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DIA vs. ^DJI
Performance
Return for Risk
Drawdowns
Volatility

Performance

DIA vs. ^DJI - Performance Comparison

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

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Returns By Period

In the year-to-date period, DIA achieves a 7.27% return, which is significantly higher than ^DJI's 6.53% return. Over the past 10 years, DIA has outperformed ^DJI with an annualized return of 13.40%, while ^DJI has yielded a comparatively lower 11.22% annualized return.


DIA

1D
0.73%
1M
3.26%
YTD
7.27%
6M
6.43%
1Y
21.01%
3Y*
16.29%
5Y*
10.14%
10Y*
13.40%

^DJI

1D
0.70%
1M
3.04%
YTD
6.53%
6M
5.66%
1Y
19.16%
3Y*
14.39%
5Y*
8.23%
10Y*
11.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIA vs. ^DJI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
7.27%14.71%14.82%16.02%-7.02%20.83%9.59%24.70%-3.74%28.08%
^DJI
Dow Jones Industrial Average
6.53%12.97%12.88%13.70%-8.78%18.73%7.25%22.34%-5.63%25.08%

Correlation

The correlation between DIA and ^DJI is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jan 20, 1998

0.98

The correlation between DIA and ^DJI has been stable across timeframes, ranging from 0.98 to 1.00 - a consistent structural relationship.

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Return for Risk

DIA vs. ^DJI — Risk / Return Rank

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

DIA
DIA Risk / Return Rank: 5555
Overall Rank
DIA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DIA Sortino Ratio Rank: 6060
Sortino Ratio Rank
DIA Omega Ratio Rank: 5555
Omega Ratio Rank
DIA Calmar Ratio Rank: 4949
Calmar Ratio Rank
DIA Martin Ratio Rank: 5555
Martin Ratio Rank

^DJI
^DJI Risk / Return Rank: 5353
Overall Rank
^DJI Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
^DJI Sortino Ratio Rank: 5757
Sortino Ratio Rank
^DJI Omega Ratio Rank: 5656
Omega Ratio Rank
^DJI Calmar Ratio Rank: 4747
Calmar Ratio Rank
^DJI Martin Ratio Rank: 5050
Martin Ratio Rank
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 vs. ^DJI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) and Dow Jones Industrial Average (^DJI). 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^DJIDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.30

1.27

+0.03

Calmar ratioReturn relative to maximum drawdown

2.16

1.92

+0.24

Martin ratioReturn relative to average drawdown

8.35

7.30

+1.05

DIA vs. ^DJI - Sharpe Ratio Comparison

The current DIA Sharpe Ratio is 1.69, which is comparable to the ^DJI Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of DIA and ^DJI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DIA vs. ^DJI - Drawdown Comparison

The maximum DIA drawdown since its inception was -51.87%, roughly equal to the maximum ^DJI drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for DIA and ^DJI.


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Drawdown Indicators


DIA^DJIDifference

Max Drawdown

Largest peak-to-trough decline

-51.87%

-53.78%

+1.91%

Max Drawdown (1Y)

Largest decline over 1 year

-9.76%

-10.01%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

-16.37%

+0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-20.76%

-21.94%

+1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

-37.09%

+0.39%

Current Drawdown

Current decline from peak

-0.70%

-0.70%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.14%

-8.03%

+0.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.64%

-0.11%

Volatility

DIA vs. ^DJI - Volatility Comparison

State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) and Dow Jones Industrial Average (^DJI) have volatilities of 4.32% and 4.45%, 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.


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Volatility by Period


DIA^DJIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

4.45%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.78%

9.87%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

12.52%

12.57%

-0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.85%

14.89%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

17.64%

-0.08%

Frequently Asked Questions


With a correlation of 1.00, DIA and ^DJI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

^DJI has higher volatility (4.45%) compared to DIA (4.32%). In terms of maximum drawdown, DIA dropped -51.87% vs ^DJI's -53.78%.

DIA currently has the higher Sharpe Ratio (1.69 vs 1.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DIA and ^DJI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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