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Performance
^DWRTF Performance Chart
Dow Jones U.S. Select REIT Index (^DWRTF) is up 10.4% since the beginning of the year. ^DWRTF is currently trading at $323 per share. Investors who bought $1,000 worth of ^DWRTF shares 5 years ago would now be looking at an investment worth $1,037.
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Returns By Period
Dow Jones U.S. Select REIT Index (^DWRTF) has returned 10.43% so far this year and 10.88% over the past 12 months. Over the last ten years, ^DWRTF has returned 1.62% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Dow Jones U.S. Select REIT Index
- 1D
- 0.56%
- 1M
- -1.67%
- YTD
- 10.43%
- 6M
- 8.32%
- 1Y
- 10.88%
- 3Y*
- 7.22%
- 5Y*
- 0.73%
- 10Y*
- 1.62%
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%
^DWRTF Monthly Returns History
Based on dividend-adjusted daily data since May 18, 2010, ^DWRTF's average daily return is +0.03%, while the average monthly return is +0.50%. At this rate, an investment would double in approximately 11.6 years.
Historically, 56% of months were positive and 44% were negative. The best month was Oct 2011 with a return of +14.5%, while the worst month was Mar 2020 at -22.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ^DWRTF closed higher 53% of trading days. The best single day was Aug 9, 2011 with a return of +10.0%, 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% | 8.55% | -0.29% | -1.54% | 10.43% | ||||||
| 2025 | 1.05% | 3.69% | -4.41% | -2.89% | 1.90% | -1.65% | -0.86% | 4.48% | 0.48% | -1.47% | 2.91% | -3.10% | -0.33% |
| 2024 | -4.14% | 1.68% | 1.18% | -7.45% | 4.70% | 2.06% | 5.68% | 6.17% | 2.04% | -3.26% | 4.40% | -7.73% | 4.06% |
| 2023 | 10.84% | -5.05% | -3.35% | 0.55% | -2.93% | 4.37% | 2.71% | -3.36% | -7.68% | -4.67% | 10.54% | 9.24% | 9.32% |
| 2022 | -6.56% | -3.65% | 6.16% | -4.75% | -7.02% | -8.31% | 8.76% | -6.35% | -12.82% | 4.34% | 5.61% | -5.87% | -28.53% |
| 2021 | -0.32% | 5.18% | 4.11% | 8.11% | 0.77% | 1.83% | 5.17% | 1.63% | -5.97% | 8.06% | -0.74% | 8.52% | 41.64% |
Benchmark Metrics
Dow Jones U.S. Select REIT Index has an annualized alpha of -5.08%, beta of 0.89, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since May 19, 2010.
- This index participated in 100.96% of S&P 500 Index downside but only 68.19% of its upside - more exposed to losses than it benefited from rallies.
- This index had an annualized alpha of -5.08% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 0.89 and R2 of 0.53, 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
- -5.08%
- Beta
- 0.89
- R²
- 0.53
- Upside Capture
- 68.19%
- Downside Capture
- 100.96%
Return for Risk
Risk / Return Rank
^DWRTF 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 REIT Index (^DWRTF) and compare them to S&P 500 Index.
| ^DWRTF | 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 | 1.36 | 3.11 | -1.75 |
Martin ratioReturn relative to average drawdown | 4.26 | 14.38 | -10.12 |
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 REIT 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 REIT Index was 44.52%, occurring on Mar 23, 2020. Recovery took 304 trading sessions.
The current Dow Jones U.S. Select REIT Index drawdown is 10.51%.
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 |
2011 bear market2011 | -23.43%Oct 2011 | 2mo 10d | 4mo 3d | 6mo 13dJul 2011 - Feb 2012 |
2018 bear market2018 | -21.14%Feb 2018 | 1y 6mo | 1y 6mo | 3y 1moAug 2016 - Sep 2019 |
2013 correction2013 | -18.61%Aug 2013 | 2mo 29d | 1y 17d | 1y 3moMay 2013 - Sep 2014 |
Drawdown Indicators
| ^DWRTF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.52% | -56.78% | +12.26% |
Max Drawdown (1Y)Largest decline over 1 year | -8.04% | -9.10% | +1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -19.92% | -18.90% | -1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -36.72% | -25.43% | -11.29% |
Max Drawdown (10Y)Largest decline over 10 years | -44.52% | -33.92% | -10.60% |
Current DrawdownCurrent decline from peak | -10.51% | 0.00% | -10.51% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -10.72% | -0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 1.97% | +0.59% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^DWRTF
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