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DORM vs. URTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DORM vs. URTH

Last updated Jun 23, 2026

DORM (Dorman Products, Inc.) is a stock, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 10 years, DORM returned 8.86%/yr vs 13.61%/yr for URTH. At a 0.41 correlation, their price movements are largely independent.

Performance

DORM vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dorman Products, Inc. (DORM) and iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DORM achieves a 1.24% return, which is significantly lower than URTH's 9.66% return. Over the past 10 years, DORM has underperformed URTH with an annualized return of 8.86%, while URTH has yielded a comparatively higher 13.61% annualized return.

DORM

1D
-0.75%
1M
5.62%
YTD
1.24%
6M
-0.29%
1Y
1.21%
3Y*
17.54%
5Y*
4.83%
10Y*
8.86%

URTH

1D
-0.18%
1M
0.58%
YTD
9.66%
6M
9.36%
1Y
25.98%
3Y*
20.26%
5Y*
11.79%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DORM vs. URTH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DORM
Dorman Products, Inc.		1.24%-4.91%55.32%3.14%-28.44%30.17%14.66%-15.89%47.24%-16.32%
URTH
iShares MSCI World ETF		9.66%21.36%18.66%23.95%-17.97%22.27%15.78%28.15%-8.56%22.95%

Correlation

The correlation between DORM and URTH is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2012

0.41

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Dorman Products, Inc.

iShares MSCI World ETF

Often compared with DORM:
DORM vs. CHEDORM vs. VHGEXDORM vs. SPYDORM vs. TSLADORM vs. AEMDORM vs. NVDADORM vs. VOO
Often compared with URTH:
URTH vs. VTURTH vs. IWDA.LURTH vs. SPYURTH vs. VOOURTH vs. XWD.TOURTH vs. BRK-BURTH vs. VXUS

Return for Risk

DORM vs. URTH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DORM
DORM Risk / Return Rank: 4141
Overall Rank
DORM Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
DORM Sortino Ratio Rank: 3838
Sortino Ratio Rank
DORM Omega Ratio Rank: 3838
Omega Ratio Rank
DORM Calmar Ratio Rank: 4242
Calmar Ratio Rank
DORM Martin Ratio Rank: 4242
Martin Ratio Rank
URTH
URTH Risk / Return Rank: 6565
Overall Rank
URTH Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 6464
Sortino Ratio Rank
URTH Omega Ratio Rank: 6464
Omega Ratio Rank
URTH Calmar Ratio Rank: 6060
Calmar Ratio Rank
URTH Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DORM vs. URTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dorman Products, Inc. (DORM) and iShares MSCI World ETF (URTH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

DORMURTHDifference
Sharpe ratioReturn per unit of total volatility
0.04
2.08

-2.04

Sortino ratioReturn per unit of downside risk
0.30
2.85

-2.55

Omega ratioGain probability vs. loss probability

1.04

1.37

-0.34

Calmar ratioReturn relative to maximum drawdown

0.03

2.88

-2.85

Martin ratioReturn relative to average drawdown

0.05

12.77

-12.72

DORM vs. URTH - Sharpe Ratio Comparison

The current DORM Sharpe Ratio is 0.04, which is lower than the URTH Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of DORM and URTH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DORM vs. URTH - Drawdown Comparison

The maximum DORM drawdown since its inception was -88.99%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for DORM and URTH.

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Drawdown Indicators

DORMURTHDifference

Max Drawdown

Largest peak-to-trough decline

-88.99%

-34.01%

-54.98%

Max Drawdown (1Y)

Largest decline over 1 year

-39.58%

-9.06%

-30.52%

Max Drawdown (3Y)

Largest decline over 3 years

-39.58%

-16.94%

-22.64%

Max Drawdown (5Y)

Largest decline over 5 years

-49.32%

-26.05%

-23.27%

Max Drawdown (10Y)

Largest decline over 10 years

-50.78%

-34.01%

-16.77%

Current Drawdown

Current decline from peak

-25.02%

-1.19%

-23.83%

Average Drawdown

Average peak-to-trough decline

-23.74%

-4.36%

-19.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.56%

2.04%

+20.52%

Volatility

DORM vs. URTH - Volatility Comparison

Dorman Products, Inc. (DORM) has a higher volatility of 6.93% compared to iShares MSCI World ETF (URTH) at 4.47%. This indicates that DORM's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DORMURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.93%

4.47%

+2.46%

Volatility (6M)

Calculated over the trailing 6-month period

22.70%

10.16%

+12.54%

Volatility (1Y)

Calculated over the trailing 1-year period

34.29%

12.59%

+21.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.53%

16.26%

+16.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.32%

17.29%

+16.03%

Dividends

DORM vs. URTH - Dividend Comparison

DORM has not paid dividends to shareholders, while URTH's dividend yield for the trailing twelve months is around 1.40%.

PositionTTM20252024202320222021202020192018201720162015
DORM
Dorman Products, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URTH
iShares MSCI World ETF		1.40%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions

DORM and URTH have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DORM has higher volatility (6.93%) compared to URTH (4.47%). In terms of maximum drawdown, DORM dropped -88.99% vs URTH's -34.01%.

URTH currently has the higher Sharpe Ratio (2.08 vs 0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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