DIA.AS vs. ^IXIC

In the year-to-date period, DIA.AS achieves a -8.32% return, which is significantly lower than ^IXIC's -2.27% return. Over the past 10 years, DIA.AS has underperformed ^IXIC with an annualized return of 10.36%, while ^IXIC has yielded a comparatively higher 14.00% annualized return.

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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.

The current DIA.AS Sharpe Ratio is 0.21, which is lower than the ^IXIC Sharpe Ratio of 0.47. 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.

The maximum DIA.AS drawdown since its inception was -60.19%, smaller than the maximum ^IXIC drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for DIA.AS and ^IXIC. For additional features, visit the drawdowns tool.

SPDR Dow Jones Industrial Average ETF Trust (DIA.AS) and NASDAQ Composite (^IXIC) have volatilities of 6.32% and 6.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.