DIA vs. ^DJI
Compare and contrast key facts about SPDR Dow Jones Industrial Average ETF (DIA) and Dow Jones Industrial Average (^DJI).
DIA is a passively managed fund by State Street that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 14, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DIA or ^DJI.
Key characteristics
| DIA | ^DJI | |
|---|---|---|
| YTD Return | 3.15% | 2.62% |
| 1Y Return | 18.99% | 16.75% |
| 3Y Return (Ann) | 6.22% | 4.26% |
| 5Y Return (Ann) | 10.02% | 7.86% |
| 10Y Return (Ann) | 11.32% | 8.98% |
| Sharpe Ratio | 1.79 | 1.57 |
| Daily Std Dev | 10.05% | 10.06% |
| Max Drawdown | -51.87% | -53.78% |
| Current Drawdown | -2.71% | -2.84% |
Correlation
The correlation between DIA and ^DJI is 0.98, 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. ^DJI - Performance Comparison
In the year-to-date period, DIA achieves a 3.15% return, which is significantly higher than ^DJI's 2.62% return. Over the past 10 years, DIA has outperformed ^DJI with an annualized return of 11.32%, while ^DJI has yielded a comparatively lower 8.98% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DIA vs. ^DJI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Industrial Average ETF (DIA) and Dow Jones Industrial Average (^DJI). 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.
Drawdowns
DIA vs. ^DJI - Drawdown Comparison
The maximum DIA drawdown since its inception was -51.87%, roughly equal to the maximum ^DJI drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for DIA and ^DJI. For additional features, visit the drawdowns tool.
Volatility
DIA vs. ^DJI - Volatility Comparison
SPDR Dow Jones Industrial Average ETF (DIA) and Dow Jones Industrial Average (^DJI) have volatilities of 3.36% and 3.36%, 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.