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Dow Jones U.S. Select REIT Total Return Index (^DW...
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Dow Jones U.S. Select REIT Total Return Index (^DWRTFT)

Index · Currency in USD · Last updated May 31, 2025

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Dow Jones U.S. Select REIT Total Return Index

Popular comparisons:
^DWRTFT vs. NASDX ^DWRTFT vs. SPY ^DWRTFT vs. VWUAX ^DWRTFT vs. O
Popular comparisons:
^DWRTFT vs. NASDX ^DWRTFT vs. SPY ^DWRTFT vs. VWUAX ^DWRTFT vs. O

Performance

Performance Chart

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S&P 500

Returns By Period

Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) returned 0.41% year-to-date (YTD) and 14.19% over the past 12 months. Over the past 10 years, ^DWRTFT returned 5.05% annually, underperforming the S&P 500 benchmark at 10.85%.

^DWRTFT

YTD

0.41%

1M

2.07%

6M

-6.75%

1Y

14.19%

3Y*

2.32%

5Y*

9.15%

10Y*

5.05%

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^DWRTFT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.21%3.86%-3.76%-2.76%2.07%0.41%
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%
202310.98%-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%
20200.42%-8.41%-22.28%7.83%-0.63%1.84%3.33%0.70%-3.10%-2.59%12.28%3.24%-11.20%
201911.41%0.96%2.88%-0.19%-0.34%1.36%1.60%2.37%2.71%1.07%-1.35%-0.94%23.10%
2018-3.96%-7.20%3.88%1.48%3.98%4.24%0.55%2.98%-2.73%-2.55%4.85%-8.59%-4.22%
2017-0.86%3.50%-2.81%-0.24%-0.55%2.45%0.92%-0.79%0.27%-1.09%3.07%0.03%3.76%
2016-3.95%-0.90%10.43%-2.93%2.01%6.47%4.37%-3.38%-2.06%-5.63%-1.35%4.69%6.68%
20159.05%-5.67%1.79%-5.79%-0.04%-4.42%5.93%-5.86%3.37%5.83%-0.55%2.18%4.48%
20144.06%5.12%0.88%3.68%2.46%0.86%0.21%2.79%-5.82%10.73%2.11%1.80%32.00%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, ^DWRTFT is among the top 17% of indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of ^DWRTFT is 8383
Overall Rank
The Sharpe Ratio Rank of ^DWRTFT is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWRTFT is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ^DWRTFT is 8686
Omega Ratio Rank
The Calmar Ratio Rank of ^DWRTFT is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^DWRTFT is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Dow Jones U.S. Select REIT Total Return Index Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.77
  • 5-Year: 0.44
  • 10-Year: 0.23
  • All Time: 0.39

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Dow Jones U.S. Select REIT Total Return Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 8.41%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.15%Feb 8, 2007542Mar 6, 20091031Apr 2, 20131573
-44.29%Feb 24, 202021Mar 23, 2020279Apr 30, 2021300
-32.35%Jan 3, 2022198Oct 14, 2022———
-31.91%Aug 31, 198915Oct 31, 199025Nov 30, 199240
-26.44%Oct 7, 1997572Dec 15, 1999161Jul 27, 2000733
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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