DIA.AS vs. ^IXIC

Last updated Apr 2, 2026

Compare and contrast key facts about SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) and NASDAQ Composite (^IXIC).

DIA.AS is a passively managed fund by State Street that tracks the performance of the Russell 1000 Value TR USD. It was launched on Jan 13, 1998.

Performance

DIA.AS vs. ^IXIC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) and NASDAQ Composite (^IXIC). The values are adjusted to include any dividend payments, if applicable.

DIA.AS vs. ^IXIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DIA.AS SPDR Dow Jones Industrial Average ETF Trust	-1.93%	2.34%	22.64%	11.71%	-0.98%	32.15%	0.25%	27.16%	1.34%	12.91%
^IXIC NASDAQ Composite	-4.58%	6.07%	37.13%	39.12%	-28.95%	30.47%	31.80%	38.28%	0.63%	12.48%

Different Trading Currencies

DIA.AS is traded in EUR, while ^IXIC is traded in USD. To make them comparable, the ^IXIC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DIA.AS achieves a -1.93% return, which is significantly higher than ^IXIC's -4.58% return. Over the past 10 years, DIA.AS has underperformed ^IXIC with an annualized return of 12.42%, while ^IXIC has yielded a comparatively higher 15.91% annualized return.

DIA.AS

• 1D: 0.74%
• 1M: -3.89%
• YTD: -1.93%
• 6M: 2.42%
• 1Y: 6.47%
• 3Y*: 12.35%
• 5Y*: 9.54%
• 10Y*: 12.42%

^IXIC

• 1D: 1.05%
• 1M: -2.98%
• YTD: -4.58%
• 6M: -2.65%
• 1Y: 16.79%
• 3Y*: 18.76%
• 5Y*: 10.53%
• 10Y*: 15.91%

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

Return for Risk

DIA.AS vs. ^IXIC — Risk / Return Rank

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

DIA.AS

DIA.AS Risk / Return Rank: 53
DIA.AS Sharpe Ratio Rank: 25
DIA.AS Sortino Ratio Rank: 25
DIA.AS Omega Ratio Rank: 52
DIA.AS Calmar Ratio Rank: 83
DIA.AS Martin Ratio Rank: 80

^IXIC

^IXIC Risk / Return Rank: 78
^IXIC Sharpe Ratio Rank: 73
^IXIC Sortino Ratio Rank: 78
^IXIC Omega Ratio Rank: 76
^IXIC Calmar Ratio Rank: 82
^IXIC Martin Ratio Rank: 80

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.

DIA.AS vs. ^IXIC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) and NASDAQ Composite (^IXIC). 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.

	DIA.AS	^IXIC	Difference
Sharpe ratio Return per unit of total volatility	0.48	0.66	-0.18
Sortino ratio Return per unit of downside risk	0.77	1.08	-0.31
Omega ratio Gain probability vs. loss probability	1.20	1.16	+0.04
Calmar ratio Return relative to maximum drawdown	2.57	1.19	+1.38
Martin ratio Return relative to average drawdown	9.37	3.97	+5.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIA.AS vs. ^IXIC - Sharpe Ratio Comparison

The current DIA.AS Sharpe Ratio is 0.48, which is comparable to the ^IXIC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of DIA.AS and ^IXIC, 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

	DIA.AS	^IXIC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.48	0.66	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.48	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.72	0.71	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	0.57	-0.48

Correlation

The correlation between DIA.AS and ^IXIC is 0.45, 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.

Drawdowns

DIA.AS vs. ^IXIC - Drawdown Comparison

The maximum DIA.AS drawdown since its inception was -59.02%, which is greater than ^IXIC's maximum drawdown of -49.37%. Use the drawdown chart below to compare losses from any high point for DIA.AS and ^IXIC.

Drawdown Indicators

	DIA.AS	^IXIC	Difference
Max Drawdown Largest peak-to-trough decline	-59.02%	-77.93%	+18.91%
Max Drawdown (1Y) Largest decline over 1 year	-11.63%	-13.26%	+1.63%
Max Drawdown (5Y) Largest decline over 5 years	-21.05%	-36.40%	+15.35%
Max Drawdown (10Y) Largest decline over 10 years	-36.05%	-36.40%	+0.35%
Current Drawdown Current decline from peak	-4.87%	-8.84%	+3.97%
Average Drawdown Average peak-to-trough decline	-11.98%	-21.46%	+9.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.57%	3.71%	-2.14%

Volatility

DIA.AS vs. ^IXIC - Volatility Comparison

The current volatility for SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) is 4.23%, while NASDAQ Composite (^IXIC) has a volatility of 6.07%. This indicates that DIA.AS experiences smaller price fluctuations and is considered to be less risky than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIA.AS	^IXIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.23%	6.07%	-1.84%
Volatility (6M) Calculated over the trailing 6-month period	7.15%	13.32%	-6.17%
Volatility (1Y) Calculated over the trailing 1-year period	13.38%	25.53%	-12.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.50%	22.07%	-8.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.07%	22.34%	-5.27%