^DWRTFT vs. SPY
Compare and contrast key facts about Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) 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: ^DWRTFT or SPY.
Performance
^DWRTFT vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, ^DWRTFT achieves a 14.56% return, which is significantly lower than SPY's 26.47% return. Over the past 10 years, ^DWRTFT has underperformed SPY with an annualized return of 5.84%, while SPY has yielded a comparatively higher 13.14% annualized return.
^DWRTFT
14.56%
0.21%
20.47%
28.89%
4.79%
5.84%
SPY
26.47%
3.03%
13.19%
32.65%
15.68%
13.14%
Key characteristics
| ^DWRTFT | SPY | |
|---|---|---|
| Sharpe Ratio | 1.77 | 2.69 |
| Sortino Ratio | 2.49 | 3.59 |
| Omega Ratio | 1.31 | 1.50 |
| Calmar Ratio | 1.17 | 3.88 |
| Martin Ratio | 7.95 | 17.47 |
| Ulcer Index | 3.63% | 1.87% |
| Daily Std Dev | 16.29% | 12.14% |
| Max Drawdown | -75.15% | -55.19% |
| Current Drawdown | -3.34% | -0.54% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between ^DWRTFT and SPY is 0.55, 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. SPY - 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 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
^DWRTFT vs. SPY - Drawdown Comparison
The maximum ^DWRTFT drawdown since its inception was -75.15%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^DWRTFT and SPY. For additional features, visit the drawdowns tool.
Volatility
^DWRTFT vs. SPY - Volatility Comparison
Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) has a higher volatility of 4.43% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that ^DWRTFT'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.