DIA.AS vs. ^IXIC
DIA.AS (SPDR Dow Jones Industrial Average ETF Trust) is Large Cap Value Equities fund tracking the Russell 1000 Value TR USD, while ^IXIC (NASDAQ Composite) is an index. Over the past 10 years, DIA.AS returned 12.70%/yr vs 17.01%/yr for ^IXIC. At a 0.45 correlation, their price movements are largely independent.
Performance
DIA.AS vs. ^IXIC - Performance Comparison
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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 12.14% return, which is significantly lower than ^IXIC's 12.94% return. Over the past 10 years, DIA.AS has underperformed ^IXIC with an annualized return of 12.70%, while ^IXIC has yielded a comparatively higher 17.01% annualized return.
DIA.AS
- 1D
- 0.00%
- 1M
- 2.09%
- 6M
- 9.82%
- YTD
- 12.14%
- 1Y
- 23.72%
- 3Y*
- 14.93%
- 5Y*
- 11.20%
- 10Y*
- 12.70%
- ALL TIME*
- 9.63%
^IXIC
- 1D
- 0.16%
- 1M
- -3.41%
- 6M
- 10.22%
- YTD
- 12.94%
- 1Y
- 24.29%
- 3Y*
- 21.00%
- 5Y*
- 12.49%
- 10Y*
- 17.01%
- ALL TIME*
- 13.87%
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 | 12.14% | 2.13% | 22.48% | 11.53% | -1.09% | 31.76% | -0.04% | 26.82% | 0.96% | 12.57% |
^IXIC NASDAQ Composite | 12.94% | 6.07% | 37.13% | 39.12% | -28.95% | 30.47% | 31.80% | 38.28% | 0.63% | 12.48% |
Correlation
The correlation between DIA.AS and ^IXIC is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2008 | 0.45 |
Over the past year, the correlation between DIA.AS and ^IXIC has dropped to 0.20 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
DIA.AS vs. ^IXIC — Risk / Return Rank
DIA.AS
^IXIC
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DIA.AS | ^IXIC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.20 | ||
| Sortino ratioReturn per unit of downside risk | +2.54 | ||
| Omega ratioGain probability vs. loss probability | 2.36 | 1.24 | +1.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.13 | 1.98 | +2.15 |
| Martin ratioReturn relative to average drawdown | 14.67 | 6.20 | +8.47 |
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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 -49.02%. Use the drawdown chart below to compare losses from any high point for DIA.AS and ^IXIC.
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Drawdown Indicators
| DIA.AS | ^IXIC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.02% | -49.02% | -10.00% |
Max Drawdown (1Y)Largest decline over 1 year | -5.71% | -12.32% | +6.61% |
Max Drawdown (3Y)Largest decline over 3 years | -21.07% | -28.54% | +7.47% |
Max Drawdown (5Y)Largest decline over 5 years | -21.07% | -32.41% | +11.34% |
Max Drawdown (10Y)Largest decline over 10 years | -36.08% | -32.41% | -3.67% |
Current DrawdownCurrent decline from peak | -0.27% | -4.08% | +3.81% |
Average DrawdownAverage peak-to-trough decline | -11.78% | -8.71% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | 3.93% | -2.32% |
Volatility
DIA.AS vs. ^IXIC - Volatility Comparison
The current volatility for SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) is 1.51%, while NASDAQ Composite (^IXIC) has a volatility of 5.21%. 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.
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Volatility by Period
| DIA.AS | ^IXIC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 5.21% | -3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 13.21% | -5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.16% | 17.70% | -8.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 22.26% | -8.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 22.40% | -5.37% |
Frequently Asked Questions
DIA.AS and ^IXIC have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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