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Dow Jones Global ex-U.S. Index (^W2DOW)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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

Performance

Performance Chart

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.


100.00%150.00%200.00%250.00%300.00%350.00%400.00%450.00%MayJuneJulyAugustSeptemberOctober
129.18%
449.08%
^W2DOW (Dow Jones Global ex-U.S. Index)
Benchmark (^GSPC)

Returns By Period

Dow Jones Global ex-U.S. Index had a return of 9.53% year-to-date (YTD) and 22.85% in the last 12 months. Over the past 10 years, Dow Jones Global ex-U.S. Index had an annualized return of 2.64%, while the S&P 500 had an annualized return of 11.71%, indicating that Dow Jones Global ex-U.S. Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date9.53%22.95%
1 month2.10%4.39%
6 months10.15%18.07%
1 year22.85%37.09%
5 years (annualized)3.92%14.48%
10 years (annualized)2.64%11.71%

Monthly Returns

The table below presents the monthly returns of ^W2DOW, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.08%2.39%2.60%-2.17%2.63%-0.52%2.40%2.23%2.85%9.53%
20237.53%-3.50%1.63%1.37%-3.70%4.15%4.01%-4.48%-3.48%-4.21%8.83%4.84%12.35%
2022-4.11%-2.04%-0.34%-6.80%0.28%-8.85%3.56%-3.35%-10.48%2.96%11.27%-0.55%-18.59%
20210.09%2.06%0.87%2.76%2.72%-0.68%-1.53%1.78%-3.32%1.92%-4.60%3.84%5.68%
2020-2.71%-7.87%-15.38%7.80%3.52%4.16%3.83%4.72%-2.49%-2.15%13.32%5.41%9.26%
20197.40%1.76%0.25%2.23%-5.54%5.36%-1.78%-2.86%2.38%3.51%0.82%4.16%18.37%
20185.45%-4.69%-1.99%1.17%-2.49%-2.15%1.89%-2.30%0.14%-8.43%0.98%-4.75%-16.52%
20173.55%1.64%2.05%1.98%2.72%0.10%3.46%0.35%1.56%1.92%0.81%2.19%24.67%
2016-6.99%-1.20%7.78%2.34%-1.94%-2.79%5.87%0.35%1.09%-1.60%-2.57%2.30%1.78%
2015-0.08%4.89%-1.65%4.79%-1.62%-2.87%-0.80%-7.62%-4.63%7.36%-1.89%-1.73%-6.63%
2014-4.33%4.80%-0.05%0.80%1.62%1.75%-1.16%0.35%-4.99%-1.10%0.47%-3.42%-5.53%
20134.04%-1.03%0.09%3.34%-2.51%-4.71%4.29%-1.60%6.86%3.49%-0.03%0.91%13.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^W2DOW is 53, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^W2DOW is 5353
Combined Rank
The Sharpe Ratio Rank of ^W2DOW is 5555Sharpe Ratio Rank
The Sortino Ratio Rank of ^W2DOW is 5656Sortino Ratio Rank
The Omega Ratio Rank of ^W2DOW is 6060Omega Ratio Rank
The Calmar Ratio Rank of ^W2DOW is 3939Calmar Ratio Rank
The Martin Ratio Rank of ^W2DOW is 5858Martin 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 ex-U.S. Index (^W2DOW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^W2DOW
Sharpe ratio
The chart of Sharpe ratio for ^W2DOW, currently valued at 2.17, compared to the broader market0.001.002.003.004.002.17
Sortino ratio
The chart of Sortino ratio for ^W2DOW, currently valued at 2.98, compared to the broader market-1.000.001.002.003.004.005.002.98
Omega ratio
The chart of Omega ratio for ^W2DOW, currently valued at 1.42, compared to the broader market1.001.201.401.601.42
Calmar ratio
The chart of Calmar ratio for ^W2DOW, currently valued at 1.14, compared to the broader market0.001.002.003.004.005.001.14
Martin ratio
The chart of Martin ratio for ^W2DOW, currently valued at 12.09, compared to the broader market0.005.0010.0015.0020.0025.0012.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.89, compared to the broader market0.001.002.003.004.002.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.84, compared to the broader market-1.000.001.002.003.004.005.003.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.53, compared to the broader market1.001.201.401.601.53
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.54, compared to the broader market0.001.002.003.004.005.002.54
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.73, compared to the broader market0.005.0010.0015.0020.0025.0018.73

Sharpe Ratio

The current Dow Jones Global ex-U.S. Index Sharpe ratio is 2.17. 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 ex-U.S. 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 Ratio0.501.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.17
2.89
^W2DOW (Dow Jones Global ex-U.S. 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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-4.03%
0
^W2DOW (Dow Jones Global ex-U.S. Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones Global ex-U.S. 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 ex-U.S. Index was 93.05%, occurring on Mar 22, 2001. Recovery took 1222 trading sessions.

The current Dow Jones Global ex-U.S. Index drawdown is 4.03%.


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

Volatility Chart

The current Dow Jones Global ex-U.S. Index volatility is 3.11%, 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%6.00%MayJuneJulyAugustSeptemberOctober
3.11%
2.56%
^W2DOW (Dow Jones Global ex-U.S. Index)
Benchmark (^GSPC)