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Dow Jones Global ex-U.S. Index (^W2DOW)

Index · Currency in USD · Last updated Oct 3, 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 ex-U.S. Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
-4.52%
4.58%
^W2DOW (Dow Jones Global ex-U.S. Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Dow Jones Global ex-U.S. Index

Popular comparisons: ^W2DOW vs. IRM, ^W2DOW vs. KRG, ^W2DOW vs. VICI

Return

Dow Jones Global ex-U.S. Index had a return of 1.61% year-to-date (YTD) and 15.77% in the last 12 months. Over the past 10 years, Dow Jones Global ex-U.S. Index had an annualized return of 0.81%, while the S&P 500 had an annualized return of 8.45%, indicating that Dow Jones Global ex-U.S. Index did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-4.53%-5.04%
6 months-4.19%3.97%
Year-To-Date1.61%11.69%
1 year15.77%19.60%
5 years (annualized)0.07%7.47%
10 years (annualized)0.81%8.45%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20231.63%1.37%-3.70%4.15%4.01%-4.48%-3.48%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global ex-U.S. Index (^W2DOW) 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
^W2DOW
Dow Jones Global ex-U.S. Index
1.37
^GSPC
S&P 500
1.04

Sharpe Ratio

The current Dow Jones Global ex-U.S. Index Sharpe ratio is 1.37. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.50MayJuneJulyAugustSeptemberOctober
1.37
1.05
^W2DOW (Dow Jones Global ex-U.S. Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-20.76%
-6.96%
^W2DOW (Dow Jones Global ex-U.S. Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones Global ex-U.S. Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Dow Jones Global ex-U.S. Index is 93.05%, recorded on Mar 22, 2001. It took 1222 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.05%Jan 4, 2000314Mar 22, 20011222Dec 12, 20051536
-61.6%Nov 1, 2007351Mar 9, 20093154Feb 16, 20203505
-43.58%Feb 18, 202030Mar 23, 2020346May 7, 2021376
-32.21%Jun 16, 2021348Oct 13, 2022
-15.95%May 10, 200625Jun 13, 2006121Nov 29, 2006146

Volatility Chart

The current Dow Jones Global ex-U.S. Index volatility is 2.79%, 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%3.00%4.00%5.00%MayJuneJulyAugustSeptemberOctober
2.79%
3.15%
^W2DOW (Dow Jones Global ex-U.S. Index)
Benchmark (^GSPC)