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Dow Jones U.S. Small-Cap Index (^DJUSS)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dow Jones U.S. Small-Cap Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


250.00%300.00%350.00%400.00%450.00%500.00%December2025FebruaryMarchAprilMay
430.95%
307.50%
^DJUSS (Dow Jones U.S. Small-Cap Index)
Benchmark (^GSPC)

Returns By Period

Dow Jones U.S. Small-Cap Index (^DJUSS) returned -4.55% year-to-date (YTD) and 3.11% over the past 12 months. Over the past 10 years, ^DJUSS returned 5.73% annually, underperforming the S&P 500 benchmark at 10.43%.


^DJUSS

YTD

-4.55%

1M

16.31%

6M

-8.44%

1Y

3.11%

5Y*

10.60%

10Y*

5.73%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.89%-4.93%-6.05%-1.52%3.45%-4.55%
2024-2.09%5.77%4.66%-6.76%4.01%-1.54%5.14%0.36%2.42%-0.35%9.32%-7.50%12.68%
20239.72%-2.94%-3.01%-1.05%-2.86%8.91%4.09%-3.31%-5.51%-6.00%8.86%8.94%14.61%
2022-7.94%0.76%1.24%-8.05%0.05%-9.85%10.52%-2.88%-9.90%8.83%5.27%-5.88%-18.78%
20210.82%6.36%2.52%5.11%-0.25%0.62%0.17%2.41%-4.02%5.45%-4.51%3.60%19.14%
2020-2.07%-8.90%-22.37%14.71%7.13%1.82%4.62%3.43%-2.84%1.56%14.34%6.32%12.46%
201911.85%4.71%-0.76%3.50%-7.68%6.90%0.90%-3.78%1.51%1.34%3.86%1.84%25.42%
20183.07%-4.46%0.54%-0.18%4.36%0.24%1.91%4.27%-1.71%-9.92%1.97%-11.39%-12.11%
20171.97%2.60%-0.50%0.45%-1.22%1.55%1.28%-0.78%3.57%1.43%2.91%0.41%14.45%
2016-8.00%1.25%8.44%1.68%1.48%-0.40%5.04%0.29%-0.13%-3.76%8.17%1.54%15.44%
2015-1.98%5.98%0.95%-2.38%2.18%-1.05%-0.69%-6.08%-5.40%5.52%0.88%-5.06%-7.68%
2014-1.76%4.92%-0.36%-2.52%1.23%4.48%-5.66%4.89%-5.65%5.59%1.05%1.25%6.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DJUSS is 33, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^DJUSS is 3333
Overall Rank
The Sharpe Ratio Rank of ^DJUSS is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSS is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSS is 3333
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSS is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSS is 3232
Martin 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 U.S. Small-Cap Index (^DJUSS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Dow Jones U.S. Small-Cap Index Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.14
  • 5-Year: 0.50
  • 10-Year: 0.25
  • All Time: 0.29

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Dow Jones U.S. Small-Cap Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.14
0.48
^DJUSS (Dow Jones U.S. Small-Cap 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-12.04%
-7.82%
^DJUSS (Dow Jones U.S. Small-Cap Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones U.S. Small-Cap 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 U.S. Small-Cap Index was 60.34%, occurring on Mar 9, 2009. Recovery took 485 trading sessions.

The current Dow Jones U.S. Small-Cap Index drawdown is 12.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.34%Jul 16, 2007416Mar 9, 2009485Feb 7, 2011901
-52.33%Feb 18, 202025Mar 23, 2020226Feb 12, 2021251
-39.7%Mar 10, 2000648Oct 9, 2002286Nov 26, 2003934
-28.1%May 2, 2011109Oct 3, 2011240Sep 13, 2012349
-27.67%Nov 9, 2021224Sep 30, 2022510Oct 11, 2024734

Volatility

Volatility Chart

The current Dow Jones U.S. Small-Cap Index volatility is 11.59%, 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.59%
11.21%
^DJUSS (Dow Jones U.S. Small-Cap Index)
Benchmark (^GSPC)