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Performance
^DWRSF Performance Chart
Dow Jones U.S. Select Real Estate Securities Index (^DWRSF) is up 10.4% since the beginning of the year. ^DWRSF is currently trading at $272 per share. Investors who bought $1,000 worth of ^DWRSF shares 5 years ago would now be looking at an investment worth $1,036.
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Returns By Period
Dow Jones U.S. Select Real Estate Securities Index (^DWRSF) has returned 10.43% so far this year and 10.92% over the past 12 months.
Dow Jones U.S. Select Real Estate Securities Index
- 1D
- 0.56%
- 1M
- -1.67%
- YTD
- 10.43%
- 6M
- 8.32%
- 1Y
- 10.92%
- 3Y*
- 7.22%
- 5Y*
- 0.71%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
^DWRSF Monthly Returns History
Based on dividend-adjusted daily data since Apr 12, 2018, ^DWRSF's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, an investment would double in approximately 13.5 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% | 8.54% | -0.28% | -1.54% | 10.43% | ||||||
| 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 -6.46%, 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 69.35% of its upside - more exposed to losses than it benefited from rallies.
- This index had an annualized alpha of -6.46% 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
- -6.46%
- Beta
- 0.86
- R²
- 0.52
- Upside Capture
- 69.35%
- Downside Capture
- 106.82%
Return for Risk
Risk / Return Rank
^DWRSF ranks 40 for risk / return — below 40% 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 S&P 500 Index.
| ^DWRSF | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 2.39 | -1.57 |
Sortino ratioReturn per unit of downside risk | 1.18 | 3.25 | -2.07 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.43 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 3.11 | -1.75 |
Martin ratioReturn relative to average drawdown | 4.29 | 14.38 | -10.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 10.60%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -44.52%Mar 2020 | 1mo 3d | 1y 2mo | 1y 3moFeb 2020 - Jun 2021 |
2023 bear market2023 | -36.72%Oct 2023 | 1y 9mo | — | 4y 5moJan 2022 - now |
Rate-hike selloffLate 2018 | -13.88%Dec 2018 | 3mo 27d | 1mo 13d | 5mo 10dAug 2018 - Feb 2019 |
2021 pullback2021 | -7.66%Sep 2021 | 27d | 26d | 1mo 23dSep 2021 - Oct 2021 |
2019 pullback2019 | -6.84%Dec 2019 | 1mo 23d | 1mo 29d | 3mo 22dOct 2019 - Feb 2020 |
Drawdown Indicators
| ^DWRSF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.52% | -56.78% | +12.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.03% | -9.10% | +1.07% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -18.90% | -1.05% |
Max Drawdown (5Y)Largest decline over 5 years | -36.72% | -25.43% | -11.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -10.60% | 0.00% | -10.60% |
Average DrawdownAverage peak-to-trough decline | -15.08% | -10.72% | -4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 1.97% | +0.58% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^DWRSF
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