PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Dow Jones Global ex-U.S. Index (^W2DOW)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Dow Jones Global ex-U.S. Index

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

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.


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%December2024FebruaryMarchAprilMay
122.29%
396.52%
^W2DOW (Dow Jones Global ex-U.S. Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

Dow Jones Global ex-U.S. Index had a return of 6.23% year-to-date (YTD) and 12.48% in the last 12 months. Over the past 10 years, Dow Jones Global ex-U.S. Index had an annualized return of 1.76%, while the S&P 500 had an annualized return of 10.99%, indicating that Dow Jones Global ex-U.S. Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.23%11.18%
1 month6.53%5.60%
6 months12.62%17.48%
1 year12.48%26.33%
5 years (annualized)3.89%13.16%
10 years (annualized)1.76%10.99%

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%6.23%
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 50, 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 5050
^W2DOW (Dow Jones Global ex-U.S. Index)
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 5757Omega Ratio Rank
The Calmar Ratio Rank of ^W2DOW is 3939Calmar Ratio Rank
The Martin Ratio Rank of ^W2DOW is 4343Martin 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 1.51, compared to the broader market-1.000.001.002.003.001.51
Sortino ratio
The chart of Sortino ratio for ^W2DOW, currently valued at 2.17, compared to the broader market-2.00-1.000.001.002.003.004.002.17
Omega ratio
The chart of Omega ratio for ^W2DOW, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.27
Calmar ratio
The chart of Calmar ratio for ^W2DOW, currently valued at 0.68, compared to the broader market0.001.002.003.004.005.000.68
Martin ratio
The chart of Martin ratio for ^W2DOW, currently valued at 3.60, compared to the broader market0.005.0010.0015.0020.003.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market-1.000.001.002.003.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market-2.00-1.000.001.002.003.004.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.001.002.003.004.005.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.005.0010.0015.0020.009.12

Sharpe Ratio

The current Dow Jones Global ex-U.S. Index Sharpe ratio is 1.51. This value is calculated based on the past 12 months 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 Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.51
2.38
^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.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-6.92%
-0.09%
^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 6.92%.


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 2.44%, 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%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
2.44%
3.36%
^W2DOW (Dow Jones Global ex-U.S. Index)
Benchmark (^GSPC)