DIA vs. HD
DIA (State Street SPDR Dow Jones Industrial Average ETF Trust) is Large Cap Blend Equities fund tracking the Dow Jones Industrial Average, while HD (The Home Depot, Inc.) is a stock. Over the past 10 years, DIA returned 13.40%/yr vs 12.81%/yr for HD. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
DIA vs. HD - 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 HD's -3.21% return. Both investments have delivered pretty close results over the past 10 years, with DIA having a 13.40% annualized return and HD not far behind at 12.81%.
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%
HD
- 1D
- 0.73%
- 1M
- 9.35%
- YTD
- -3.21%
- 6M
- -7.39%
- 1Y
- -7.17%
- 3Y*
- 5.70%
- 5Y*
- 3.66%
- 10Y*
- 12.81%
DIA vs. HD - 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% |
HD The Home Depot, Inc. | -3.21% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
Correlation
The correlation between DIA and HD is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 1998 | 0.62 |
The correlation between DIA and HD shifts across timeframes, from 0.54 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DIA vs. HD — Risk / Return Rank
DIA
HD
DIA vs. HD - 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 The Home Depot, Inc. (HD). 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 | HD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.75 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.97 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.16 | -0.25 | +2.41 |
| Martin ratioReturn relative to average drawdown | 8.35 | -0.50 | +8.85 |
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Drawdowns
DIA vs. HD - Drawdown Comparison
The maximum DIA drawdown since its inception was -51.87%, smaller than the maximum HD drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for DIA and HD.
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Drawdown Indicators
| DIA | HD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.87% | -70.46% | +18.59% |
Max Drawdown (1Y)Largest decline over 1 year | -9.76% | -28.81% | +19.05% |
Max Drawdown (3Y)Largest decline over 3 years | -15.95% | -28.84% | +12.89% |
Max Drawdown (5Y)Largest decline over 5 years | -20.76% | -34.73% | +13.97% |
Max Drawdown (10Y)Largest decline over 10 years | -36.70% | -37.99% | +1.29% |
Current DrawdownCurrent decline from peak | -0.70% | -20.86% | +20.16% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -20.60% | +13.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 14.34% | -11.81% |
Volatility
DIA vs. HD - Volatility Comparison
The current volatility for State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) is 4.32%, while The Home Depot, Inc. (HD) has a volatility of 6.82%. This indicates that DIA experiences smaller price fluctuations and is considered to be less risky than HD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIA | HD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 6.82% | -2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 17.97% | -8.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.52% | 23.74% | -11.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 24.12% | -9.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 24.84% | -7.28% |
Dividends
DIA vs. HD - Dividend Comparison
DIA's dividend yield for the trailing twelve months is around 1.37%, less than HD's 2.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 1.37% | 1.43% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 1.85% | 2.24% | 1.97% | 2.26% | 2.33% |
HD The Home Depot, Inc. | 2.82% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
Frequently Asked Questions
DIA and HD have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HD has higher volatility (6.82%) compared to DIA (4.32%). In terms of maximum drawdown, DIA dropped -51.87% vs HD's -70.46%.
DIA currently has the higher Sharpe Ratio (1.69 vs -0.30), 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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