^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.
Performance
^W2DOW vs. KRG - Performance Comparison
Returns By Period
In the year-to-date period, ^W2DOW achieves a 4.17% return, which is significantly lower than KRG's 25.34% return. Over the past 10 years, ^W2DOW has underperformed KRG with an annualized return of 1.86%, while KRG has yielded a comparatively higher 5.70% annualized return.
^W2DOW
4.17%
-3.02%
-1.00%
9.86%
2.57%
1.86%
KRG
25.34%
4.94%
33.18%
39.03%
12.73%
5.70%
Key characteristics
| ^W2DOW | KRG | |
|---|---|---|
| Sharpe Ratio | 0.84 | 1.89 |
| Sortino Ratio | 1.20 | 2.79 |
| Omega Ratio | 1.16 | 1.33 |
| Calmar Ratio | 0.55 | 0.98 |
| Martin Ratio | 3.31 | 7.09 |
| Ulcer Index | 2.73% | 5.50% |
| Daily Std Dev | 10.67% | 20.61% |
| Max Drawdown | -93.05% | -88.63% |
| Current Drawdown | -8.72% | -15.17% |
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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.
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 2.73%, while Kite Realty Group Trust (KRG) has a volatility of 5.03%. 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.