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

Index · Currency in USD · Last updated Dec 10, 2022

^W2DOWShare Price Chart


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^W2DOWPerformance

The chart shows the growth of $10,000 invested in Dow Jones Global ex-U.S. Index in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,280 for a total return of roughly 22.80%. All prices are adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
1.66%
4.93%
^W2DOW (Dow Jones Global ex-U.S. Index)
Benchmark (^GSPC)

^W2DOWCompare to other instruments

Search for stocks, ETFs, and funds to compare with ^W2DOW

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

^W2DOWReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M7.62%2.78%
6M-3.84%-2.08%
YTD-17.35%-14.10%
1Y-16.88%-12.91%
5Y-0.51%7.47%
10Y1.72%9.23%

^W2DOWMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-4.11%-2.04%-0.34%-6.80%0.28%-8.85%3.56%-3.35%-10.48%2.96%11.27%0.97%
20210.09%2.06%0.87%2.76%2.72%-0.68%-1.53%1.78%-3.32%1.92%-4.60%3.84%
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%
20197.40%1.76%0.25%2.23%-5.54%5.36%-1.78%-2.86%2.38%3.51%0.82%4.16%
20185.45%-4.69%-1.99%1.17%-2.49%-2.15%1.89%-2.30%0.14%-8.43%0.98%-4.75%
20173.55%1.64%2.05%1.98%2.72%0.10%3.46%0.35%1.56%1.92%0.81%2.19%
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%
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%
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%
20134.04%-1.03%0.09%3.34%-2.51%-4.71%4.29%-1.60%6.86%3.49%-0.03%0.91%
20127.04%5.41%-1.76%-1.90%-11.74%5.26%1.10%1.88%3.62%0.26%1.58%3.42%
20110.74%2.34%-0.46%4.54%-3.34%-1.55%-1.21%-8.84%-11.43%10.01%-5.37%-1.33%
2010-6.35%-0.24%6.58%-0.77%-10.95%-1.21%8.64%-2.79%9.78%3.30%-3.80%7.95%

^W2DOWSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Dow Jones Global ex-U.S. Index Sharpe ratio is -0.79. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-2.00-1.50-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.79
-0.44
^W2DOW (Dow Jones Global ex-U.S. Index)
Benchmark (^GSPC)

^W2DOWDrawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctoberNovemberDecember
-20.82%
-14.64%
^W2DOW (Dow Jones Global ex-U.S. Index)
Benchmark (^GSPC)

^W2DOWWorst 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 43.58%, recorded on Mar 23, 2020. It took 346 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.58%Feb 18, 202030Mar 23, 2020346May 7, 2021376
-32.21%Jun 16, 2021348Oct 13, 2022
-28.13%May 3, 2011111Oct 4, 2011644Feb 28, 2014755
-26.66%Jul 4, 2014502Feb 12, 2016482Sep 7, 2017984
-23.7%Jan 29, 2018283Dec 25, 2018350Feb 16, 2020633
-18.98%Apr 16, 201028May 25, 201096Oct 6, 2010124
-11.38%Jan 12, 201019Feb 5, 201046Apr 12, 201065
-7.54%Feb 21, 201117Mar 15, 201114Apr 4, 201131
-7.13%Nov 10, 201015Nov 30, 201023Dec 31, 201038
-3.6%May 11, 20213May 13, 202111May 28, 202114

^W2DOWVolatility Chart

Current Dow Jones Global ex-U.S. Index volatility is 13.65%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
13.65%
22.29%
^W2DOW (Dow Jones Global ex-U.S. Index)
Benchmark (^GSPC)