8420.22%1.28%2.51%7.47%66.1%
Elevated (25-40)1762.48%2.83%12.56%14.38%80.0%
Extreme (>40)4n/an/an/an/an/a
10Y-2Y Yield Curve
Yield curve regime: Inverted (<0bps), Flat (0-100bps), Steep (>100bps)
CURRENT: 0.50 Flat (0-100bps)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Inverted (<0bps)5402.14%7.11%19.00%17.81%99.8%
Flat (0-100bps)573-0.21%-0.48%9.91%11.63%74.7%
Steep (>100bps)163-1.18%-6.42%-31.44%-32.46%0.0%
HY OAS Spread
Credit regime: Tight (<350bps), Normal (350-500bps), Stressed (>500bps)
CURRENT: 2.76 Tight (<350bps)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Tight (<350bps)7620.28%1.08%3.00%15.25%59.4%
Normal (350-500bps)4690.54%2.18%12.01%12.08%91.9%
Stressed (>500bps)537.70%16.27%24.74%24.97%100.0%
Trade-Weighted Dollar
Dollar regime: bottom/middle/top tercile of trailing 5Y rolling distribution
CURRENT: 118.04 Weak (bottom tercile)
REGIME BUCKETN+30D+90D+1Y AVG+1Y MEDHIT %
Weak (bottom tercile)115-2.93%-4.01%-28.23%-26.89%0.0%
Neutral (middle)336-1.04%-5.32%-23.93%-30.81%9.9%
Strong (top tercile)8181.81%5.49%17.34%17.81%95.1%

Forward returns are forward-looking from each historical observation in the bucket; +252d corresponds to one trading year. Buckets with fewer than 5 forward-return observations are reported as n/a. These are conditional historical averages, not forecasts.

Lead-Lag Relationships[05]

For each universally-recognised leading indicator, the lag at which the daily-return correlation peaks. Positive lag means the anchor leads Germany / DAX (EWG); negative means it lags.

ANCHORROLEPEAK LAGPEAK CORRZERO-LAGRELATIONSHIP
VIXVolatility leader0d-0.550-0.550coincident
Trade-Weighted DollarFX driver0d-0.530-0.530coincident
HY OAS SpreadCredit risk leader0d-0.464-0.464coincident
CopperGlobal growth proxy0d0.3340.334coincident
NFCIFinancial conditions-5d-0.159-0.150lags target by 5d
10Y-2Y Yield SpreadRecession leader-20d0.147-0.048weak
Baa-10Y SpreadCredit risk (slow)-2d-0.105-0.098weak
10Y Treasury YieldDiscount-rate driver+32d-0.097-0.049weak
Initial Jobless ClaimsLabor leader-10d0.072-0.011weak
U-Mich Consumer SentimentSurvey leader0d0.0000.000weak

Pearson correlation of daily returns over up to 25 years of overlapping history, searched across a ±60-day lag grid. Indicators classified as “weak” don't have meaningful predictive power at daily resolution; many of these (yield curve, NFCI, sentiment) lead at monthly/quarterly horizons instead.

Historical Analogs[06]

Periods where Germany / DAX (EWG) sat at a similar percentile rank to today, with what happened over the next 30 / 90 / 252 trading days. Analogs are clustered to avoid double-counting nearby dates.

DATEVALUE+30D+90D+1Y
Apr 4, 202534.320021.10%23.83%16.26%
Dec 11, 202433.18004.16%17.63%26.88%

Worst Historical Drawdown[07]

-46.46%PEAK-TO-TROUGH
Peak Jun 7, 2021 → trough Sep 27, 2022. Recovered to prior peak on Feb 18, 2025 (875 days).
All-time high: 44.5600 on Feb 26, 2026 · Current DD from ATH: -7.16%

Cross-Asset Correlations · 1Y[08]

S&P 500
0.735
n=260
Nasdaq 100
0.671
n=260
20Y Treasury
0.329
n=260
Gold
0.225
n=260
Bitcoin
0.344
n=260

Largest Single-Period Moves[09]

▲ Up
  • Apr 9, 20259.03%
  • Mar 9, 20227.87%
  • Nov 10, 20226.87%
  • Nov 4, 20225.48%
  • Oct 4, 20225.24%
▼ Down
  • Apr 4, 2025-6.56%
  • Jun 9, 2022-5.74%
  • Mar 4, 2022-5.37%
  • Sep 13, 2022-4.16%
  • Jul 5, 2022-4.04%

Calendar-Month Seasonality[10]

Average single-period return aggregated by the calendar month in which the period ended.

MONTHAVG RETURNHIT %N
January0.18%58.4%101
February0.01%59.4%96
March-0.01%48.6%109
April0.03%47.7%128
May0.11%47.2%123
June-0.21%45.6%103
July0.04%54.3%105
August-0.04%53.2%111
September-0.18%41.7%103
October0.02%48.2%110
November0.22%62.7%102
December0.07%57.5%106

N = 1,298 OBS · GENERATED 2026-05-17 17:00Z

Forecast Approach

scenario weighted: We aggregate probability-weighted outcomes across active tracked scenarios, each with historical base rates and current heat scores. The projection above is the sample-weighted central estimate across current macro regime anchors; the scenario list below adds qualitative context.

