DIA
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
SPDR Dow Jones Industrial Average ETF | Large Cap Growth Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DIA, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jan 20, 1998, corresponding to the inception date of DIA
Returns By Period
As of Sep 21, 2024, the DIA returned 13.06% Year-To-Date and 11.81% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
DIA | 13.06% | 3.14% | 7.51% | 25.71% | 11.47% | 11.81% |
Portfolio components: | ||||||
SPDR Dow Jones Industrial Average ETF | 13.06% | 3.14% | 7.51% | 25.71% | 11.47% | 11.81% |
Monthly Returns
The table below presents the monthly returns of DIA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.25% | 2.41% | 2.25% | -4.89% | 2.64% | 1.15% | 4.49% | 1.97% | 13.06% | ||||
2023 | 2.95% | -4.03% | 2.12% | 2.58% | -3.17% | 4.58% | 3.49% | -2.04% | -3.44% | -1.28% | 9.15% | 4.92% | 16.02% |
2022 | -3.30% | -3.20% | 2.44% | -4.91% | 0.39% | -6.56% | 6.81% | -3.77% | -8.74% | 14.03% | 5.94% | -4.07% | -7.02% |
2021 | -1.92% | 3.41% | 6.92% | 2.69% | 2.19% | -0.05% | 1.37% | 1.45% | -4.21% | 5.93% | -3.53% | 5.54% | 20.83% |
2020 | -0.89% | -9.62% | -13.62% | 11.00% | 4.76% | 1.70% | 2.59% | 7.77% | -2.15% | -4.44% | 12.15% | 3.29% | 9.59% |
2019 | 7.33% | 3.95% | 0.15% | 2.63% | -6.38% | 7.36% | 1.09% | -1.38% | 2.16% | 0.55% | 4.06% | 1.79% | 25.03% |
2018 | 5.74% | -4.05% | -3.34% | 0.11% | 1.38% | -0.45% | 4.85% | 2.45% | 1.96% | -4.94% | 1.96% | -8.49% | -3.74% |
2017 | 0.53% | 5.14% | -0.59% | 1.42% | 0.74% | 1.73% | 2.67% | 0.62% | 2.17% | 4.47% | 4.19% | 2.10% | 28.08% |
2016 | -5.48% | 0.73% | 7.31% | 0.61% | 0.39% | 0.96% | 2.94% | 0.25% | -0.44% | -0.78% | 5.94% | 3.42% | 16.37% |
2015 | -3.53% | 5.97% | -1.82% | 0.40% | 1.31% | -2.12% | 0.58% | -6.21% | -1.36% | 8.58% | 0.74% | -1.60% | 0.09% |
2014 | -5.19% | 4.28% | 0.92% | 0.82% | 1.15% | 0.77% | -1.44% | 3.57% | -0.24% | 2.08% | 2.94% | 0.09% | 9.82% |
2013 | 6.11% | 1.61% | 3.81% | 1.96% | 2.37% | -1.48% | 4.37% | -4.27% | 2.33% | 2.96% | 3.69% | 3.21% | 29.64% |
Expense Ratio
DIA has an expense ratio of 0.16%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DIA is 58, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. 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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
SPDR Dow Jones Industrial Average ETF | 2.25 | 3.10 | 1.41 | 2.79 | 12.25 |
Dividends
Dividend yield
DIA granted a 1.65% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DIA | 1.65% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
Portfolio components: | ||||||||||||
SPDR Dow Jones Industrial Average ETF | 1.65% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the DIA. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the DIA was 51.87%, occurring on Mar 9, 2009. Recovery took 723 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-51.87% | Oct 10, 2007 | 355 | Mar 9, 2009 | 723 | Jan 19, 2012 | 1078 |
-36.7% | Feb 13, 2020 | 27 | Mar 23, 2020 | 161 | Nov 9, 2020 | 188 |
-35.03% | Jan 18, 2000 | 685 | Oct 9, 2002 | 554 | Dec 21, 2004 | 1239 |
-20.76% | Jan 5, 2022 | 186 | Sep 30, 2022 | 292 | Nov 29, 2023 | 478 |
-19.59% | Jul 20, 1998 | 31 | Aug 31, 1998 | 59 | Nov 23, 1998 | 90 |
Volatility
Volatility Chart
The current DIA volatility is 3.12%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.