^W2DOW vs. KRG
Compare and contrast key facts about Dow Jones Global ex-U.S. Index (^W2DOW) and Kite Realty Group Trust (KRG).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^W2DOW or KRG.
Key characteristics
| ^W2DOW | KRG | |
|---|---|---|
| YTD Return | 7.27% | 21.50% |
| 1Y Return | 13.37% | 22.18% |
| 3Y Return (Ann) | -1.61% | 14.13% |
| 5Y Return (Ann) | 3.56% | 16.57% |
| 10Y Return (Ann) | 1.83% | 6.15% |
| Sharpe Ratio | 1.56 | 1.05 |
| Daily Std Dev | 11.31% | 23.77% |
| Max Drawdown | -93.05% | -88.63% |
| Current Drawdown | -6.00% | -17.77% |
Correlation
The correlation between ^W2DOW and KRG is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^W2DOW vs. KRG - Performance Comparison
In the year-to-date period, ^W2DOW achieves a 7.27% return, which is significantly lower than KRG's 21.50% return. Over the past 10 years, ^W2DOW has underperformed KRG with an annualized return of 1.83%, while KRG has yielded a comparatively higher 6.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^W2DOW vs. KRG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global ex-U.S. Index (^W2DOW) and Kite Realty Group Trust (KRG). 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
^W2DOW vs. KRG - Drawdown Comparison
The maximum ^W2DOW drawdown since its inception was -93.05%, roughly equal to the maximum KRG drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for ^W2DOW and KRG. For additional features, visit the drawdowns tool.
Volatility
^W2DOW vs. KRG - Volatility Comparison
The current volatility for Dow Jones Global ex-U.S. Index (^W2DOW) is 2.96%, while Kite Realty Group Trust (KRG) has a volatility of 3.41%. This indicates that ^W2DOW experiences smaller price fluctuations and is considered to be less risky than KRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.