DJEU.L vs. DIA
Compare and contrast key facts about Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEU.L) and SPDR Dow Jones Industrial Average ETF (DIA).
DJEU.L and DIA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DJEU.L is a passively managed fund by Amundi that tracks the performance of the Russell 1000 TR USD. It was launched on Apr 4, 2001. 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. Both DJEU.L and DIA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DJEU.L or DIA.
Key characteristics
| DJEU.L | DIA | |
|---|---|---|
| YTD Return | 6.11% | 6.48% |
| 1Y Return | 22.05% | 23.21% |
| 3Y Return (Ann) | 6.70% | 7.07% |
| 5Y Return (Ann) | 10.77% | 11.33% |
| 10Y Return (Ann) | 10.99% | 11.59% |
| Sharpe Ratio | 2.21 | 2.20 |
| Daily Std Dev | 9.93% | 9.95% |
| Max Drawdown | -36.77% | -51.87% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between DJEU.L and DIA is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DJEU.L vs. DIA - Performance Comparison
In the year-to-date period, DJEU.L achieves a 6.11% return, which is significantly lower than DIA's 6.48% return. Over the past 10 years, DJEU.L has underperformed DIA with an annualized return of 10.99%, while DIA has yielded a comparatively higher 11.59% 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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DJEU.L vs. DIA - Expense Ratio Comparison
DJEU.L has a 0.50% expense ratio, which is higher than DIA's 0.16% expense ratio.
Risk-Adjusted Performance
DJEU.L vs. DIA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEU.L) and SPDR Dow Jones Industrial Average ETF (DIA). 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.
Dividends
DJEU.L vs. DIA - Dividend Comparison
DJEU.L's dividend yield for the trailing twelve months is around 0.98%, less than DIA's 1.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJEU.L Lyxor UCITS Dow Jones Industrial Average D-EUR | 0.98% | 1.04% | 1.74% | 1.14% | 1.54% | 1.26% | 1.92% | 1.65% | 2.33% | 2.47% | 0.65% | 0.00% |
DIA SPDR Dow Jones Industrial Average ETF | 1.72% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
Drawdowns
DJEU.L vs. DIA - Drawdown Comparison
The maximum DJEU.L drawdown since its inception was -36.77%, smaller than the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for DJEU.L and DIA. For additional features, visit the drawdowns tool.
Volatility
DJEU.L vs. DIA - Volatility Comparison
Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEU.L) has a higher volatility of 3.26% compared to SPDR Dow Jones Industrial Average ETF (DIA) at 2.84%. This indicates that DJEU.L's price experiences larger fluctuations and is considered to be riskier than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.