Consensus source: Sell-side price targets

Key Drivers & Risks

  • Earnings growth
  • Valuations
  • Monetary policy
  • Risk appetite
  • Economic growth

Historical Volatility

Moderate-high: 15-25% annual range typical

Scenarios That Affect This Forecast

How EWG Forecasts Have Held Up Historically

Germany / DAX ETF forecasts have a moderate track record. EWG tracks the DAX in dollar terms with FX translation; the 2022 Russia-Ukraine drawdown (-26%) was the largest miss as the energy-shock specifically hit Germany's industrial complex; the 2024-2026 recovery has been driven by ECB easing and energy price normalization.

Regime-conditional models on EWG achieve approximately 60% directional accuracy. The dominant variables are EUR/USD direction, ECB policy, German industrial PMI, and broader European growth.

Regime Sensitivity for EWG

EWG has triple regime sensitivity: to EUR/USD (FX-leg), to ECB policy (rate-leg), and to German industrial earnings (domestic-leg). Goldilocks regimes with stable EUR map to forward 252-day EWG returns averaging +10%; stagflation regimes with EUR weakness map to -8%; reflation near +6%; deflation near -5%.

The April 2026 setup has the ECB at 2.0% (well below the Fed's 3.50-3.75%), German manufacturing PMI in mid-40s (contractionary), and energy prices normalized but still above pre-Ukraine levels. The regime conditional reads as cautiously constructive: ECB easing supports the multiple but German industrial weakness limits earnings upside.

What Drives EWG Forecast Errors

Three structural issues drive EWG forecast errors. First, German industrial dependence on exports (especially auto sector) makes EWG sensitive to global growth and Chinese demand in ways the EU-only macro classifier under-states. The 2023-2024 China weakness specifically hit BMW, Mercedes, and VW.

Second, energy prices are a structural input cost for German industry; the 2022 Russian-gas-cutoff produced first-order earnings hits that have persisted as Germany has had to import LNG at higher prices.

Third, French-German political coordination dynamics (EU-fiscal coordination, defense spending, ECB voting) move EWG sentiment without changing the underlying earnings outlook.

How to Use This Forecast in Practice

For EWG, watch the EUR/USD direction (the dominant leg), German manufacturing PMI (the domestic earnings indicator), and Chinese demand signals (the export-leg cross-check). When all three align with the regime read, conviction is high.

The cleanest cross-check is the EWG-EZU spread (EZU is broader Eurozone). EWG leading EZU signals German-industrial-cycle dominance; EZU leading flags broader European participation. The 68% band on EWG should be treated as roughly 110% of SPY's because of the FX-and-export tail risks.

Frequently Asked Questions

What factors could push Germany / DAX (EWG) higher?

The primary drivers that tend to lift Germany / DAX (EWG) depend on the current macro regime. iShares MSCI Germany ETF, proxy for the DAX and German equity market. Convex tracks these drivers live across the Equity Index category and flags when multiple forces align in the same direction. See the "Key Drivers & Risks" section on this page for the current list, and check the regime dashboard for how the macro backdrop is currently tilted.

What factors could push Germany / DAX (EWG) lower?

The same transmission channels that drive Germany / DAX (EWG) higher operate in reverse when conditions flip. The risk drivers listed above map directly to scenarios that, if triggered, would pull this metric in the opposite direction. Convex aggregates these into a scenario-weighted probability distribution rather than a point forecast, so the magnitude depends on which scenarios activate.

Where does consensus see Germany / DAX (EWG) heading?

Rather than publish a point target that goes stale the day after release, Convex assembles consensus from the macro regime classification, active scenario probabilities, and historical base rates. Point forecasts from banks and strategists are worth reading for context, but they typically cluster around the consensus and miss the tail events that actually move markets. The scenario-weighted approach here captures that tail risk explicitly.

What is the historical range for Germany / DAX (EWG)?

Historical ranges for Germany / DAX (EWG) vary dramatically by regime. A level that is extreme in Goldilocks can be routine in Stagflation, and vice versa. The Historical Volatility section on this page describes the typical range and regime-specific behavior. For the full multi-decade history, visit the Germany / DAX (EWG) chart page, which includes selectable time ranges up to five years and downloadable data.

How often is the Germany / DAX (EWG) forecast updated?

This forecast page recalculates whenever the underlying data or regime classification changes, typically within hours of new data releases. The scenario probabilities refresh daily as the macro state is regenerated. Specific drivers listed on this page reflect the current state of the Convex regime engine, not static historical assumptions.

Is this forecast actionable for trading?

Convex forecasts are informational and educational. They describe probability distributions and regime-conditional paths rather than specific entry and exit levels. Traders and portfolio managers use them alongside other inputs including position sizing rules, risk management, and their own conviction calibration. They are not investment advice.

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Forecasts are model-based projections derived from current regime classification, scenario probabilities, and historical patterns. They are not investment advice. All investments involve risk.