^DJUSST vs. VOO
^DJUSST (Dow Jones U.S. Iron & Steel Index) is an index, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ^DJUSST returned 14.65%/yr vs 15.16%/yr for VOO. A 0.61 correlation means they provide meaningful diversification when combined.
Performance
^DJUSST vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, ^DJUSST achieves a 29.97% return, which is significantly higher than VOO's 10.45% return. Both investments have delivered pretty close results over the past 10 years, with ^DJUSST having a 14.65% annualized return and VOO not far ahead at 15.16%.
^DJUSST
- 1D
- 2.33%
- 1M
- -14.27%
- 6M
- 27.23%
- YTD
- 29.97%
- 1Y
- 47.98%
- 3Y*
- 15.87%
- 5Y*
- 19.59%
- 10Y*
- 14.65%
VOO
- 1D
- -0.77%
- 1M
- 1.25%
- 6M
- 8.34%
- YTD
- 10.45%
- 1Y
- 21.53%
- 3Y*
- 20.16%
- 5Y*
- 13.01%
- 10Y*
- 15.16%
^DJUSST vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^DJUSST Dow Jones U.S. Iron & Steel Index | 29.97% | 41.01% | -23.32% | 32.54% | 17.42% | 80.64% | -7.86% | 15.40% | -24.56% | 11.22% |
VOO Vanguard S&P 500 ETF | 10.45% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between ^DJUSST and VOO is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.61 |
Over the past year, the correlation between ^DJUSST and VOO has dropped to 0.40 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
^DJUSST vs. VOO — Risk / Return Rank
^DJUSST
VOO
^DJUSST vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Iron & Steel Index (^DJUSST) and Vanguard S&P 500 ETF (VOO). 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.
| ^DJUSST | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.31 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.28 | 2.43 | -0.15 |
| Martin ratioReturn relative to average drawdown | 6.51 | 10.60 | -4.09 |
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Drawdowns
^DJUSST vs. VOO - Drawdown Comparison
The maximum ^DJUSST drawdown since its inception was -81.48%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^DJUSST and VOO.
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Drawdown Indicators
| ^DJUSST | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.48% | -33.99% | -47.49% |
Max Drawdown (1Y)Largest decline over 1 year | -21.17% | -8.90% | -12.27% |
Max Drawdown (3Y)Largest decline over 3 years | -38.57% | -18.69% | -19.88% |
Max Drawdown (5Y)Largest decline over 5 years | -38.57% | -24.52% | -14.05% |
Max Drawdown (10Y)Largest decline over 10 years | -61.00% | -33.99% | -27.01% |
Current DrawdownCurrent decline from peak | -14.27% | -1.11% | -13.16% |
Average DrawdownAverage peak-to-trough decline | -37.01% | -3.68% | -33.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.40% | 2.04% | +5.36% |
Volatility
^DJUSST vs. VOO - Volatility Comparison
Dow Jones U.S. Iron & Steel Index (^DJUSST) has a higher volatility of 11.68% compared to Vanguard S&P 500 ETF (VOO) at 4.16%. This indicates that ^DJUSST's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^DJUSST | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.68% | 4.16% | +7.52% |
Volatility (6M)Calculated over the trailing 6-month period | 22.44% | 9.97% | +12.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.44% | 12.53% | +16.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.70% | 16.93% | +16.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.07% | 18.00% | +16.07% |
Frequently Asked Questions
^DJUSST and VOO have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^DJUSST has higher volatility (11.68%) compared to VOO (4.16%). In terms of maximum drawdown, ^DJUSST dropped -81.48% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.73 vs 1.64), 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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