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Dow Jones Global Index (^W1DOW)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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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.


200.00%250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
244.56%
413.51%
^W1DOW (Dow Jones Global Index)
Benchmark (^GSPC)

Returns By Period

Dow Jones Global Index had a return of -2.49% year-to-date (YTD) and 7.47% in the last 12 months. Over the past 10 years, Dow Jones Global Index had an annualized return of 5.30%, while the S&P 500 had an annualized return of 10.05%, indicating that Dow Jones Global Index did not perform as well as the benchmark.


^W1DOW

YTD

-2.49%

1M

-3.81%

6M

-3.02%

1Y

7.47%

5Y*

10.56%

10Y*

5.30%

^GSPC (Benchmark)

YTD

-6.75%

1M

-5.05%

6M

-5.60%

1Y

8.15%

5Y*

14.14%

10Y*

10.05%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^W1DOW, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.18%-0.84%-4.00%-0.73%-2.49%
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%
2020-1.31%-8.15%-14.39%10.66%4.37%2.98%4.81%6.05%-3.23%-2.31%12.37%4.67%14.08%
20197.89%2.51%0.89%3.12%-6.12%6.15%-0.09%-2.45%1.97%2.70%2.27%3.37%23.71%
20185.41%-4.30%-2.16%0.69%-0.07%-0.80%2.66%0.51%0.18%-7.82%1.43%-7.23%-11.68%
20172.72%2.64%0.93%1.44%1.83%0.36%2.63%0.18%1.81%2.03%1.72%1.66%21.83%
2016-6.28%-0.73%7.27%1.37%-0.18%-0.98%4.38%0.14%0.51%-1.86%0.67%2.01%5.87%
2015-1.46%5.21%-1.49%2.67%-0.29%-2.46%0.42%-6.91%-3.81%7.62%-0.86%-1.90%-4.02%
2014-3.83%4.66%0.19%0.53%1.83%1.96%-1.51%2.05%-3.60%0.65%1.40%-1.88%2.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^W1DOW is 56, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^W1DOW is 5656
Overall Rank
The Sharpe Ratio Rank of ^W1DOW is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of ^W1DOW is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ^W1DOW is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ^W1DOW is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ^W1DOW is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Dow Jones Global Index (^W1DOW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for ^W1DOW, currently valued at 0.34, compared to the broader market-0.500.000.501.001.50
^W1DOW: 0.34
^GSPC: 0.49
The chart of Sortino ratio for ^W1DOW, currently valued at 0.55, compared to the broader market-1.000.001.002.00
^W1DOW: 0.55
^GSPC: 0.81
The chart of Omega ratio for ^W1DOW, currently valued at 1.08, compared to the broader market0.901.001.101.201.30
^W1DOW: 1.08
^GSPC: 1.12
The chart of Calmar ratio for ^W1DOW, currently valued at 0.30, compared to the broader market-0.500.000.501.00
^W1DOW: 0.30
^GSPC: 0.50
The chart of Martin ratio for ^W1DOW, currently valued at 1.31, compared to the broader market-2.000.002.004.006.00
^W1DOW: 1.31
^GSPC: 2.07

The current Dow Jones Global Index Sharpe ratio is 0.34. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Dow Jones Global Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.34
0.49
^W1DOW (Dow Jones Global Index)
Benchmark (^GSPC)

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.39%
-10.73%
^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.

The current Dow Jones Global Index drawdown is 7.39%.


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, 2022366Mar 7, 2024607
-21.09%Jan 29, 2018281Dec 25, 2018297Dec 13, 2019578

Volatility

Volatility Chart

The current Dow Jones Global Index volatility is 9.89%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.89%
14.23%
^W1DOW (Dow Jones Global Index)
Benchmark (^GSPC)