^W1DOW vs. ^SP500TR
Compare and contrast key facts about Dow Jones Global Index (^W1DOW) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^W1DOW or ^SP500TR.
Correlation
The correlation between ^W1DOW and ^SP500TR is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^W1DOW vs. ^SP500TR - Performance Comparison
Key characteristics
^W1DOW:
0.39
^SP500TR:
0.54
^W1DOW:
0.61
^SP500TR:
0.88
^W1DOW:
1.09
^SP500TR:
1.13
^W1DOW:
0.35
^SP500TR:
0.56
^W1DOW:
1.49
^SP500TR:
2.30
^W1DOW:
3.78%
^SP500TR:
4.55%
^W1DOW:
14.26%
^SP500TR:
19.44%
^W1DOW:
-59.33%
^SP500TR:
-55.25%
^W1DOW:
-6.96%
^SP500TR:
-9.86%
Returns By Period
In the year-to-date period, ^W1DOW achieves a -2.03% return, which is significantly higher than ^SP500TR's -5.68% return. Over the past 10 years, ^W1DOW has underperformed ^SP500TR with an annualized return of 5.33%, while ^SP500TR has yielded a comparatively higher 12.10% annualized return.
^W1DOW
-2.03%
-2.55%
-2.52%
8.54%
10.66%
5.33%
^SP500TR
-5.68%
-3.19%
-4.24%
10.93%
16.08%
12.10%
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Risk-Adjusted Performance
^W1DOW vs. ^SP500TR — Risk-Adjusted Performance Rank
^W1DOW
^SP500TR
^W1DOW vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global Index (^W1DOW) and S&P 500 Total Return (^SP500TR). 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
^W1DOW vs. ^SP500TR - Drawdown Comparison
The maximum ^W1DOW drawdown since its inception was -59.33%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ^W1DOW and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
^W1DOW vs. ^SP500TR - Volatility Comparison
The current volatility for Dow Jones Global Index (^W1DOW) is 9.90%, while S&P 500 Total Return (^SP500TR) has a volatility of 14.21%. This indicates that ^W1DOW experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.