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Performance

^W1DOW Performance Chart

Dow Jones Global Index (^W1DOW) is up 9.1% since the beginning of the year. ^W1DOW is currently trading at $830 per share. Investors who bought $1,000 worth of ^W1DOW shares 5 years ago would now be looking at an investment worth $1,506.


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S&P 500 Index

Returns By Period

Dow Jones Global Index (^W1DOW) has returned 9.14% so far this year and 24.06% over the past 12 months. Over the last ten years, ^W1DOW has returned 10.72% per year, falling short of the S&P 500 Index benchmark, which averaged 13.71% annually.


Dow Jones Global Index

1D
-1.70%
1M
-0.51%
YTD
9.14%
6M
8.52%
1Y
24.06%
3Y*
17.87%
5Y*
8.53%
10Y*
10.72%

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^W1DOW Monthly Returns History

Based on dividend-adjusted daily data since May 14, 2001, ^W1DOW's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +12.3%, while the worst month was Oct 2008 at -20.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ^W1DOW closed higher 54% of trading days. The best single day was Aug 31, 2004 with a return of +11.2%, while the worst single day was Aug 30, 2004 at -10.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.96%1.66%-7.40%9.79%4.75%-2.09%9.14%
20253.10%-0.80%-3.95%0.73%5.62%4.45%1.11%2.61%3.22%2.01%-0.04%0.97%20.37%
20240.19%4.23%2.89%-3.44%3.80%1.75%1.84%2.12%2.22%-2.20%3.57%-2.66%14.85%
20237.07%-3.05%2.47%1.20%-1.30%5.51%3.55%-2.93%-4.28%-3.26%8.95%4.95%19.32%
2022-5.09%-2.55%1.61%-8.03%-0.10%-8.56%6.75%-3.81%-9.79%5.86%8.02%-4.07%-19.78%
2021-0.45%2.41%2.45%4.21%1.37%1.01%0.51%2.34%-4.13%4.69%-2.59%3.64%16.15%

Benchmark Metrics

Dow Jones Global Index has an annualized alpha of 0.48%, beta of 0.72, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since May 14, 2001.

  • This index participated in 101.98% of S&P 500 Index downside but only 94.44% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.48%
Beta
0.72
0.73
Upside Capture
94.44%
Downside Capture
101.98%

Return for Risk

Risk / Return Rank

^W1DOW ranks 79 for risk / return — better than 79% of indices on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


^W1DOW Risk / Return Rank: 7979
Overall Rank
^W1DOW Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
^W1DOW Sortino Ratio Rank: 8484
Sortino Ratio Rank
^W1DOW Omega Ratio Rank: 8585
Omega Ratio Rank
^W1DOW Calmar Ratio Rank: 6767
Calmar Ratio Rank
^W1DOW Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Dow Jones Global Index (^W1DOW) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


^W1DOWBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.40

1.32

+0.08

Calmar ratioReturn relative to maximum drawdown

2.54

2.46

+0.08

Martin ratioReturn relative to average drawdown

10.98

10.92

+0.06

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 Global 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 Global Index was 59.23%, occurring on Mar 9, 2009. Recovery took 1303 trading sessions.

The current Dow Jones Global Index drawdown is 2.56%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-59.23%Mar 2009
1y 4mo5y 2mo
6y 6moNov 2007 - May 2014
Dot-com crash2000–2002
-38.72%Oct 2002
1y 4mo2y 1mo
3y 5moMay 2001 - Nov 2004
COVID crash2020
-34.28%Mar 2020
1mo 9d5mo 8d
6mo 17dFeb 2020 - Aug 2020
Bear market2022
-27.87%Oct 2022
11mo 7d1y 4mo
2y 3moNov 2021 - Mar 2024
Rate-hike selloffLate 2018
-20.72%Dec 2018
10mo 29d11mo 24d
1y 10moJan 2018 - Dec 2019

Drawdown Indicators


^W1DOWBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.23%

-56.78%

-2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.51%

-9.10%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-16.12%

-18.90%

+2.78%

Max Drawdown (5Y)

Largest decline over 5 years

-27.87%

-25.43%

-2.44%

Max Drawdown (10Y)

Largest decline over 10 years

-34.28%

-33.92%

-0.36%

Current Drawdown

Current decline from peak

-2.56%

-3.21%

+0.65%

Average Drawdown

Average peak-to-trough decline

-11.62%

-10.71%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.04%

+0.16%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ^W1DOW

Add Dow Jones Global Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with ^W1DOW