^W1DOW vs. WFC

Last updated Jun 4, 2026

^W1DOW (Dow Jones Global Index) is an index, while WFC (Wells Fargo & Company) is a stock. Over the past 10 years, ^W1DOW returned 10.49%/yr vs 7.54%/yr for WFC. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

^W1DOW vs. WFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Global Index (^W1DOW) and Wells Fargo & Company (WFC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ^W1DOW achieves a 11.27% return, which is significantly higher than WFC's -14.68% return. Over the past 10 years, ^W1DOW has outperformed WFC with an annualized return of 10.49%, while WFC has yielded a comparatively lower 7.54% annualized return.

^W1DOW

• 1D: -0.69%
• 1M: 4.48%
• YTD: 11.27%
• 6M: 12.24%
• 1Y: 27.23%
• 3Y*: 19.01%
• 5Y*: 9.00%
• 10Y*: 10.49%

WFC

• 1D: -0.96%
• 1M: -0.06%
• YTD: -14.68%
• 6M: -11.00%
• 1Y: 6.29%
• 3Y*: 27.16%
• 5Y*: 13.58%
• 10Y*: 7.54%

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

^W1DOW vs. WFC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^W1DOW Dow Jones Global Index	11.27%	20.33%	14.87%	19.32%	-19.86%	16.24%	14.08%	23.71%	-11.68%	21.83%
WFC Wells Fargo & Company	-14.68%	35.57%	46.48%	22.94%	-11.92%	61.15%	-41.65%	21.44%	-21.83%	13.21%

Correlation

The correlation between ^W1DOW and WFC is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.44
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (10Y) Calculated over the trailing 10-year period	0.49
Correlation (All Time) Calculated using the full available price history since Oct 29, 1998	0.50

The correlation between ^W1DOW and WFC shifts across timeframes, from 0.40 (1 year) to 0.52 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

^W1DOW vs. WFC — Risk / Return Rank

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

^W1DOW

^W1DOW Risk / Return Rank: 80
^W1DOW Sharpe Ratio Rank: 83
^W1DOW Sortino Ratio Rank: 87
^W1DOW Omega Ratio Rank: 89
^W1DOW Calmar Ratio Rank: 65
^W1DOW Martin Ratio Rank: 77

WFC

WFC Risk / Return Rank: 45
WFC Sharpe Ratio Rank: 49
WFC Sortino Ratio Rank: 41
WFC Omega Ratio Rank: 41
WFC Calmar Ratio Rank: 47
WFC Martin Ratio Rank: 48

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. WFC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global Index (^W1DOW) and Wells Fargo & Company (WFC). 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	WFC	Difference
Sharpe ratio Return per unit of total volatility	2.50	0.24	+2.26
Sortino ratio Return per unit of downside risk	3.56	0.50	+3.06
Omega ratio Gain probability vs. loss probability	1.48	1.06	+0.42
Calmar ratio Return relative to maximum drawdown	2.73	0.27	+2.45
Martin ratio Return relative to average drawdown	12.11	0.63	+11.48
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. WFC - Sharpe Ratio Comparison

The current ^W1DOW Sharpe Ratio is 2.50, which is higher than the WFC Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of ^W1DOW and WFC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	^W1DOW	WFC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.50	0.24	+2.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.45	+0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.23	+0.45
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.33	+0.02

Drawdowns

^W1DOW vs. WFC - Drawdown Comparison

The maximum ^W1DOW drawdown since its inception was -59.33%, smaller than the maximum WFC drawdown of -79.01%. Use the drawdown chart below to compare losses from any high point for ^W1DOW and WFC.

Drawdown Indicators

	^W1DOW	WFC	Difference
Max Drawdown Largest peak-to-trough decline	-59.33%	-79.01%	+19.68%
Max Drawdown (1Y) Largest decline over 1 year	-9.48%	-23.02%	+13.54%
Max Drawdown (3Y) Largest decline over 3 years	-16.16%	-24.73%	+8.57%
Max Drawdown (5Y) Largest decline over 5 years	-27.87%	-37.10%	+9.23%
Max Drawdown (10Y) Largest decline over 10 years	-34.28%	-64.46%	+30.18%
Current Drawdown Current decline from peak	-0.69%	-17.50%	+16.81%
Average Drawdown Average peak-to-trough decline	-13.72%	-15.35%	+1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	9.93%	-7.75%

Volatility

^W1DOW vs. WFC - Volatility Comparison

The current volatility for Dow Jones Global Index (^W1DOW) is 3.01%, while Wells Fargo & Company (WFC) has a volatility of 7.87%. This indicates that ^W1DOW experiences smaller price fluctuations and is considered to be less risky than WFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^W1DOW	WFC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.01%	7.87%	-4.86%
Volatility (6M) Calculated over the trailing 6-month period	8.32%	19.96%	-11.64%
Volatility (1Y) Calculated over the trailing 1-year period	10.34%	26.53%	-16.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.34%	30.21%	-16.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.62%	32.27%	-18.65%

Frequently Asked Questions

Can I hold both ^W1DOW and WFC in my portfolio?

^W1DOW and WFC have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^W1DOW or WFC?

WFC has higher volatility (7.87%) compared to ^W1DOW (3.01%). In terms of maximum drawdown, ^W1DOW dropped -59.33% vs WFC's -79.01%.

Which has better risk-adjusted returns?

^W1DOW currently has the higher Sharpe Ratio (2.50 vs 0.24), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.