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pandas python: concet/merge/join 2 dfs on index

I have two dfs which I would like to concat on index to make a multiindex df.

df1 = pd.DataFrame({'value1': [1.1,2,3],
                    })

df2 = pd.DataFrame({'value1': [21,24,35],
                    })

Expected output

my failed attempt:

df = pd.concat([df1, df2], axis=0)

output

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pandas python: concet/merge/join 2 dfs on index

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