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Performance

^W1DOW Performance Chart

Dow Jones Global Index (^W1DOW) is up 12.1% since the beginning of the year. ^W1DOW is currently trading at $852 per share. Investors who bought $1,000 worth of ^W1DOW shares 5 years ago would now be looking at an investment worth $1,560.


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S&P 500 Index

Returns By Period

Dow Jones Global Index (^W1DOW) has returned 12.05% so far this year and 28.56% over the past 12 months. Over the last ten years, ^W1DOW has returned 10.56% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Dow Jones Global Index

1D
0.38%
1M
5.06%
YTD
12.05%
6M
13.39%
1Y
28.56%
3Y*
19.28%
5Y*
9.30%
10Y*
10.56%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^W1DOW Monthly Returns History

Based on dividend-adjusted daily data since Oct 28, 1998, ^W1DOW's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +12.4%, 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 53% of trading days. The best single day was Oct 13, 2008 with a return of +9.1%, while the worst single day was Mar 12, 2020 at -9.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.11%1.54%-7.56%9.91%4.84%0.47%12.05%
20253.18%-0.84%-4.00%0.82%5.52%4.36%1.27%2.54%3.25%1.97%-0.02%0.94%20.33%
20240.33%4.14%2.91%-3.52%3.81%1.74%1.78%2.18%2.32%-2.37%3.65%-2.64%14.87%
20237.03%-2.94%2.38%1.20%-1.39%5.62%3.64%-3.00%-4.28%-3.25%8.93%4.95%19.32%
2022-5.24%-2.50%1.72%-8.06%-0.17%-8.64%6.77%-3.69%-9.78%5.80%7.64%-3.74%-19.86%
2021-0.42%2.49%2.38%4.20%1.33%1.03%0.48%2.35%-4.14%4.73%-2.80%3.93%16.24%

Benchmark Metrics

Dow Jones Global Index has an annualized alpha of -0.04%, beta of 0.72, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since October 29, 1998.

  • This index participated in 100.91% of S&P 500 Index downside but only 91.43% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-0.04%
Beta
0.72
0.77
Upside Capture
91.43%
Downside Capture
100.91%

Return for Risk

Risk / Return Rank

^W1DOW ranks 82 for risk / return — in the top 82% of indices on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


^W1DOW Risk / Return Rank: 8282
Overall Rank
^W1DOW Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
^W1DOW Sortino Ratio Rank: 9090
Sortino Ratio Rank
^W1DOW Omega Ratio Rank: 9191
Omega Ratio Rank
^W1DOW Calmar Ratio Rank: 6666
Calmar Ratio Rank
^W1DOW Martin Ratio Rank: 7878
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.


^W1DOWBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.63

2.39

+0.24

Sortino ratio

Return per unit of downside risk

3.73

3.25

+0.48

Omega ratio

Gain probability vs. loss probability

1.51

1.43

+0.08

Calmar ratio

Return relative to maximum drawdown

2.86

3.11

-0.25

Martin ratio

Return relative to average drawdown

12.70

14.38

-1.68

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 59.33%, occurring on Mar 9, 2009. Recovery took 1374 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-59.33%Mar 2009
1y 4mo5y 2mo
6y 6moNov 2007 - May 2014
Dot-com crash2000–2002
-51.73%Oct 2002
2y 6mo3y 6mo
6y 1moMar 2000 - May 2006
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
-21.09%Dec 2018
11mo11mo 23d
1y 10moJan 2018 - Dec 2019

Drawdown Indicators


^W1DOWBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-59.33%

-56.78%

-2.55%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-9.10%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-16.16%

-18.90%

+2.74%

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

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-13.72%

-10.72%

-3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

1.97%

+0.21%

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.

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