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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.
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Returns By Period
Dow Jones U.S. Select Real Estate Securities Index (^DWRSF) has returned 3.63% so far this year and 3.13% over the past 12 months.
Dow Jones U.S. Select Real Estate Securities Index
- 1D
- 1.19%
- 1M
- -6.29%
- YTD
- 3.63%
- 6M
- 1.83%
- 1Y
- 3.13%
- 3Y*
- 4.92%
- 5Y*
- 1.27%
- 10Y*
- —
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 Apr 12, 2018, ^DWRSF's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, your investment would double in approximately 15.6 years.
Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +12.1%, while the worst month was Mar 2020 at -22.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ^DWRSF closed higher 53% of trading days. The best single day was Apr 6, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -18.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.85% | 7.52% | -6.29% | 3.63% | |||||||||
| 2025 | 1.04% | 3.69% | -4.42% | -2.91% | 1.89% | -1.64% | -0.86% | 4.50% | 0.47% | -1.48% | 2.94% | -3.10% | -0.33% |
| 2024 | -4.10% | 1.66% | 1.19% | -7.46% | 4.63% | 2.05% | 5.67% | 6.13% | 2.06% | -3.26% | 4.41% | -7.74% | 3.98% |
| 2023 | 10.88% | -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% |
Benchmark Metrics
Dow Jones U.S. Select Real Estate Securities Index has an annualized alpha of -5.82%, beta of 0.86, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since April 13, 2018.
- This index participated in 106.82% of S&P 500 Index downside but only 71.82% of its upside — more exposed to losses than it benefited from rallies.
- This index had an annualized alpha of -5.82% versus S&P 500 Index — delivering less than market exposure alone would predict.
- With beta of 0.86 and R² of 0.52, 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
- -5.82%
- Beta
- 0.86
- R²
- 0.52
- Upside Capture
- 71.82%
- Downside Capture
- 106.82%
Return for Risk
Risk / Return Rank
^DWRSF ranks 24 for risk / return — below 24% 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 U.S. Select Real Estate Securities Index (^DWRSF) and compare them to a chosen benchmark (S&P 500 Index).
| ^DWRSF | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.19 | 0.90 | -0.71 |
Sortino ratioReturn per unit of downside risk | 0.37 | 1.39 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.21 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.24 | 1.40 | -1.16 |
Martin ratioReturn relative to average drawdown | 0.98 | 6.61 | -5.63 |
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 ^DWRSF 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 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 16.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.52% | Feb 19, 2020 | 24 | Mar 23, 2020 | 304 | Jun 7, 2021 | 328 |
| -36.72% | Jan 3, 2022 | 458 | Oct 27, 2023 | — | — | — |
| -13.88% | Aug 29, 2018 | 80 | Dec 24, 2018 | 28 | Feb 5, 2019 | 108 |
| -7.66% | Sep 3, 2021 | 19 | Sep 30, 2021 | 18 | Oct 26, 2021 | 37 |
| -6.84% | Oct 25, 2019 | 37 | Dec 17, 2019 | 40 | Feb 14, 2020 | 77 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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