^DWRTF vs. VOO

Last updated Jun 24, 2026

^DWRTF (Dow Jones U.S. Select REIT Index) is an index, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index.

Performance

^DWRTF vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Select REIT Index (^DWRTF) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^DWRTF

• 1D: 1.06%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VOO

• 1D: -1.42%
• 1M: -1.34%
• YTD: 8.19%
• 6M: 7.24%
• 1Y: 23.69%
• 3Y*: 20.78%
• 5Y*: 13.13%
• 10Y*: 15.61%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^DWRTF vs. VOO - Yearly Performance Comparison

	2026 (YTD)
^DWRTF Dow Jones U.S. Select REIT Index	1.06%
VOO Vanguard S&P 500 ETF	-1.42%

Return for Risk

^DWRTF vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DWRTF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VOO

VOO Risk / Return Rank: 59
VOO Sharpe Ratio Rank: 59
VOO Sortino Ratio Rank: 56
VOO Omega Ratio Rank: 58
VOO Calmar Ratio Rank: 56
VOO Martin Ratio Rank: 67

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^DWRTF vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Select REIT Index (^DWRTF) 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.

	^DWRTF	VOO	Difference
Sharpe ratio: Return per unit of total volatility	—	1.91	—
Sortino ratio: Return per unit of downside risk	—	2.60	—
Omega ratio: Gain probability vs. loss probability	—	1.35	—
Calmar ratio: Return relative to maximum drawdown	—	2.67	—
Martin ratio: Return relative to average drawdown	—	11.96	—

Drawdowns

^DWRTF vs. VOO - Drawdown Comparison

The maximum ^DWRTF drawdown since its inception was 0.00%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ^DWRTF and VOO.

Drawdown Indicators

	^DWRTF	VOO	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-33.99%	+33.99%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.90%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-18.69%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.99%	—
Current Drawdown Current decline from peak	0.00%	-3.14%	+3.14%
Average Drawdown Average peak-to-trough decline	0.00%	-3.68%	+3.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.99%	—

Volatility

Volatility by Period

	^DWRTF	VOO	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.83%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.82%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.46%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.91%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	18.02%	—