Dow Jones Global ex-U.S. Index (^W2DOW)
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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -4.53% | -5.04% |
| 6 months | -4.19% | 3.97% |
| Year-To-Date | 1.61% | 11.69% |
| 1 year | 15.77% | 19.60% |
| 5 years (annualized) | 0.07% | 7.47% |
| 10 years (annualized) | 0.81% | 8.45% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.63% | 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^W2DOW Dow Jones Global ex-U.S. Index | 1.37 | ||||
^GSPC S&P 500 | 1.04 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2000 | 314 | Mar 22, 2001 | 1222 | Dec 12, 2005 | 1536 |
| -61.6% | Nov 1, 2007 | 351 | Mar 9, 2009 | 3154 | Feb 16, 2020 | 3505 |
| -43.58% | Feb 18, 2020 | 30 | Mar 23, 2020 | 346 | May 7, 2021 | 376 |
| -32.21% | Jun 16, 2021 | 348 | Oct 13, 2022 | — | — | — |
| -15.95% | May 10, 2006 | 25 | Jun 13, 2006 | 121 | Nov 29, 2006 | 146 |
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.