^W2DOW vs. KRG

Last updated Apr 2, 2026

Compare and contrast key facts about Dow Jones Global ex-U.S. Index (^W2DOW) and Kite Realty Group Trust (KRG).

Performance

^W2DOW vs. KRG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Global ex-U.S. Index (^W2DOW) and Kite Realty Group Trust (KRG). The values are adjusted to include any dividend payments, if applicable.

^W2DOW vs. KRG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^W2DOW Dow Jones Global ex-U.S. Index	2.66%	28.20%	3.13%	12.35%	-18.59%	5.68%	9.26%	18.37%	-16.52%	24.67%
KRG Kite Realty Group Trust	3.69%	-0.20%	15.46%	13.60%	0.80%	50.80%	-20.03%	53.21%	-22.48%	-11.52%

Returns By Period

In the year-to-date period, ^W2DOW achieves a 2.66% return, which is significantly lower than KRG's 3.69% return. Over the past 10 years, ^W2DOW has outperformed KRG with an annualized return of 6.34%, while KRG has yielded a comparatively lower 4.17% annualized return.

^W2DOW

• 1D: 3.95%
• 1M: -5.93%
• YTD: 2.66%
• 6M: 6.60%
• 1Y: 25.72%
• 3Y*: 13.08%
• 5Y*: 4.74%
• 10Y*: 6.34%

KRG

• 1D: -0.57%
• 1M: -6.80%
• YTD: 3.69%
• 6M: 13.43%
• 1Y: 14.97%
• 3Y*: 10.54%
• 5Y*: 9.08%
• 10Y*: 4.17%

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

Return for Risk

^W2DOW vs. KRG — Risk / Return Rank

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

^W2DOW

^W2DOW Risk / Return Rank: 89
^W2DOW Sharpe Ratio Rank: 90
^W2DOW Sortino Ratio Rank: 89
^W2DOW Omega Ratio Rank: 93
^W2DOW Calmar Ratio Rank: 88
^W2DOW Martin Ratio Rank: 87

KRG

KRG Risk / Return Rank: 62
KRG Sharpe Ratio Rank: 64
KRG Sortino Ratio Rank: 56
KRG Omega Ratio Rank: 54
KRG Calmar Ratio Rank: 63
KRG Martin Ratio Rank: 71

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.

^W2DOW vs. KRG - Risk-Adjusted Trends 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.

	^W2DOW	KRG	Difference
Sharpe ratio Return per unit of total volatility	1.66	0.66	+0.99
Sortino ratio Return per unit of downside risk	2.17	1.08	+1.09
Omega ratio Gain probability vs. loss probability	1.36	1.13	+0.22
Calmar ratio Return relative to maximum drawdown	2.66	1.06	+1.60
Martin ratio Return relative to average drawdown	11.16	3.85	+7.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^W2DOW vs. KRG - Sharpe Ratio Comparison

The current ^W2DOW Sharpe Ratio is 1.66, which is higher than the KRG Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of ^W2DOW and KRG, 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

	^W2DOW	KRG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.66	0.66	+0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	0.33	+0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.11	+0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.02	0.05	-0.02

Correlation

The correlation between ^W2DOW and KRG is 0.25, 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.

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.

Drawdown Indicators

	^W2DOW	KRG	Difference
Max Drawdown Largest peak-to-trough decline	-93.05%	-88.63%	-4.42%
Max Drawdown (1Y) Largest decline over 1 year	-11.18%	-14.57%	+3.39%
Max Drawdown (5Y) Largest decline over 5 years	-32.21%	-29.07%	-3.14%
Max Drawdown (10Y) Largest decline over 10 years	-43.58%	-68.62%	+25.04%
Current Drawdown Current decline from peak	-7.66%	-18.99%	+11.33%
Average Drawdown Average peak-to-trough decline	-19.45%	-46.27%	+26.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	4.01%	-1.34%

Volatility

^W2DOW vs. KRG - Volatility Comparison

Dow Jones Global ex-U.S. Index (^W2DOW) has a higher volatility of 6.90% compared to Kite Realty Group Trust (KRG) at 4.79%. This indicates that ^W2DOW's price experiences larger fluctuations and is considered to be riskier than KRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^W2DOW	KRG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.90%	4.79%	+2.11%
Volatility (6M) Calculated over the trailing 6-month period	10.32%	12.95%	-2.63%
Volatility (1Y) Calculated over the trailing 1-year period	14.96%	22.71%	-7.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.35%	27.33%	-13.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.81%	36.87%	-22.06%