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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 REIT Total Return 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 REIT Total Return Index (^DWRTFT) has returned 4.64% so far this year and 7.23% over the past 12 months. Over the last ten years, ^DWRTFT has returned 4.77% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Dow Jones U.S. Select REIT Total Return Index
- 1D
- 1.47%
- 1M
- -5.67%
- YTD
- 4.64%
- 6M
- 3.82%
- 1Y
- 7.23%
- 3Y*
- 9.15%
- 5Y*
- 5.13%
- 10Y*
- 4.77%
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 Jan 30, 1987, ^DWRTFT's average daily return is +0.05%, while the average monthly return is +0.81%. At this rate, your investment would double in approximately 7.2 years.
Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +32.8%, while the worst month was Oct 2008 at -32.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 10 months.
On a daily basis, ^DWRTFT closed higher 52% of trading days. The best single day was Nov 24, 2008 with a return of +19.0%, while the worst single day was Dec 1, 2008 at -19.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.01% | 7.69% | -5.67% | 4.64% | |||||||||
| 2025 | 1.21% | 3.86% | -3.76% | -2.76% | 2.07% | -0.97% | -0.73% | 4.66% | 1.15% | -1.33% | 3.09% | -2.47% | 3.67% |
| 2024 | -4.04% | 1.86% | 1.90% | -7.32% | 4.85% | 2.74% | 5.85% | 6.36% | 2.64% | -3.14% | 4.58% | -7.14% | 8.10% |
| 2023 | 10.98% | -4.93% | -2.60% | 0.69% | -2.76% | 5.11% | 2.87% | -3.19% | -7.01% | -4.53% | 10.77% | 10.02% | 13.96% |
| 2022 | -6.46% | -3.53% | 6.71% | -4.65% | -6.89% | -7.75% | 8.90% | -6.21% | -12.25% | 4.49% | 5.79% | -5.24% | -25.96% |
| 2021 | -0.20% | 5.33% | 4.64% | 8.28% | 0.90% | 2.30% | 5.32% | 1.75% | -5.52% | 8.18% | -0.60% | 9.01% | 45.91% |
Benchmark Metrics
Dow Jones U.S. Select REIT Total Return Index has an annualized alpha of 4.54%, beta of 0.90, and R² of 0.41 versus S&P 500 Index. Calculated based on daily prices since February 27, 1987.
- This index participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (82.57%) than losses (71.87%) — typical of diversified or defensive assets.
- R² of 0.41 means the benchmark explains less than half of this index's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 4.54%
- Beta
- 0.90
- R²
- 0.41
- Upside Capture
- 82.57%
- Downside Capture
- 71.87%
Return for Risk
Risk / Return Rank
^DWRTFT ranks 32 for risk / return — below 32% 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 Total Return Index (^DWRTFT) and compare them to a chosen benchmark (S&P 500 Index).
| ^DWRTFT | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.90 | -0.47 |
Sortino ratioReturn per unit of downside risk | 0.70 | 1.39 | -0.69 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.21 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 1.40 | -0.78 |
Martin ratioReturn relative to average drawdown | 2.71 | 6.61 | -3.89 |
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 ^DWRTFT 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 REIT Total Return 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 Total Return Index was 75.15%, occurring on Mar 6, 2009. Recovery took 1031 trading sessions.
The current Dow Jones U.S. Select REIT Total Return Index drawdown is 6.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75.15% | Feb 8, 2007 | 542 | Mar 6, 2009 | 1031 | Apr 2, 2013 | 1573 |
| -44.29% | Feb 24, 2020 | 21 | Mar 23, 2020 | 279 | Apr 30, 2021 | 300 |
| -32.35% | Jan 3, 2022 | 198 | Oct 14, 2022 | 831 | Feb 6, 2026 | 1029 |
| -31.91% | Aug 31, 1989 | 15 | Oct 31, 1990 | 25 | Nov 30, 1992 | 40 |
| -26.44% | Oct 7, 1997 | 572 | Dec 15, 1999 | 161 | Jul 27, 2000 | 733 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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