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Dow Jones U.S. Small-Cap Total Stock Market Index ...
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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^DWST vs. SCHA
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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 Total Stock Market Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
2,112.56%
1,242.31%
^DWST (Dow Jones U.S. Small-Cap Total Stock Market Index)
Benchmark (^GSPC)

Returns By Period

Dow Jones U.S. Small-Cap Total Stock Market Index had a return of -11.80% year-to-date (YTD) and -0.98% in the last 12 months. Over the past 10 years, Dow Jones U.S. Small-Cap Total Stock Market Index had an annualized return of 6.35%, while the S&P 500 had an annualized return of 10.27%, indicating that Dow Jones U.S. Small-Cap Total Stock Market Index did not perform as well as the benchmark.


^DWST

YTD

-11.80%

1M

-3.18%

6M

-10.31%

1Y

-0.98%

5Y*

10.72%

10Y*

6.35%

^GSPC (Benchmark)

YTD

-6.06%

1M

-1.00%

6M

-4.87%

1Y

8.34%

5Y*

14.11%

10Y*

10.27%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.45%-5.57%-7.03%-2.88%-11.80%
2024-3.79%4.98%3.52%-6.66%4.59%-1.09%8.28%-0.52%1.13%-1.01%10.50%-7.73%11.01%
202310.50%-1.88%-4.26%-1.74%-1.75%8.71%5.16%-4.10%-6.00%-6.44%9.59%11.85%18.43%
2022-8.95%0.96%0.89%-9.11%-0.09%-9.07%10.43%-2.31%-9.97%10.74%3.64%-6.12%-19.86%
20214.05%6.28%1.25%2.96%0.29%1.64%-2.72%2.31%-3.19%4.47%-4.35%2.83%16.33%
2020-3.03%-8.56%-22.89%14.87%7.27%3.19%4.18%4.56%-3.71%2.20%17.95%8.53%19.30%
201912.03%4.96%-1.76%3.66%-7.48%7.03%1.29%-4.51%1.12%2.07%3.92%2.84%26.50%
20182.68%-4.04%0.90%0.58%5.55%0.44%1.64%4.65%-2.43%-10.59%1.66%-11.79%-11.78%
20171.19%1.82%-0.15%0.77%-1.83%2.85%1.12%-0.93%5.42%0.91%3.02%0.10%15.02%
2016-8.07%0.80%8.47%1.78%1.89%0.26%5.28%0.94%0.64%-4.35%9.75%2.18%19.87%
2015-2.68%6.21%1.38%-1.85%2.21%-0.27%-0.67%-6.21%-4.83%5.67%2.35%-4.74%-4.23%
2014-2.19%5.15%-0.33%-2.95%0.71%5.02%-5.52%5.16%-5.46%5.06%0.65%1.79%6.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^DWST is 29, 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 ^DWST is 2929
Overall Rank
The Sharpe Ratio Rank of ^DWST is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWST is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ^DWST is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ^DWST is 2828
Calmar Ratio Rank
The Martin Ratio Rank of ^DWST is 2828
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 Total Stock Market Index (^DWST) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for ^DWST, currently valued at -0.04, compared to the broader market-0.500.000.501.001.50
^DWST: -0.04
^GSPC: 0.46
The chart of Sortino ratio for ^DWST, currently valued at 0.11, compared to the broader market-1.00-0.500.000.501.001.502.00
^DWST: 0.11
^GSPC: 0.77
The chart of Omega ratio for ^DWST, currently valued at 1.01, compared to the broader market0.901.001.101.201.30
^DWST: 1.01
^GSPC: 1.11
The chart of Calmar ratio for ^DWST, currently valued at -0.03, compared to the broader market-0.500.000.501.00
^DWST: -0.03
^GSPC: 0.47
The chart of Martin ratio for ^DWST, currently valued at -0.12, compared to the broader market0.002.004.006.00
^DWST: -0.12
^GSPC: 1.94

The current Dow Jones U.S. Small-Cap Total Stock Market Index Sharpe ratio is -0.04. 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 U.S. Small-Cap Total Stock Market 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.04
0.46
^DWST (Dow Jones U.S. Small-Cap Total Stock Market 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%NovemberDecember2025FebruaryMarchApril
-18.93%
-10.07%
^DWST (Dow Jones U.S. Small-Cap Total Stock Market Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones U.S. Small-Cap Total Stock Market 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 Total Stock Market Index was 60.13%, occurring on Mar 9, 2009. Recovery took 452 trading sessions.

The current Dow Jones U.S. Small-Cap Total Stock Market Index drawdown is 18.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.13%Jul 16, 2007431Mar 9, 2009452Dec 9, 2010883
-56.57%Feb 18, 202022Mar 18, 2020225Feb 8, 2021247
-46.84%Mar 10, 2000674Oct 9, 2002338Jan 26, 20041012
-30.86%Nov 9, 2021152Jun 16, 2022601Nov 6, 2024753
-28.39%Jul 8, 201162Oct 3, 2011235Sep 6, 2012297

Volatility

Volatility Chart

The current Dow Jones U.S. Small-Cap Total Stock Market Index volatility is 14.91%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.91%
14.23%
^DWST (Dow Jones U.S. Small-Cap Total Stock Market Index)
Benchmark (^GSPC)