^DWRTFT vs. NASDX
Compare and contrast key facts about Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
NASDX is a passively managed fund by Blackrock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DWRTFT or NASDX.
Performance
^DWRTFT vs. NASDX - Performance Comparison
Returns By Period
In the year-to-date period, ^DWRTFT achieves a 14.56% return, which is significantly lower than NASDX's 23.89% return. Over the past 10 years, ^DWRTFT has underperformed NASDX with an annualized return of 5.84%, while NASDX has yielded a comparatively higher 15.04% annualized return.
^DWRTFT
14.56%
0.21%
20.47%
28.89%
4.79%
5.84%
NASDX
23.89%
3.57%
10.65%
21.29%
16.12%
15.04%
Key characteristics
| ^DWRTFT | NASDX | |
|---|---|---|
| Sharpe Ratio | 1.77 | 1.12 |
| Sortino Ratio | 2.49 | 1.50 |
| Omega Ratio | 1.31 | 1.22 |
| Calmar Ratio | 1.17 | 1.41 |
| Martin Ratio | 7.95 | 5.22 |
| Ulcer Index | 3.63% | 4.08% |
| Daily Std Dev | 16.29% | 19.04% |
| Max Drawdown | -75.15% | -81.69% |
| Current Drawdown | -3.34% | -1.58% |
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Correlation
The correlation between ^DWRTFT and NASDX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
^DWRTFT vs. NASDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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
^DWRTFT vs. NASDX - Drawdown Comparison
The maximum ^DWRTFT drawdown since its inception was -75.15%, smaller than the maximum NASDX drawdown of -81.69%. Use the drawdown chart below to compare losses from any high point for ^DWRTFT and NASDX. For additional features, visit the drawdowns tool.
Volatility
^DWRTFT vs. NASDX - Volatility Comparison
The current volatility for Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) is 4.43%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 5.33%. This indicates that ^DWRTFT experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.