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

Correlation

The correlation between DIA and UDOW is 0.92, 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.


Performance

DIA vs. UDOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Dow Jones Industrial Average ETF (DIA) and ProShares UltraPro Dow30 (UDOW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DIA:

0.59

UDOW:

0.17

Sortino Ratio

DIA:

0.83

UDOW:

0.47

Omega Ratio

DIA:

1.11

UDOW:

1.06

Calmar Ratio

DIA:

0.53

UDOW:

0.08

Martin Ratio

DIA:

1.86

UDOW:

0.22

Ulcer Index

DIA:

4.59%

UDOW:

15.48%

Daily Std Dev

DIA:

17.39%

UDOW:

51.84%

Max Drawdown

DIA:

-51.87%

UDOW:

-80.29%

Current Drawdown

DIA:

-5.26%

UDOW:

-24.67%

Returns By Period

In the year-to-date period, DIA achieves a 0.11% return, which is significantly higher than UDOW's -9.90% return. Over the past 10 years, DIA has underperformed UDOW with an annualized return of 11.19%, while UDOW has yielded a comparatively higher 17.40% annualized return.


DIA

YTD

0.11%

1M

5.77%

6M

-4.83%

1Y

10.18%

3Y*

10.44%

5Y*

12.78%

10Y*

11.19%

UDOW

YTD

-9.90%

1M

16.41%

6M

-23.86%

1Y

8.59%

3Y*

12.09%

5Y*

23.30%

10Y*

17.40%

*Annualized

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ProShares UltraPro Dow30

DIA vs. UDOW - Expense Ratio Comparison

DIA has a 0.16% expense ratio, which is lower than UDOW's 0.95% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DIA vs. UDOW — 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 5858
Overall Rank
The Sharpe Ratio Rank of DIA is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of DIA is 5555
Sortino Ratio Rank
The Omega Ratio Rank of DIA is 5555
Omega Ratio Rank
The Calmar Ratio Rank of DIA is 6262
Calmar Ratio Rank
The Martin Ratio Rank of DIA is 5757
Martin Ratio Rank

UDOW
The Risk-Adjusted Performance Rank of UDOW is 2727
Overall Rank
The Sharpe Ratio Rank of UDOW is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of UDOW is 3232
Sortino Ratio Rank
The Omega Ratio Rank of UDOW is 3333
Omega Ratio Rank
The Calmar Ratio Rank of UDOW is 2323
Calmar Ratio Rank
The Martin Ratio Rank of UDOW is 2222
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. UDOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Industrial Average ETF (DIA) and ProShares UltraPro Dow30 (UDOW). 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 current DIA Sharpe Ratio is 0.59, which is higher than the UDOW Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of DIA and UDOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DIA vs. UDOW - Dividend Comparison

DIA's dividend yield for the trailing twelve months is around 1.51%, more than UDOW's 1.28% yield.


TTM20242023202220212020201920182017201620152014
DIA
SPDR Dow Jones Industrial Average ETF
1.51%1.61%1.81%1.91%1.58%1.87%2.09%2.24%1.97%2.26%2.33%2.02%
UDOW
ProShares UltraPro Dow30
1.28%0.95%0.95%0.83%0.26%0.19%0.61%0.73%0.13%0.67%0.21%0.46%

Drawdowns

DIA vs. UDOW - Drawdown Comparison

The maximum DIA drawdown since its inception was -51.87%, smaller than the maximum UDOW drawdown of -80.29%. Use the drawdown chart below to compare losses from any high point for DIA and UDOW.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DIA vs. UDOW - Volatility Comparison

The current volatility for SPDR Dow Jones Industrial Average ETF (DIA) is 4.62%, while ProShares UltraPro Dow30 (UDOW) has a volatility of 13.69%. This indicates that DIA experiences smaller price fluctuations and is considered to be less risky than UDOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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