^SIXRE vs. ^DJI

Last updated Apr 2, 2026

Compare and contrast key facts about Real Estate Select Sector Index (^SIXRE) and Dow Jones Industrial Average (^DJI).

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.

^SIXRE vs. ^DJI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^SIXRE Real Estate Select Sector Index	1.33%	-0.80%	1.72%	8.27%	-28.45%	42.49%	-5.09%	24.94%	-5.64%	7.17%
^DJI Dow Jones Industrial Average	-3.12%	12.97%	12.88%	13.70%	-8.78%	18.73%	7.25%	22.34%	-5.63%	25.08%

Returns By Period

In the year-to-date period, ^SIXRE achieves a 1.33% return, which is significantly higher than ^DJI's -3.12% return. Over the past 10 years, ^SIXRE has underperformed ^DJI with an annualized return of 2.68%, while ^DJI has yielded a comparatively higher 10.10% annualized return.

^SIXRE

• 1D: 0.29%
• 1M: -6.76%
• YTD: 1.33%
• 6M: -2.68%
• 1Y: -2.23%
• 3Y*: 3.09%
• 5Y*: 0.50%
• 10Y*: 2.68%

^DJI

• 1D: 0.48%
• 1M: -4.78%
• YTD: -3.12%
• 6M: 0.27%
• 1Y: 10.90%
• 3Y*: 11.85%
• 5Y*: 7.03%
• 10Y*: 10.10%

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

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

^SIXRE Risk / Return Rank: 7
^SIXRE Sharpe Ratio Rank: 6
^SIXRE Sortino Ratio Rank: 6
^SIXRE Omega Ratio Rank: 6
^SIXRE Calmar Ratio Rank: 9
^SIXRE Martin Ratio Rank: 9

^DJI

^DJI Risk / Return Rank: 41
^DJI Sharpe Ratio Rank: 41
^DJI Sortino Ratio Rank: 41
^DJI Omega Ratio Rank: 42
^DJI Calmar Ratio Rank: 41
^DJI Martin Ratio Rank: 42

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.

	^SIXRE	^DJI	Difference
Sharpe ratio Return per unit of total volatility	-0.14	0.65	-0.79
Sortino ratio Return per unit of downside risk	-0.08	1.05	-1.12
Omega ratio Gain probability vs. loss probability	0.99	1.14	-0.15
Calmar ratio Return relative to maximum drawdown	-0.18	1.00	-1.18
Martin ratio Return relative to average drawdown	-0.58	3.59	-4.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^SIXRE vs. ^DJI - Sharpe Ratio Comparison

The current ^SIXRE Sharpe Ratio is -0.14, which is lower than the ^DJI Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of ^SIXRE and ^DJI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^SIXRE	^DJI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.14	0.65	-0.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	0.48	-0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.13	0.58	-0.45
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.41	-0.15

Correlation

The correlation between ^SIXRE and ^DJI is 0.57, 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.

Drawdowns

^SIXRE vs. ^DJI - Drawdown Comparison

The maximum ^SIXRE drawdown since its inception was -38.93%, 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	-38.93%	-53.78%	+14.85%
Max Drawdown (1Y) Largest decline over 1 year	-11.90%	-10.85%	-1.05%
Max Drawdown (5Y) Largest decline over 5 years	-37.87%	-21.94%	-15.93%
Max Drawdown (10Y) Largest decline over 10 years	-38.93%	-37.09%	-1.84%
Current Drawdown Current decline from peak	-20.78%	-7.22%	-13.56%
Average Drawdown Average peak-to-trough decline	-11.13%	-9.76%	-1.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.72%	3.03%	+0.69%

Volatility

^SIXRE vs. ^DJI - Volatility Comparison

The current volatility for Real Estate Select Sector Index (^SIXRE) is 4.51%, while Dow Jones Industrial Average (^DJI) has a volatility of 4.96%. This indicates that ^SIXRE experiences smaller price fluctuations and is considered to be less risky than ^DJI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^SIXRE	^DJI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.51%	4.96%	-0.45%
Volatility (6M) Calculated over the trailing 6-month period	9.61%	9.29%	+0.32%
Volatility (1Y) Calculated over the trailing 1-year period	16.35%	16.81%	-0.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.18%	14.76%	+4.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.59%	17.57%	+3.02%