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Performance
Performance Chart
The chart shows the growth of an initial investment of A$10,000 in Dow Jones Australia Small-Cap Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Different Benchmark Currency
^DJAUS is traded in AUD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to AUD using the latest available exchange rates.
Returns By Period
Dow Jones Australia Small-Cap Index (^DJAUS) has returned -10.26% so far this year and 7.76% over the past 12 months. Over the last ten years, ^DJAUS has returned 6.08% per year, falling short of the S&P 500 Index benchmark, which averaged 13.35% annually.
Dow Jones Australia Small-Cap Index
- 1D
- 0.73%
- 1M
- -9.86%
- YTD
- -10.26%
- 6M
- -9.06%
- 1Y
- 7.76%
- 3Y*
- 5.44%
- 5Y*
- 2.87%
- 10Y*
- 6.08%
Benchmark (S&P 500 Index)
- 1D
- 1.99%
- 1M
- -2.27%
- YTD
- -7.91%
- 6M
- -6.62%
- 1Y
- 5.15%
- 3Y*
- 15.40%
- 5Y*
- 12.34%
- 10Y*
- 13.35%
Monthly Returns
Based on dividend-adjusted daily data since May 21, 2001, ^DJAUS's average daily return is +0.02%, while the average monthly return is +0.40%. At this rate, your investment would double in approximately 14.5 years.
Historically, 59% of months were positive and 41% were negative. The best month was Apr 2020 with a return of +15.4%, while the worst month was Oct 2008 at -27.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^DJAUS closed higher 52% of trading days. The best single day was May 1, 2023 with a return of +13.5%, while the worst single day was May 2, 2023 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.55% | -3.07% | -9.72% | -10.26% | |||||||||
| 2025 | 5.82% | -5.21% | -4.38% | 2.22% | 6.31% | 0.52% | 2.68% | 4.95% | 0.66% | 2.92% | -2.13% | 0.60% | 15.17% |
| 2024 | 2.08% | 1.65% | 4.29% | -2.82% | 0.60% | -0.25% | 4.46% | -1.02% | 3.91% | -2.87% | 3.36% | -3.34% | 10.01% |
| 2023 | 5.49% | -2.96% | -2.03% | 3.54% | -1.74% | 0.08% | 3.04% | -1.86% | -3.79% | -7.76% | 5.57% | 6.87% | 3.40% |
| 2022 | -9.36% | 1.58% | 4.52% | -0.01% | -5.03% | -10.32% | 8.69% | -0.08% | -10.73% | 7.12% | 4.88% | -4.09% | -14.38% |
| 2021 | -1.22% | 1.61% | 1.26% | 3.96% | 0.54% | 4.33% | 1.37% | 2.56% | -2.02% | -0.21% | 0.12% | 3.73% | 16.99% |
Benchmark Metrics
Dow Jones Australia Small-Cap Index has an annualized alpha of 0.93%, beta of 0.11, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since May 22, 2001.
- This index participated in 80.80% of S&P 500 Index downside but only 44.37% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.11 may look defensive, but with R² of 0.01 this index is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R² of 0.01 means this index moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 0.93%
- Beta
- 0.11
- R²
- 0.01
- Upside Capture
- 44.37%
- Downside Capture
- 80.80%
Return for Risk
Risk / Return Rank
^DJAUS ranks 21 for risk / return — below 21% of indices on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones Australia Small-Cap Index (^DJAUS) and compare them to a chosen benchmark (S&P 500 Index).
| ^DJAUS | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.37 | 0.32 | +0.05 |
Sortino ratioReturn per unit of downside risk | 0.60 | 0.55 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.08 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | -0.11 | 0.55 | -0.66 |
Martin ratioReturn relative to average drawdown | -0.36 | 1.55 | -1.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^DJAUS risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Dow Jones Australia Small-Cap Index. 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 Dow Jones Australia Small-Cap Index was 65.62%, occurring on Mar 10, 2009. Recovery took 4320 trading sessions.
The current Dow Jones Australia Small-Cap Index drawdown is 15.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.62% | Nov 2, 2007 | 348 | Mar 10, 2009 | 4320 | Aug 7, 2025 | 4668 |
| -24.19% | Feb 13, 2002 | 273 | Mar 13, 2003 | 136 | Sep 19, 2003 | 409 |
| -18.33% | Jan 28, 2026 | 46 | Mar 22, 2026 | — | — | — |
| -17.8% | Jul 25, 2007 | 18 | Aug 17, 2007 | 53 | Oct 31, 2007 | 71 |
| -14.25% | May 22, 2001 | 88 | Sep 24, 2001 | 44 | Nov 26, 2001 | 132 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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