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Dow Jones U.S. Small-Cap Total Stock Market Index (^DWST)

Index · Currency in USD · Last updated Dec 9, 2022

^DWSTShare Price Chart


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^DWSTPerformance

The chart shows the growth of $10,000 invested in Dow Jones U.S. Small-Cap Total Stock Market Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $36,237 for a total return of roughly 262.37%. All prices are adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.25%
5.70%
^DWST (Dow Jones U.S. Small-Cap Total Stock Market Index)
Benchmark (^GSPC)

^DWSTCompare to other instruments

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

^DWSTReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M1.92%4.12%
6M-3.23%-3.70%
YTD-17.53%-16.84%
1Y-17.42%-15.43%
5Y5.24%8.38%
10Y9.96%10.71%

^DWSTMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-8.95%0.96%0.89%-9.11%-0.09%-9.07%10.43%-2.31%-9.97%10.74%3.64%-3.38%
20214.05%6.28%1.25%2.96%0.29%1.64%-2.72%2.31%-3.19%4.47%-4.35%2.83%
2020-3.03%-8.56%-22.89%14.87%7.27%3.19%4.18%4.56%-3.71%2.20%17.95%8.53%
201912.03%4.96%-1.76%3.66%-7.48%7.03%1.29%-4.51%1.12%2.07%3.92%2.84%
20182.68%-4.04%0.90%0.58%5.55%0.44%1.64%4.65%-2.43%-10.59%1.66%-11.79%
20171.19%1.82%-0.15%0.77%-1.83%2.85%1.12%-0.93%5.42%0.91%3.02%0.10%
2016-8.07%0.80%8.47%1.78%1.89%0.26%5.28%0.94%0.64%-4.35%9.75%2.18%
2015-2.68%6.21%1.38%-1.85%2.21%-0.27%-0.67%-6.21%-4.83%5.67%2.35%-4.74%
2014-2.19%5.15%-0.33%-2.95%0.71%5.02%-5.52%5.16%-5.46%5.06%0.65%1.79%
20136.38%1.40%4.62%-0.30%3.95%-0.53%6.98%-3.01%5.76%3.26%3.60%2.24%
20126.96%3.39%2.30%-1.07%-6.86%4.42%-0.69%3.60%2.65%-1.51%1.23%3.21%
20110.83%5.49%2.23%2.79%-1.59%-2.06%-3.73%-8.45%-11.01%15.59%-0.73%0.15%
2010-5.17%4.90%7.99%5.84%-7.71%-7.65%6.98%-6.81%12.15%4.02%3.38%8.10%

^DWSTSharpe 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. Small-Cap Total Stock Market Index Sharpe ratio is -0.64. 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.


-1.00-0.80-0.60-0.40-0.20JulyAugustSeptemberOctoberNovemberDecember
-0.64
-0.65
^DWST (Dow Jones U.S. Small-Cap Total Stock Market Index)
Benchmark (^GSPC)

^DWSTDrawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-22.98%
-17.37%
^DWST (Dow Jones U.S. Small-Cap Total Stock Market Index)
Benchmark (^GSPC)

^DWSTWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones U.S. Small-Cap Total Stock Market 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. Small-Cap Total Stock Market Index is 56.57%, recorded on Mar 18, 2020. It took 225 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.57%Feb 18, 202022Mar 18, 2020225Feb 8, 2021247
-30.86%Nov 9, 2021152Jun 16, 2022
-28.39%Jul 8, 201162Oct 3, 2011235Sep 6, 2012297
-26.54%Sep 4, 201878Dec 24, 2018267Jan 16, 2020345
-24.93%Jun 24, 2015161Feb 11, 2016191Nov 11, 2016352
-20.01%Apr 26, 201050Jul 6, 201087Nov 5, 2010137
-12.29%Jul 7, 201470Oct 13, 201451Dec 24, 2014121
-9.6%Sep 17, 201242Nov 15, 201231Jan 2, 201373
-9.29%May 2, 201130Jun 13, 201118Jul 7, 201148
-9.23%Jan 24, 201812Feb 8, 201868May 17, 201880

^DWSTVolatility Chart

Current Dow Jones U.S. Small-Cap Total Stock Market Index volatility is 25.88%. 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%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
25.88%
23.44%
^DWST (Dow Jones U.S. Small-Cap Total Stock Market Index)
Benchmark (^GSPC)