DIA vs. ^DWCF
DIA (State Street SPDR Dow Jones Industrial Average ETF Trust) is Large Cap Blend Equities fund tracking the Dow Jones Industrial Average, while ^DWCF (Dow Jones U.S. Total Stock Market Index) is an index. Over the past 10 years, DIA returned 13.26%/yr vs 12.81%/yr for ^DWCF. Their correlation of 0.90 means they have usually moved in the same direction.
Performance
DIA vs. ^DWCF - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with DIA having a 11.40% return and ^DWCF slightly higher at 11.45%. Both investments have delivered pretty close results over the past 10 years, with DIA having a 13.26% annualized return and ^DWCF not far behind at 12.81%.
DIA
- 1D
- 1.32%
- 1M
- 0.66%
- 6M
- 8.32%
- YTD
- 11.40%
- 1Y
- 23.76%
- 3Y*
- 16.74%
- 5Y*
- 10.75%
- 10Y*
- 13.26%
- ALL TIME*
- 9.21%
^DWCF
- 1D
- 1.52%
- 1M
- 1.24%
- 6M
- 9.23%
- YTD
- 11.45%
- 1Y
- 22.08%
- 3Y*
- 18.83%
- 5Y*
- 10.50%
- 10Y*
- 12.81%
- ALL TIME*
- 9.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $2.15B | $1.97B | $2.40B |
DIA vs. ^DWCF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 11.40% | 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 | 11.45% | 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 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 0.82 to 0.90 - a consistent structural relationship.
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Return for Risk
DIA vs. ^DWCF — Risk / Return Rank
DIA
^DWCF
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 | ^DWCF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.30 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 2.43 | +0.01 |
| Martin ratioReturn relative to average drawdown | 9.47 | 10.30 | -0.84 |
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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 | ^DWCF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -0.07% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -7.11% | -11.05% | +3.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.15% | +0.37% |
Volatility
DIA vs. ^DWCF - Volatility Comparison
State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) and Dow Jones U.S. Total Stock Market Index (^DWCF) have volatilities of 3.83% and 3.79%, 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 | ^DWCF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 3.79% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | 10.41% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.51% | 13.20% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 17.56% | -2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.54% | 18.47% | -0.93% |
Frequently Asked Questions
DIA and ^DWCF have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIA has higher volatility (3.83%) compared to ^DWCF (3.79%). In terms of maximum drawdown, DIA dropped -51.87% vs ^DWCF's -56.81%.
DIA currently has the higher Sharpe Ratio (1.91 vs 1.68), 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.
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