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^DWRTFT vs. NASDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.5

Performance

^DWRTFT vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.54%
-5.83%
^DWRTFT
NASDX

Key characteristics

Sharpe Ratio

^DWRTFT:

0.40

NASDX:

0.74

Sortino Ratio

^DWRTFT:

0.65

NASDX:

1.06

Omega Ratio

^DWRTFT:

1.08

NASDX:

1.15

Calmar Ratio

^DWRTFT:

0.28

NASDX:

1.07

Martin Ratio

^DWRTFT:

1.72

NASDX:

3.34

Ulcer Index

^DWRTFT:

3.75%

NASDX:

4.36%

Daily Std Dev

^DWRTFT:

15.96%

NASDX:

19.62%

Max Drawdown

^DWRTFT:

-75.15%

NASDX:

-81.69%

Current Drawdown

^DWRTFT:

-11.07%

NASDX:

-9.17%

Returns By Period

In the year-to-date period, ^DWRTFT achieves a -2.50% return, which is significantly lower than NASDX's -1.08% return. Over the past 10 years, ^DWRTFT has underperformed NASDX with an annualized return of 3.83%, while NASDX has yielded a comparatively higher 14.49% annualized return.


^DWRTFT

YTD

-2.50%

1M

-5.92%

6M

1.54%

1Y

5.64%

5Y*

2.75%

10Y*

3.83%

NASDX

YTD

-1.08%

1M

-4.65%

6M

-5.83%

1Y

14.27%

5Y*

13.76%

10Y*

14.49%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^DWRTFT vs. NASDX — Risk-Adjusted Performance Rank

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

^DWRTFT
The Risk-Adjusted Performance Rank of ^DWRTFT is 2828
Overall Rank
The Sharpe Ratio Rank of ^DWRTFT is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWRTFT is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ^DWRTFT is 2424
Omega Ratio Rank
The Calmar Ratio Rank of ^DWRTFT is 3030
Calmar Ratio Rank
The Martin Ratio Rank of ^DWRTFT is 3434
Martin Ratio Rank

NASDX
The Risk-Adjusted Performance Rank of NASDX is 6060
Overall Rank
The Sharpe Ratio Rank of NASDX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of NASDX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of NASDX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of NASDX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of NASDX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^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.


Sharpe ratio
The chart of Sharpe ratio for ^DWRTFT, currently valued at 0.40, compared to the broader market-0.500.000.501.001.502.002.500.400.74
The chart of Sortino ratio for ^DWRTFT, currently valued at 0.65, compared to the broader market-1.000.001.002.003.000.651.05
The chart of Omega ratio for ^DWRTFT, currently valued at 1.08, compared to the broader market0.901.001.101.201.301.401.081.15
The chart of Calmar ratio for ^DWRTFT, currently valued at 0.28, compared to the broader market0.001.002.003.000.281.06
The chart of Martin ratio for ^DWRTFT, currently valued at 1.72, compared to the broader market0.005.0010.0015.001.723.29
^DWRTFT
NASDX

The current ^DWRTFT Sharpe Ratio is 0.40, which is lower than the NASDX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of ^DWRTFT and NASDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.40
0.74
^DWRTFT
NASDX

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.07%
-9.17%
^DWRTFT
NASDX

Volatility

^DWRTFT vs. NASDX - Volatility Comparison

Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) have volatilities of 6.01% and 6.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
6.01%
6.06%
^DWRTFT
NASDX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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