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Dow Jones U.S. Select Real Estate Securities Index...
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
^DWRSF vs. SPRE
Popular comparisons:
^DWRSF vs. SPRE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. Select Real Estate Securities Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
17.83%
120.43%
^DWRSF (Dow Jones U.S. Select Real Estate Securities Index)
Benchmark (^GSPC)

Returns By Period

Dow Jones U.S. Select Real Estate Securities Index had a return of 3.21% year-to-date (YTD) and 3.26% in the last 12 months.


^DWRSF

YTD

3.21%

1M

-5.50%

6M

6.69%

1Y

3.26%

5Y*

-0.29%

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of ^DWRSF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.10%1.66%1.19%-7.46%4.63%2.05%5.67%6.13%2.06%-3.26%4.41%3.21%
202310.88%-5.07%-3.36%0.55%-2.93%4.41%2.73%-3.34%-7.65%-4.68%10.55%9.22%9.40%
2022-6.56%-3.66%6.16%-4.76%-7.02%-8.31%8.79%-6.38%-12.88%4.34%5.63%-5.91%-28.59%
2021-0.33%5.18%4.11%8.11%0.77%1.83%5.16%1.63%-5.97%8.06%-0.75%8.52%41.64%
20200.30%-8.63%-22.81%7.67%-0.85%1.23%3.14%0.51%-3.69%-2.78%12.09%2.64%-14.64%
201911.26%0.71%2.31%-0.30%-0.63%0.82%1.49%2.08%2.19%0.96%-1.63%-1.50%18.60%
20182.89%3.67%3.67%-1.74%4.93%-3.25%-2.67%4.53%-9.19%1.92%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DWRSF is 16, meaning it’s performing worse than 84% of other indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^DWRSF is 1616
Overall Rank
The Sharpe Ratio Rank of ^DWRSF is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWRSF is 1414
Sortino Ratio Rank
The Omega Ratio Rank of ^DWRSF is 1414
Omega Ratio Rank
The Calmar Ratio Rank of ^DWRSF is 1515
Calmar Ratio Rank
The Martin Ratio Rank of ^DWRSF is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Dow Jones U.S. Select Real Estate Securities Index (^DWRSF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ^DWRSF, currently valued at 0.25, compared to the broader market-1.000.001.002.000.251.90
The chart of Sortino ratio for ^DWRSF, currently valued at 0.44, compared to the broader market-1.000.001.002.003.000.442.54
The chart of Omega ratio for ^DWRSF, currently valued at 1.05, compared to the broader market0.800.901.001.101.201.301.401.051.35
The chart of Calmar ratio for ^DWRSF, currently valued at 0.14, compared to the broader market0.001.002.003.004.000.142.81
The chart of Martin ratio for ^DWRSF, currently valued at 0.91, compared to the broader market0.005.0010.0015.000.9112.39
^DWRSF
^GSPC

The current Dow Jones U.S. Select Real Estate Securities Index Sharpe ratio is 0.25. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Dow Jones U.S. Select Real Estate Securities Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.25
1.90
^DWRSF (Dow Jones U.S. Select Real Estate Securities Index)
Benchmark (^GSPC)

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-19.37%
-3.58%
^DWRSF (Dow Jones U.S. Select Real Estate Securities Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones U.S. Select Real Estate Securities 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. Select Real Estate Securities Index was 44.52%, occurring on Mar 23, 2020. Recovery took 304 trading sessions.

The current Dow Jones U.S. Select Real Estate Securities Index drawdown is 19.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.52%Feb 19, 202024Mar 23, 2020304Jun 7, 2021328
-36.72%Jan 3, 2022458Oct 27, 2023
-13.88%Aug 29, 201880Dec 24, 201828Feb 5, 2019108
-7.66%Sep 3, 202119Sep 30, 202118Oct 26, 202137
-6.84%Oct 25, 201937Dec 17, 201940Feb 14, 202077

Volatility

Volatility Chart

The current Dow Jones U.S. Select Real Estate Securities Index volatility is 4.91%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.91%
3.64%
^DWRSF (Dow Jones U.S. Select Real Estate Securities Index)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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