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DIA vs. IYY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DIA and IYY is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

DIA vs. IYY - Performance Comparison

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

450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
562.32%
492.41%
DIA
IYY

Key characteristics

Sharpe Ratio

DIA:

0.37

IYY:

0.51

Sortino Ratio

DIA:

0.65

IYY:

0.83

Omega Ratio

DIA:

1.09

IYY:

1.12

Calmar Ratio

DIA:

0.40

IYY:

0.52

Martin Ratio

DIA:

1.50

IYY:

2.09

Ulcer Index

DIA:

4.23%

IYY:

4.75%

Daily Std Dev

DIA:

17.04%

IYY:

19.46%

Max Drawdown

DIA:

-51.87%

IYY:

-55.17%

Current Drawdown

DIA:

-10.15%

IYY:

-10.12%

Returns By Period

In the year-to-date period, DIA achieves a -5.05% return, which is significantly higher than IYY's -5.93% return. Over the past 10 years, DIA has underperformed IYY with an annualized return of 10.67%, while IYY has yielded a comparatively higher 11.50% annualized return.


DIA

YTD

-5.05%

1M

-3.16%

6M

-4.40%

1Y

6.93%

5Y*

12.39%

10Y*

10.67%

IYY

YTD

-5.93%

1M

-0.84%

6M

-4.53%

1Y

9.30%

5Y*

14.70%

10Y*

11.50%

*Annualized

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DIA vs. IYY - Expense Ratio Comparison

DIA has a 0.16% expense ratio, which is lower than IYY's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for IYY: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYY: 0.20%
Expense ratio chart for DIA: current value is 0.16%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DIA: 0.16%

Risk-Adjusted Performance

DIA vs. IYY — Risk-Adjusted Performance Rank

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

DIA
The Risk-Adjusted Performance Rank of DIA is 5151
Overall Rank
The Sharpe Ratio Rank of DIA is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of DIA is 5050
Sortino Ratio Rank
The Omega Ratio Rank of DIA is 5050
Omega Ratio Rank
The Calmar Ratio Rank of DIA is 5555
Calmar Ratio Rank
The Martin Ratio Rank of DIA is 5353
Martin Ratio Rank

IYY
The Risk-Adjusted Performance Rank of IYY is 6161
Overall Rank
The Sharpe Ratio Rank of IYY is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of IYY is 5959
Sortino Ratio Rank
The Omega Ratio Rank of IYY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of IYY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of IYY is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DIA vs. IYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Industrial Average ETF (DIA) and iShares Dow Jones U.S. ETF (IYY). 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.


The chart of Sharpe ratio for DIA, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.00
DIA: 0.37
IYY: 0.51
The chart of Sortino ratio for DIA, currently valued at 0.65, compared to the broader market-2.000.002.004.006.008.00
DIA: 0.65
IYY: 0.83
The chart of Omega ratio for DIA, currently valued at 1.09, compared to the broader market0.501.001.502.00
DIA: 1.09
IYY: 1.12
The chart of Calmar ratio for DIA, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.00
DIA: 0.40
IYY: 0.52
The chart of Martin ratio for DIA, currently valued at 1.50, compared to the broader market0.0020.0040.0060.00
DIA: 1.50
IYY: 2.09

The current DIA Sharpe Ratio is 0.37, which is comparable to the IYY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of DIA and IYY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.37
0.51
DIA
IYY

Dividends

DIA vs. IYY - Dividend Comparison

DIA's dividend yield for the trailing twelve months is around 1.66%, more than IYY's 1.14% yield.


TTM20242023202220212020201920182017201620152014
DIA
SPDR Dow Jones Industrial Average ETF
1.66%1.61%1.81%1.91%1.58%1.87%2.09%2.24%1.97%2.26%2.33%2.02%
IYY
iShares Dow Jones U.S. ETF
1.14%1.05%1.29%1.49%1.04%1.31%1.80%1.97%1.62%1.81%1.97%1.66%

Drawdowns

DIA vs. IYY - Drawdown Comparison

The maximum DIA drawdown since its inception was -51.87%, smaller than the maximum IYY drawdown of -55.17%. Use the drawdown chart below to compare losses from any high point for DIA and IYY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.15%
-10.12%
DIA
IYY

Volatility

DIA vs. IYY - Volatility Comparison

The current volatility for SPDR Dow Jones Industrial Average ETF (DIA) is 12.16%, while iShares Dow Jones U.S. ETF (IYY) has a volatility of 14.05%. This indicates that DIA experiences smaller price fluctuations and is considered to be less risky than IYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.16%
14.05%
DIA
IYY