^W1DOW vs. OEF

Last updated Apr 2, 2026

Compare and contrast key facts about Dow Jones Global Index (^W1DOW) and iShares S&P 100 ETF (OEF).

OEF is a passively managed fund by iShares that tracks the performance of the S&P 100 Index. It was launched on Oct 23, 2000.

Performance

^W1DOW vs. OEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Global Index (^W1DOW) and iShares S&P 100 ETF (OEF). The values are adjusted to include any dividend payments, if applicable.

^W1DOW vs. OEF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^W1DOW Dow Jones Global Index	-1.39%	20.33%	14.87%	19.32%	-19.86%	16.24%	14.08%	23.71%	-11.68%	21.83%
OEF iShares S&P 100 ETF	-6.33%	19.80%	30.74%	32.71%	-21.03%	29.18%	21.21%	31.87%	-4.16%	21.82%

Returns By Period

In the year-to-date period, ^W1DOW achieves a -1.39% return, which is significantly higher than OEF's -6.33% return. Over the past 10 years, ^W1DOW has underperformed OEF with an annualized return of 9.40%, while OEF has yielded a comparatively higher 15.05% annualized return.

^W1DOW

• 1D: 1.89%
• 1M: -5.16%
• YTD: -1.39%
• 6M: 1.10%
• 1Y: 20.09%
• 3Y*: 15.21%
• 5Y*: 7.47%
• 10Y*: 9.40%

OEF

• 1D: 0.72%
• 1M: -4.08%
• YTD: -6.33%
• 6M: -3.65%
• 1Y: 19.18%
• 3Y*: 20.95%
• 5Y*: 13.32%
• 10Y*: 15.05%

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

Return for Risk

^W1DOW vs. OEF — Risk / Return Rank

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

^W1DOW

^W1DOW Risk / Return Rank: 89
^W1DOW Sharpe Ratio Rank: 85
^W1DOW Sortino Ratio Rank: 86
^W1DOW Omega Ratio Rank: 90
^W1DOW Calmar Ratio Rank: 90
^W1DOW Martin Ratio Rank: 93

OEF

OEF Risk / Return Rank: 59
OEF Sharpe Ratio Rank: 53
OEF Sortino Ratio Rank: 58
OEF Omega Ratio Rank: 60
OEF Calmar Ratio Rank: 62
OEF Martin Ratio Rank: 63

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.

^W1DOW vs. OEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global Index (^W1DOW) and iShares S&P 100 ETF (OEF). 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.

	^W1DOW	OEF	Difference
Sharpe ratio Return per unit of total volatility	1.43	1.00	+0.43
Sortino ratio Return per unit of downside risk	1.96	1.54	+0.42
Omega ratio Gain probability vs. loss probability	1.31	1.23	+0.08
Calmar ratio Return relative to maximum drawdown	2.76	1.63	+1.13
Martin ratio Return relative to average drawdown	13.07	6.46	+6.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^W1DOW vs. OEF - Sharpe Ratio Comparison

The current ^W1DOW Sharpe Ratio is 1.43, which is higher than the OEF Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of ^W1DOW and OEF, 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

	^W1DOW	OEF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.43	1.00	+0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.76	-0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.82	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.41	-0.09

Correlation

The correlation between ^W1DOW and OEF is 0.81, 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.

Drawdowns

^W1DOW vs. OEF - Drawdown Comparison

The maximum ^W1DOW drawdown since its inception was -59.33%, which is greater than OEF's maximum drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for ^W1DOW and OEF.

Drawdown Indicators

	^W1DOW	OEF	Difference
Max Drawdown Largest peak-to-trough decline	-59.33%	-54.11%	-5.22%
Max Drawdown (1Y) Largest decline over 1 year	-11.09%	-11.93%	+0.84%
Max Drawdown (5Y) Largest decline over 5 years	-27.87%	-26.47%	-1.40%
Max Drawdown (10Y) Largest decline over 10 years	-34.28%	-31.44%	-2.84%
Current Drawdown Current decline from peak	-6.13%	-7.55%	+1.42%
Average Drawdown Average peak-to-trough decline	-13.79%	-11.83%	-1.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.00%	3.01%	-1.01%

Volatility

^W1DOW vs. OEF - Volatility Comparison

The current volatility for Dow Jones Global Index (^W1DOW) is 4.69%, while iShares S&P 100 ETF (OEF) has a volatility of 5.64%. This indicates that ^W1DOW experiences smaller price fluctuations and is considered to be less risky than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^W1DOW	OEF	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.69%	5.64%	-0.95%
Volatility (6M) Calculated over the trailing 6-month period	8.11%	10.10%	-1.99%
Volatility (1Y) Calculated over the trailing 1-year period	13.44%	19.35%	-5.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.27%	17.69%	-4.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.56%	18.41%	-4.85%