^SIXRE vs. ^DJI

Last updated Jun 23, 2026

^SIXRE (Real Estate Select Sector Index) and ^DJI (Dow Jones Industrial Average) are both indexes.

Performance

^SIXRE vs. ^DJI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Real Estate Select Sector Index (^SIXRE) and Dow Jones Industrial Average (^DJI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^SIXRE

• 1D: 1.27%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

^DJI

• 1D: 0.29%
• 1M: 2.24%
• YTD: 7.59%
• 6M: 6.93%
• 1Y: 22.52%
• 3Y*: 15.31%
• 5Y*: 8.83%
• 10Y*: 11.51%

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

^SIXRE vs. ^DJI - Yearly Performance Comparison

	2026 (YTD)
^SIXRE Real Estate Select Sector Index	1.27%
^DJI Dow Jones Industrial Average	0.29%

Return for Risk

^SIXRE vs. ^DJI — Risk / Return Rank

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

^SIXRE

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

^DJI

^DJI Risk / Return Rank: 61
^DJI Sharpe Ratio Rank: 62
^DJI Sortino Ratio Rank: 73
^DJI Omega Ratio Rank: 63
^DJI Calmar Ratio Rank: 52
^DJI Martin Ratio Rank: 57

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.

^SIXRE vs. ^DJI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Real Estate Select Sector Index (^SIXRE) and Dow Jones Industrial Average (^DJI). 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.

	^SIXRE	^DJI	Difference
Sharpe ratio: Return per unit of total volatility	—	1.81	—
Sortino ratio: Return per unit of downside risk	—	2.64	—
Omega ratio: Gain probability vs. loss probability	—	1.32	—
Calmar ratio: Return relative to maximum drawdown	—	2.26	—
Martin ratio: Return relative to average drawdown	—	8.58	—

Drawdowns

^SIXRE vs. ^DJI - Drawdown Comparison

The maximum ^SIXRE drawdown since its inception was 0.00%, smaller than the maximum ^DJI drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for ^SIXRE and ^DJI.

Drawdown Indicators

	^SIXRE	^DJI	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-53.78%	+53.78%
Max Drawdown (1Y) Largest decline over 1 year	—	-10.01%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-16.37%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.94%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.09%	—
Current Drawdown Current decline from peak	0.00%	-0.55%	+0.55%
Average Drawdown Average peak-to-trough decline	0.00%	-8.02%	+8.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.63%	—

Volatility

Volatility by Period

	^SIXRE	^DJI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.24%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.85%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.50%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	14.87%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.64%	—