^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 0.83, 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:
1.28
^SP500TR:
1.75
^W1DOW:
1.74
^SP500TR:
2.36
^W1DOW:
1.24
^SP500TR:
1.32
^W1DOW:
1.60
^SP500TR:
2.66
^W1DOW:
6.52
^SP500TR:
11.02
^W1DOW:
2.04%
^SP500TR:
2.04%
^W1DOW:
10.39%
^SP500TR:
12.89%
^W1DOW:
-59.33%
^SP500TR:
-55.25%
^W1DOW:
-1.49%
^SP500TR:
-2.12%
Returns By Period
In the year-to-date period, ^W1DOW achieves a 3.72% return, which is significantly higher than ^SP500TR's 2.42% return. Over the past 10 years, ^W1DOW has underperformed ^SP500TR with an annualized return of 6.06%, while ^SP500TR has yielded a comparatively higher 13.06% annualized return.
^W1DOW
3.72%
0.59%
4.69%
14.24%
7.73%
6.06%
^SP500TR
2.42%
-1.08%
7.42%
19.81%
14.30%
13.06%
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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 2.85%, while S&P 500 Total Return (^SP500TR) has a volatility of 3.37%. 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.