PortfoliosLab logo

Dow Jones U.S. Select REIT Index (^DWRTF)

Index · Currency in USD · Last updated Feb 4, 2023

^DWRTFShare Price Chart


Loading data...

^DWRTFPerformance

The chart shows the growth of $10,000 invested in Dow Jones U.S. Select REIT Index in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $18,213 for a total return of roughly 82.13%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%OctoberNovemberDecember2023February
1.23%
4.27%
^DWRTF (Dow Jones U.S. Select REIT Index)
Benchmark (^GSPC)

^DWRTFCompare to other instruments

Search for stocks, ETFs, and funds to compare with ^DWRTF

Dow Jones U.S. Select REIT Index

Popular comparisons: ^DWRTF vs. SCHD, ^DWRTF vs. SPY

^DWRTFReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M12.18%8.17%
YTD12.03%7.73%
6M-2.84%-0.37%
1Y-15.13%-9.87%
5Y2.57%8.42%
10Y2.78%10.72%

^DWRTFMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202310.84%
2022-6.35%-12.82%4.34%5.61%-5.87%

^DWRTFSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Dow Jones U.S. Select REIT Index Sharpe ratio is -0.60. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.20-1.00-0.80-0.60-0.40-0.20OctoberNovemberDecember2023February
-0.60
-0.41
^DWRTF (Dow Jones U.S. Select REIT Index)
Benchmark (^GSPC)

^DWRTFDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%OctoberNovemberDecember2023February
-19.93%
-13.76%
^DWRTF (Dow Jones U.S. Select REIT Index)
Benchmark (^GSPC)

^DWRTFWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones U.S. Select REIT Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Dow Jones U.S. Select REIT Index is 44.52%, recorded on Mar 23, 2020. It took 304 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.52%Feb 19, 202024Mar 23, 2020304Jun 7, 2021328
-34.09%Jan 3, 2022198Oct 14, 2022
-23.43%Jul 25, 201150Oct 3, 201185Feb 3, 2012135
-21.14%Aug 2, 2016384Feb 8, 2018394Sep 4, 2019778
-18.61%May 22, 201362Aug 19, 2013264Sep 5, 2014326
-18.57%Jan 27, 2015264Feb 11, 201697Jun 30, 2016361
-14.05%Jun 16, 201014Jul 6, 201019Aug 2, 201033
-9.84%Sep 17, 201242Nov 15, 201247Jan 25, 201389
-9.58%Nov 8, 20107Nov 16, 201049Jan 27, 201156
-8.85%May 2, 201223Jun 4, 201221Jul 3, 201244

^DWRTFVolatility Chart

Current Dow Jones U.S. Select REIT Index volatility is 22.58%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%OctoberNovemberDecember2023February
22.58%
16.33%
^DWRTF (Dow Jones U.S. Select REIT Index)
Benchmark (^GSPC)