DIA vs. ^TYX
DIA (State Street SPDR Dow Jones Industrial Average ETF Trust) is Large Cap Blend Equities fund tracking the Dow Jones Industrial Average, while ^TYX (Treasury Yield 30 Years) is an index. Over the past 10 years, DIA returned 13.40%/yr vs 7.45%/yr for ^TYX. At a 0.22 correlation, their price movements are largely independent.
Performance
DIA vs. ^TYX - Performance Comparison
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Returns By Period
In the year-to-date period, DIA achieves a 7.27% return, which is significantly higher than ^TYX's 2.79% return. Over the past 10 years, DIA has outperformed ^TYX with an annualized return of 13.40%, while ^TYX has yielded a comparatively lower 7.45% annualized return.
DIA
- 1D
- 0.73%
- 1M
- 2.50%
- YTD
- 7.27%
- 6M
- 6.43%
- 1Y
- 23.20%
- 3Y*
- 16.29%
- 5Y*
- 10.14%
- 10Y*
- 13.40%
^TYX
- 1D
- 0.48%
- 1M
- -0.74%
- YTD
- 2.79%
- 6M
- 2.41%
- 1Y
- 1.22%
- 3Y*
- 8.08%
- 5Y*
- 18.25%
- 10Y*
- 7.45%
DIA vs. ^TYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
^TYX Treasury Yield 30 Years | 2.79% | 1.13% | 19.08% | 1.11% | 108.66% | 15.74% | -31.10% | -20.89% | 10.26% | -10.58% |
Correlation
The correlation between DIA and ^TYX is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 1998 | 0.22 |
The correlation between DIA and ^TYX shifts across timeframes, from -0.25 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DIA vs. ^TYX — Risk / Return Rank
DIA
^TYX
DIA vs. ^TYX - 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 Treasury Yield 30 Years (^TYX). 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 | ^TYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.05 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | 0.29 | +1.87 |
| Martin ratioReturn relative to average drawdown | 8.35 | 0.62 | +7.73 |
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Drawdowns
DIA vs. ^TYX - Drawdown Comparison
The maximum DIA drawdown since its inception was -51.87%, smaller than the maximum ^TYX drawdown of -93.84%. Use the drawdown chart below to compare losses from any high point for DIA and ^TYX.
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Drawdown Indicators
| DIA | ^TYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.87% | -93.84% | +41.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.76% | -9.55% | -0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -22.85% | +6.90% |
Max Drawdown (5Y)Largest decline over 5 years | -20.76% | -24.04% | +3.28% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | -72.86% | +36.16% |
Current DrawdownCurrent decline from peak | -0.70% | -67.29% | +66.59% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -56.71% | +49.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 4.44% | -1.91% |
Volatility
DIA vs. ^TYX - Volatility Comparison
State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) has a higher volatility of 4.32% compared to Treasury Yield 30 Years (^TYX) at 3.72%. This indicates that DIA's price experiences larger fluctuations and is considered to be riskier than ^TYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIA | ^TYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 3.72% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 8.12% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.52% | 12.20% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 25.35% | -10.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 33.56% | -16.00% |
Frequently Asked Questions
DIA and ^TYX have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIA has higher volatility (4.32%) compared to ^TYX (3.72%). In terms of maximum drawdown, DIA dropped -51.87% vs ^TYX's -93.84%.
DIA currently has the higher Sharpe Ratio (1.69 vs 0.23), 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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