^DJUSL vs. DIA
^DJUSL (Dow Jones U.S. Large-Cap Index) is an index, while DIA (State Street SPDR Dow Jones Industrial Average ETF Trust) is Large Cap Blend Equities fund tracking the Dow Jones Industrial Average. Over the past 10 years, ^DJUSL returned 14.07%/yr vs 13.26%/yr for DIA. Their correlation of 0.90 means they have usually moved in the same direction.
Performance
^DJUSL vs. DIA - Performance Comparison
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Returns By Period
In the year-to-date period, ^DJUSL achieves a 8.25% return, which is significantly lower than DIA's 9.95% return. Over the past 10 years, ^DJUSL has outperformed DIA with an annualized return of 14.07%, while DIA has yielded a comparatively lower 13.26% annualized return.
^DJUSL
- 1D
- 0.89%
- 1M
- 0.21%
- 6M
- 7.38%
- YTD
- 8.25%
- 1Y
- 20.56%
- 3Y*
- 19.18%
- 5Y*
- 11.89%
- 10Y*
- 14.07%
- ALL TIME*
- 6.21%
DIA
- 1D
- 0.54%
- 1M
- -0.65%
- 6M
- 8.01%
- YTD
- 9.95%
- 1Y
- 22.15%
- 3Y*
- 15.63%
- 5Y*
- 10.36%
- 10Y*
- 13.26%
- ALL TIME*
- 9.17%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $2.05B | $1.95B | $2.38B |
^DJUSL vs. DIA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^DJUSL Dow Jones U.S. Large-Cap Index | 8.25% | 17.84% | 26.52% | 28.92% | -21.96% | 25.66% | 19.80% | 28.82% | -5.11% | 20.08% |
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 9.95% | 14.71% | 14.82% | 16.02% | -7.02% | 20.83% | 9.59% | 24.70% | -3.74% | 28.08% |
Correlation
The correlation between ^DJUSL and DIA is 0.75, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.75 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2000 | 0.90 |
The correlation between ^DJUSL and DIA shifts across timeframes, from 0.75 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
^DJUSL vs. DIA — Risk / Return Rank
^DJUSL
DIA
^DJUSL vs. DIA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Large-Cap Index (^DJUSL) and State Street SPDR Dow Jones Industrial Average ETF Trust (DIA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^DJUSL | DIA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.30 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 2.12 | -0.34 |
| Martin ratioReturn relative to average drawdown | 6.97 | 8.21 | -1.24 |
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Drawdowns
^DJUSL vs. DIA - Drawdown Comparison
The maximum ^DJUSL drawdown since its inception was -60.82%, which is greater than DIA's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for ^DJUSL and DIA.
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Drawdown Indicators
| ^DJUSL | DIA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.82% | -51.87% | -8.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.43% | -9.76% | -0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -15.95% | -3.64% |
Max Drawdown (5Y)Largest decline over 5 years | -27.28% | -20.76% | -6.52% |
Max Drawdown (10Y)Largest decline over 10 years | -32.75% | -36.70% | +3.95% |
Current DrawdownCurrent decline from peak | -2.20% | -1.06% | -1.14% |
Average DrawdownAverage peak-to-trough decline | -17.56% | -7.11% | -10.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.52% | +0.14% |
Volatility
^DJUSL vs. DIA - Volatility Comparison
Dow Jones U.S. Large-Cap Index (^DJUSL) has a higher volatility of 3.96% compared to State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) at 3.74%. This indicates that ^DJUSL's price experiences larger fluctuations and is considered to be riskier than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^DJUSL | DIA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 3.74% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | 9.82% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.76% | 12.52% | +1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.69% | 14.83% | +2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.40% | 17.53% | +0.87% |
Frequently Asked Questions
^DJUSL and DIA have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^DJUSL has higher volatility (3.96%) compared to DIA (3.74%). In terms of maximum drawdown, ^DJUSL dropped -60.82% vs DIA's -51.87%.
DIA currently has the higher Sharpe Ratio (1.66 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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