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Performance
^DJUSS Performance Chart
Dow Jones U.S. Small-Cap Index (^DJUSS) is up 16.0% since the beginning of the year. ^DJUSS is currently trading at $2,074 per share. Investors who bought $1,000 worth of ^DJUSS shares 5 years ago would now be looking at an investment worth $1,359.
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Returns By Period
Dow Jones U.S. Small-Cap Index (^DJUSS) has returned 15.97% so far this year and 22.18% over the past 12 months. Over the last ten years, ^DJUSS has returned 9.21% per year, falling short of the S&P 500 Index benchmark, which averaged 13.41% annually.
Dow Jones U.S. Small-Cap Index
- 1D
- 0.04%
- 1M
- -0.48%
- 6M
- 10.76%
- YTD
- 15.97%
- 1Y
- 22.18%
- 3Y*
- 14.18%
- 5Y*
- 6.33%
- 10Y*
- 9.21%
Benchmark (S&P 500 Index)
- 1D
- 0.42%
- 1M
- 1.94%
- 6M
- 8.74%
- YTD
- 10.66%
- 1Y
- 21.02%
- 3Y*
- 19.50%
- 5Y*
- 11.63%
- 10Y*
- 13.41%
^DJUSS Monthly Returns History
Based on dividend-adjusted daily data since Feb 14, 2000, ^DJUSS's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +18.6%, while the worst month was Mar 2020 at -22.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^DJUSS closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -14.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.20% | 3.75% | -5.66% | 8.35% | 4.16% | 3.49% | -2.64% | 15.97% | |||||
| 2025 | 4.89% | -4.93% | -6.05% | -1.52% | 5.85% | 4.38% | 1.69% | 2.91% | 0.83% | 0.15% | 1.33% | 0.14% | 9.30% |
| 2024 | -2.09% | 5.77% | 4.66% | -6.76% | 4.01% | -1.54% | 5.14% | 0.36% | 2.42% | -0.35% | 9.32% | -7.50% | 12.68% |
| 2023 | 9.72% | -2.94% | -3.01% | -1.05% | -2.86% | 8.91% | 4.09% | -3.31% | -5.51% | -6.00% | 8.86% | 8.94% | 14.61% |
| 2022 | -7.88% | 0.76% | 1.24% | -8.05% | 0.05% | -9.85% | 10.52% | -2.88% | -9.90% | 8.83% | 5.27% | -5.88% | -18.72% |
| 2021 | 0.82% | 6.36% | 2.52% | 5.11% | -0.25% | 0.62% | 0.17% | 2.41% | -4.02% | 5.45% | -4.51% | 3.53% | 19.06% |
Benchmark Metrics
Dow Jones U.S. Small-Cap Index has an annualized alpha of 1.07%, beta of 1.07, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since February 14, 2000.
- This index captured 117.71% of S&P 500 Index gains and 110.61% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.07 and R2 of 0.84, this index moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.07%
- Beta
- 1.07
- R²
- 0.84
- Upside Capture
- 117.71%
- Downside Capture
- 110.61%
Return for Risk
Risk / Return Rank
^DJUSS ranks 58 for risk / return — on par with similar indices. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones U.S. Small-Cap Index (^DJUSS) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^DJUSS | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.30 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 2.28 | +0.04 |
| Martin ratioReturn relative to average drawdown | 8.90 | 9.88 | -0.98 |
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 U.S. 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 U.S. Small-Cap Index was 60.34%, occurring on Mar 9, 2009. Recovery took 484 trading sessions.
The current Dow Jones U.S. Small-Cap Index drawdown is 2.64%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -60.34%Mar 2009 | 1y 7mo | 1y 11mo | 3y 6moJul 2007 - Feb 2011 |
COVID crash2020 | -42.47%Mar 2020 | 1mo 1d | 7mo 25d | 8mo 26dFeb 2020 - Nov 2020 |
Dot-com crash2000–2002 | -39.70%Oct 2002 | 2y 7mo | 1y 1mo | 3y 8moMar 2000 - Nov 2003 |
2011 bear market2011 | -28.10%Oct 2011 | 5mo 4d | 11mo 16d | 1y 4moMay 2011 - Sep 2012 |
Bear market2022 | -27.67%Sep 2022 | 10mo 25d | 2y 12d | 2y 11moNov 2021 - Oct 2024 |
Drawdown Indicators
| ^DJUSS | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.34% | -56.78% | -3.56% |
Max Drawdown (1Y)Largest decline over 1 year | -9.19% | -9.10% | -0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -24.38% | -18.90% | -5.48% |
Max Drawdown (5Y)Largest decline over 5 years | -27.67% | -25.43% | -2.24% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -33.92% | -8.55% |
Current DrawdownCurrent decline from peak | -2.64% | -0.45% | -2.19% |
Average DrawdownAverage peak-to-trough decline | -10.15% | -10.71% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.09% | +0.30% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^DJUSS
Add Dow Jones U.S. Small-Cap Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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