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Dow Jones Global Index (^W1DOW)

Index · Currency in USD · Last updated Nov 25, 2023
Summary

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in Dow Jones Global Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%JuneJulyAugustSeptemberOctoberNovember
192.36%
323.70%
^W1DOW (Dow Jones Global Index)
Benchmark (^GSPC)

S&P 500

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Dow Jones Global Index

Popular comparisons: ^W1DOW vs. SCHX, ^W1DOW vs. ^SP500TR

Return

Dow Jones Global Index had a return of 13.39% year-to-date (YTD) and 9.99% in the last 12 months. Over the past 10 years, Dow Jones Global Index had an annualized return of 4.64%, while the S&P 500 had an annualized return of 9.74%, indicating that Dow Jones Global Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date13.39%18.75%
1 month8.49%8.90%
6 months5.79%8.42%
1 year9.99%13.21%
5 years (annualized)6.51%11.63%
10 years (annualized)4.64%9.74%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20231.20%-1.39%5.62%3.64%-3.00%-4.28%-3.25%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global Index (^W1DOW) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^W1DOW
Dow Jones Global Index
1.03
^GSPC
S&P 500
0.98

Sharpe Ratio

The current Dow Jones Global Index Sharpe ratio is 1.03. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.03
1.17
^W1DOW (Dow Jones Global Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JuneJulyAugustSeptemberOctoberNovember
-9.87%
-4.95%
^W1DOW (Dow Jones Global Index)
Benchmark (^GSPC)

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.33%Nov 1, 2007351Mar 9, 20091374May 12, 20141725
-51.73%Mar 27, 2000653Oct 9, 2002927May 2, 20061580
-34.28%Feb 13, 202034Mar 23, 2020134Aug 28, 2020168
-27.87%Nov 9, 2021241Oct 12, 2022
-21.09%Jan 29, 2018281Dec 25, 2018297Dec 13, 2019578

Volatility Chart

The current Dow Jones Global Index volatility is 2.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%JuneJulyAugustSeptemberOctoberNovember
2.90%
3.27%
^W1DOW (Dow Jones Global Index)
Benchmark (^GSPC)

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