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Performance
Performance Chart
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.
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Returns By Period
Dow Jones Global Index (^W1DOW) has returned -3.22% so far this year and 18.57% over the past 12 months. Over the last ten years, ^W1DOW has returned 9.19% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Dow Jones Global Index
- 1D
- 1.77%
- 1M
- -7.56%
- YTD
- -3.22%
- 6M
- -0.40%
- 1Y
- 18.57%
- 3Y*
- 14.49%
- 5Y*
- 7.08%
- 10Y*
- 9.19%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Oct 28, 1998, ^W1DOW's average daily return is +0.02%, while the average monthly return is +0.53%. At this rate, your investment would double in approximately 10.9 years.
Historically, 60% of months were positive and 40% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.11% | 1.54% | -7.56% | -3.22% | |||||||||
| 2025 | 3.18% | -0.84% | -4.00% | 0.82% | 5.52% | 4.36% | 1.27% | 2.54% | 3.25% | 1.97% | -0.02% | 0.94% | 20.33% |
| 2024 | 0.33% | 4.14% | 2.91% | -3.52% | 3.81% | 1.74% | 1.78% | 2.18% | 2.32% | -2.37% | 3.65% | -2.64% | 14.87% |
| 2023 | 7.03% | -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 -0.14%, 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 91.49% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.14%
- Beta
- 0.72
- R²
- 0.77
- Upside Capture
- 91.49%
- Downside Capture
- 100.91%
Return for Risk
Risk / Return Rank
^W1DOW ranks 86 for risk / return — in the top 86% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Dow Jones Global Index (^W1DOW) and compare them to a chosen benchmark (S&P 500 Index).
| ^W1DOW | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 0.90 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.39 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.33 | 1.40 | +0.93 |
Martin ratioReturn relative to average drawdown | 11.24 | 6.61 | +4.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^W1DOW risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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.
The current Dow Jones Global Index drawdown is 7.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.33% | Nov 1, 2007 | 351 | Mar 9, 2009 | 1374 | May 12, 2014 | 1725 |
| -51.73% | Mar 27, 2000 | 653 | Oct 9, 2002 | 927 | May 2, 2006 | 1580 |
| -34.28% | Feb 13, 2020 | 34 | Mar 23, 2020 | 134 | Aug 28, 2020 | 168 |
| -27.87% | Nov 9, 2021 | 241 | Oct 12, 2022 | 366 | Mar 7, 2024 | 607 |
| -21.09% | Jan 29, 2018 | 281 | Dec 25, 2018 | 297 | Dec 13, 2019 | 578 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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