PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
^W2DOW vs. VICI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

^W2DOW vs. VICI

Last updated May 18, 2025

Compare and contrast key facts about Dow Jones Global ex-U.S. Index (^W2DOW) and VICI Properties Inc. (VICI).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^W2DOW or VICI.

Correlation

The correlation between ^W2DOW and VICI is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

^W2DOW vs. VICI - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

^W2DOW:

0.48

VICI:

0.30

Sortino Ratio

^W2DOW:

0.93

VICI:

0.68

Omega Ratio

^W2DOW:

1.14

VICI:

1.08

Calmar Ratio

^W2DOW:

0.62

VICI:

0.33

Martin Ratio

^W2DOW:

1.97

VICI:

0.97

Ulcer Index

^W2DOW:

4.87%

VICI:

7.57%

Daily Std Dev

^W2DOW:

14.58%

VICI:

20.01%

Max Drawdown

^W2DOW:

-93.05%

VICI:

-60.21%

Current Drawdown

^W2DOW:

-0.14%

VICI:

-9.65%

Returns By Period

In the year-to-date period, ^W2DOW achieves a 10.51% return, which is significantly higher than VICI's 9.89% return.

^W2DOW

YTD

10.51%

1M

7.57%

6M

9.63%

1Y

7.20%

5Y*

7.67%

10Y*

2.30%

VICI

YTD

9.89%

1M

-1.35%

6M

1.36%

1Y

5.66%

5Y*

14.26%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Risk-Adjusted Performance

^W2DOW vs. VICI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^W2DOW
The Risk-Adjusted Performance Rank of ^W2DOW is 5858
Overall Rank
The Sharpe Ratio Rank of ^W2DOW is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ^W2DOW is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ^W2DOW is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ^W2DOW is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ^W2DOW is 6060
Martin Ratio Rank
VICI
The Risk-Adjusted Performance Rank of VICI is 6161
Overall Rank
The Sharpe Ratio Rank of VICI is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of VICI is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VICI is 5454
Omega Ratio Rank
The Calmar Ratio Rank of VICI is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VICI is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^W2DOW vs. VICI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global ex-U.S. Index (^W2DOW) and VICI Properties Inc. (VICI). 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.

The current ^W2DOW Sharpe Ratio is 0.48, which is higher than the VICI Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of ^W2DOW and VICI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading data...

Drawdowns

^W2DOW vs. VICI - Drawdown Comparison

The maximum ^W2DOW drawdown since its inception was -93.05%, which is greater than VICI's maximum drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for ^W2DOW and VICI. For additional features, visit the drawdowns tool.

Loading data...

Volatility

^W2DOW vs. VICI - Volatility Comparison

The current volatility for Dow Jones Global ex-U.S. Index (^W2DOW) is 2.22%, while VICI Properties Inc. (VICI) has a volatility of 5.13%. This indicates that ^W2DOW experiences smaller price fluctuations and is considered to be less risky than VICI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading data...