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DIA vs. ^DWCF
Performance
Return for Risk
Drawdowns
Volatility

Performance

DIA vs. ^DWCF - 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 U.S. Total Stock Market Index (^DWCF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with DIA having a 8.31% return and ^DWCF slightly lower at 8.30%. Both investments have delivered pretty close results over the past 10 years, with DIA having a 13.69% annualized return and ^DWCF not far behind at 13.28%.


DIA

1D
-0.09%
1M
2.35%
YTD
8.31%
6M
7.49%
1Y
23.20%
3Y*
17.21%
5Y*
10.52%
10Y*
13.69%

^DWCF

1D
-1.37%
1M
-0.92%
YTD
8.30%
6M
7.15%
1Y
22.74%
3Y*
19.07%
5Y*
10.36%
10Y*
13.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIA vs. ^DWCF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIA
State Street SPDR Dow Jones Industrial Average ETF Trust
8.31%14.71%14.82%16.02%-7.02%20.83%9.59%24.70%-3.74%28.08%
^DWCF
Dow Jones U.S. Total Stock Market Index
8.30%15.59%22.21%24.06%-20.80%24.01%18.72%28.42%-7.04%18.89%

Correlation

The correlation between DIA and ^DWCF is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.83

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

0.88

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

0.89

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

0.90

The correlation between DIA and ^DWCF has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.

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Return for Risk

DIA vs. ^DWCF — Risk / Return Rank

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

DIA
DIA Risk / Return Rank: 5656
Overall Rank
DIA Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DIA Sortino Ratio Rank: 6060
Sortino Ratio Rank
DIA Omega Ratio Rank: 5555
Omega Ratio Rank
DIA Calmar Ratio Rank: 5050
Calmar Ratio Rank
DIA Martin Ratio Rank: 5454
Martin Ratio Rank

^DWCF
^DWCF Risk / Return Rank: 6565
Overall Rank
^DWCF Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
^DWCF Sortino Ratio Rank: 6161
Sortino Ratio Rank
^DWCF Omega Ratio Rank: 6363
Omega Ratio Rank
^DWCF Calmar Ratio Rank: 6363
Calmar Ratio Rank
^DWCF Martin Ratio Rank: 7575
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. ^DWCF - 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 U.S. Total Stock Market Index (^DWCF). 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^DWCFDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.33

1.32

+0.02

Calmar ratioReturn relative to maximum drawdown

2.39

2.50

-0.12

Martin ratioReturn relative to average drawdown

9.22

11.00

-1.78

DIA vs. ^DWCF - Sharpe Ratio Comparison

The current DIA Sharpe Ratio is 1.88, which is comparable to the ^DWCF Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of DIA and ^DWCF, 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. ^DWCF - Drawdown Comparison

The maximum DIA drawdown since its inception was -51.87%, smaller than the maximum ^DWCF drawdown of -56.81%. Use the drawdown chart below to compare losses from any high point for DIA and ^DWCF.


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Drawdown Indicators


DIA^DWCFDifference

Max Drawdown

Largest peak-to-trough decline

-51.87%

-56.81%

+4.94%

Max Drawdown (1Y)

Largest decline over 1 year

-9.76%

-9.12%

-0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-15.95%

-19.59%

+3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-20.76%

-26.31%

+5.55%

Max Drawdown (10Y)

Largest decline over 10 years

-36.70%

-35.14%

-1.56%

Current Drawdown

Current decline from peak

-0.65%

-2.90%

+2.25%

Average Drawdown

Average peak-to-trough decline

-7.13%

-11.08%

+3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.07%

+0.45%

Volatility

DIA vs. ^DWCF - Volatility Comparison

The current volatility for State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) is 4.15%, while Dow Jones U.S. Total Stock Market Index (^DWCF) has a volatility of 5.00%. This indicates that DIA experiences smaller price fluctuations and is considered to be less risky than ^DWCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIA^DWCFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

5.00%

-0.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

10.17%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

12.42%

12.96%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

17.54%

-2.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.53%

18.48%

-0.95%

Frequently Asked Questions


DIA and ^DWCF have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

^DWCF has higher volatility (5.00%) compared to DIA (4.15%). In terms of maximum drawdown, DIA dropped -51.87% vs ^DWCF's -56.81%.

DIA currently has the higher Sharpe Ratio (1.88 vs 1.77), 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 ^DWCF

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