Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. 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.
Loading graphics...
Returns By Period
Dow Jones U.S. Small-Cap Index (^DJUSS) has returned 1.99% so far this year and 18.98% over the past 12 months. Over the last ten years, ^DJUSS has returned 8.46% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Dow Jones U.S. Small-Cap Index
- 1D
- 3.12%
- 1M
- -5.66%
- YTD
- 1.99%
- 6M
- 3.65%
- 1Y
- 18.98%
- 3Y*
- 11.71%
- 5Y*
- 4.52%
- 10Y*
- 8.46%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Feb 14, 2000, ^DJUSS's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, your investment would double in approximately 7.8 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 Feb 16, 2020 with a return of +21.2%, while the worst single day was Feb 18, 2020 at -17.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.20% | 3.75% | -5.66% | 1.99% | |||||||||
| 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 0.72%, beta of 1.08, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since February 15, 2000.
- This index captured 119.58% of S&P 500 Index gains and 113.65% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.08 and R² of 0.83, 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
- 0.72%
- Beta
- 1.08
- R²
- 0.83
- Upside Capture
- 119.58%
- Downside Capture
- 113.65%
Return for Risk
Risk / Return Rank
^DJUSS ranks 61 for risk / return — better than 61% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
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 a chosen benchmark (S&P 500 Index).
| ^DJUSS | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.90 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.39 | 1.39 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.40 | -0.07 |
Martin ratioReturn relative to average drawdown | 6.01 | 6.61 | -0.60 |
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 ^DJUSS 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.
Loading graphics...
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 485 trading sessions.
The current Dow Jones U.S. Small-Cap Index drawdown is 6.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.34% | Jul 16, 2007 | 416 | Mar 9, 2009 | 485 | Feb 7, 2011 | 901 |
| -52.33% | Feb 18, 2020 | 25 | Mar 23, 2020 | 226 | Feb 12, 2021 | 251 |
| -39.7% | Mar 10, 2000 | 648 | Oct 9, 2002 | 286 | Nov 26, 2003 | 934 |
| -28.1% | May 2, 2011 | 109 | Oct 3, 2011 | 240 | Sep 13, 2012 | 349 |
| -27.67% | Nov 9, 2021 | 225 | Sep 30, 2022 | 509 | Oct 11, 2024 | 734 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...