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DJIA vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DJIA and VOO is 0.63, 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.


-0.50.00.51.00.6

Performance

DJIA vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Dow 30 Covered Call ETF (DJIA) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
21.21%
44.42%
DJIA
VOO

Key characteristics

Sharpe Ratio

DJIA:

1.84

VOO:

2.25

Sortino Ratio

DJIA:

2.65

VOO:

2.98

Omega Ratio

DJIA:

1.38

VOO:

1.42

Calmar Ratio

DJIA:

3.33

VOO:

3.31

Martin Ratio

DJIA:

12.55

VOO:

14.77

Ulcer Index

DJIA:

1.20%

VOO:

1.90%

Daily Std Dev

DJIA:

8.19%

VOO:

12.46%

Max Drawdown

DJIA:

-16.91%

VOO:

-33.99%

Current Drawdown

DJIA:

-0.93%

VOO:

-2.47%

Returns By Period

In the year-to-date period, DJIA achieves a 14.22% return, which is significantly lower than VOO's 26.02% return.


DJIA

YTD

14.22%

1M

0.82%

6M

10.08%

1Y

14.58%

5Y*

N/A

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DJIA vs. VOO - Expense Ratio Comparison

DJIA has a 0.60% expense ratio, which is higher than VOO's 0.03% expense ratio.


DJIA
Global X Dow 30 Covered Call ETF
Expense ratio chart for DJIA: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

DJIA vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call ETF (DJIA) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for DJIA, currently valued at 1.84, compared to the broader market0.002.004.001.842.25
The chart of Sortino ratio for DJIA, currently valued at 2.65, compared to the broader market-2.000.002.004.006.008.0010.002.652.98
The chart of Omega ratio for DJIA, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.42
The chart of Calmar ratio for DJIA, currently valued at 3.33, compared to the broader market0.005.0010.0015.003.333.31
The chart of Martin ratio for DJIA, currently valued at 12.55, compared to the broader market0.0020.0040.0060.0080.00100.0012.5514.77
DJIA
VOO

The current DJIA Sharpe Ratio is 1.84, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of DJIA and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.84
2.25
DJIA
VOO

Dividends

DJIA vs. VOO - Dividend Comparison

DJIA's dividend yield for the trailing twelve months is around 6.77%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
DJIA
Global X Dow 30 Covered Call ETF
6.77%7.16%9.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

DJIA vs. VOO - Drawdown Comparison

The maximum DJIA drawdown since its inception was -16.91%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DJIA and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.93%
-2.47%
DJIA
VOO

Volatility

DJIA vs. VOO - Volatility Comparison

The current volatility for Global X Dow 30 Covered Call ETF (DJIA) is 2.50%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that DJIA experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.50%
3.75%
DJIA
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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