DIA.AS vs. DIA
Compare and contrast key facts about SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) and SPDR Dow Jones Industrial Average ETF (DIA).
DIA.AS and DIA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 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 DIA.AS 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: DIA.AS or DIA.
Key characteristics
| DIA.AS | DIA | |
|---|---|---|
| YTD Return | 20.65% | 18.35% |
| 1Y Return | 28.97% | 32.09% |
| 3Y Return (Ann) | 10.33% | 8.65% |
| 5Y Return (Ann) | 10.87% | 11.84% |
| 10Y Return (Ann) | 11.52% | 11.94% |
| Sharpe Ratio | 2.40 | 2.84 |
| Sortino Ratio | 3.61 | 4.00 |
| Omega Ratio | 1.70 | 1.54 |
| Calmar Ratio | 5.26 | 5.17 |
| Martin Ratio | 17.59 | 16.39 |
| Ulcer Index | 1.56% | 1.91% |
| Daily Std Dev | 11.33% | 11.04% |
| Max Drawdown | -36.44% | -51.87% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between DIA.AS and DIA is 0.56, 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
DIA.AS vs. DIA - Performance Comparison
In the year-to-date period, DIA.AS achieves a 20.65% return, which is significantly higher than DIA's 18.35% return. Both investments have delivered pretty close results over the past 10 years, with DIA.AS having a 11.52% annualized return and DIA not far ahead at 11.94%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DIA.AS vs. DIA - Expense Ratio Comparison
Both DIA.AS and DIA have an expense ratio of 0.16%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
DIA.AS vs. DIA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) 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
DIA.AS vs. DIA - Dividend Comparison
DIA.AS has not paid dividends to shareholders, while DIA's dividend yield for the trailing twelve months is around 1.56%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIA.AS SPDR Dow Jones Industrial Average ETF Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIA SPDR Dow Jones Industrial Average ETF | 1.56% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
Drawdowns
DIA.AS vs. DIA - Drawdown Comparison
The maximum DIA.AS drawdown since its inception was -36.44%, smaller than the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for DIA.AS and DIA. For additional features, visit the drawdowns tool.
Volatility
DIA.AS vs. DIA - Volatility Comparison
The current volatility for SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) is 4.19%, while SPDR Dow Jones Industrial Average ETF (DIA) has a volatility of 4.55%. This indicates that DIA.AS 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.