^DJUSL vs. SPY
Compare and contrast key facts about Dow Jones U.S. Large-Cap Index (^DJUSL) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSL or SPY.
Correlation
The correlation between ^DJUSL and SPY is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^DJUSL vs. SPY - Performance Comparison
Key characteristics
^DJUSL:
2.77
SPY:
2.92
^DJUSL:
3.62
SPY:
3.86
^DJUSL:
1.51
SPY:
1.54
^DJUSL:
3.86
SPY:
4.22
^DJUSL:
17.26
SPY:
18.99
^DJUSL:
2.09%
SPY:
1.87%
^DJUSL:
13.07%
SPY:
12.13%
^DJUSL:
-60.82%
SPY:
-55.19%
^DJUSL:
0.00%
SPY:
0.00%
Returns By Period
The year-to-date returns for both stocks are quite close, with ^DJUSL having a 30.10% return and SPY slightly lower at 29.08%. Over the past 10 years, ^DJUSL has underperformed SPY with an annualized return of 12.28%, while SPY has yielded a comparatively higher 13.55% annualized return.
^DJUSL
30.10%
1.81%
14.02%
34.33%
15.32%
12.28%
SPY
29.08%
1.61%
14.54%
33.86%
15.99%
13.55%
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Risk-Adjusted Performance
^DJUSL vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Large-Cap Index (^DJUSL) and SPDR S&P 500 ETF (SPY). 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.
Drawdowns
^DJUSL vs. SPY - Drawdown Comparison
The maximum ^DJUSL drawdown since its inception was -60.82%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^DJUSL and SPY. For additional features, visit the drawdowns tool.
Volatility
^DJUSL vs. SPY - Volatility Comparison
Dow Jones U.S. Large-Cap Index (^DJUSL) has a higher volatility of 2.49% compared to SPDR S&P 500 ETF (SPY) at 2.20%. This indicates that ^DJUSL's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.