CATH vs. DIA
Compare and contrast key facts about Global X S&P 500 Catholic Values Custom ETF (CATH) and SPDR Dow Jones Industrial Average ETF (DIA).
CATH and DIA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CATH is a passively managed fund by Global X that tracks the performance of the S&P 500 Catholic Values Index. It was launched on Apr 18, 2016. DIA is a passively managed fund by State Street that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 14, 1998. Both CATH and DIA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CATH or DIA.
Performance
CATH vs. DIA - Performance Comparison
Returns By Period
In the year-to-date period, CATH achieves a 24.45% return, which is significantly higher than DIA's 16.47% return.
CATH
24.45%
1.84%
12.54%
30.90%
14.96%
N/A
DIA
16.47%
0.11%
9.35%
25.15%
11.41%
11.63%
Key characteristics
| CATH | DIA | |
|---|---|---|
| Sharpe Ratio | 2.58 | 2.36 |
| Sortino Ratio | 3.48 | 3.35 |
| Omega Ratio | 1.48 | 1.44 |
| Calmar Ratio | 3.73 | 4.28 |
| Martin Ratio | 16.00 | 13.44 |
| Ulcer Index | 1.99% | 1.93% |
| Daily Std Dev | 12.39% | 10.98% |
| Max Drawdown | -33.95% | -51.87% |
| Current Drawdown | -1.18% | -2.24% |
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CATH vs. DIA - Expense Ratio Comparison
CATH has a 0.29% expense ratio, which is higher than DIA's 0.16% expense ratio.
Correlation
The correlation between CATH and DIA is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
CATH vs. DIA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X S&P 500 Catholic Values Custom ETF (CATH) and SPDR Dow Jones Industrial Average ETF (DIA). 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.
Dividends
CATH vs. DIA - Dividend Comparison
CATH's dividend yield for the trailing twelve months is around 0.93%, less than DIA's 1.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CATH Global X S&P 500 Catholic Values Custom ETF | 0.93% | 1.16% | 1.34% | 1.03% | 1.23% | 1.45% | 2.01% | 1.27% | 0.50% | 0.00% | 0.00% | 0.00% |
DIA SPDR Dow Jones Industrial Average ETF | 1.49% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
Drawdowns
CATH vs. DIA - Drawdown Comparison
The maximum CATH drawdown since its inception was -33.95%, smaller than the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for CATH and DIA. For additional features, visit the drawdowns tool.
Volatility
CATH vs. DIA - Volatility Comparison
The current volatility for Global X S&P 500 Catholic Values Custom ETF (CATH) is 4.20%, while SPDR Dow Jones Industrial Average ETF (DIA) has a volatility of 4.48%. This indicates that CATH experiences smaller price fluctuations and is considered to be less risky than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.