DSI vs. ^DJI

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI KLD 400 Social ETF (DSI) and Dow Jones Industrial Average (^DJI).

DSI is a passively managed fund by iShares that tracks the performance of the MSCI KLD 400 Social Index. It was launched on Nov 14, 2006.

Performance

DSI vs. ^DJI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI KLD 400 Social ETF (DSI) and Dow Jones Industrial Average (^DJI). The values are adjusted to include any dividend payments, if applicable.

DSI vs. ^DJI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DSI iShares MSCI KLD 400 Social ETF	-4.95%	18.03%	22.38%	28.51%	-21.71%	31.32%	20.94%	31.15%	-3.90%	20.89%
^DJI Dow Jones Industrial Average	-3.12%	12.97%	12.88%	13.70%	-8.78%	18.73%	7.25%	22.34%	-5.63%	25.08%

Returns By Period

In the year-to-date period, DSI achieves a -4.95% return, which is significantly lower than ^DJI's -3.12% return. Over the past 10 years, DSI has outperformed ^DJI with an annualized return of 13.68%, while ^DJI has yielded a comparatively lower 10.10% annualized return.

DSI

• 1D: 0.79%
• 1M: -4.80%
• YTD: -4.95%
• 6M: -3.05%
• 1Y: 19.89%
• 3Y*: 17.41%
• 5Y*: 10.84%
• 10Y*: 13.68%

^DJI

• 1D: 0.48%
• 1M: -4.78%
• YTD: -3.12%
• 6M: 0.27%
• 1Y: 10.90%
• 3Y*: 11.85%
• 5Y*: 7.03%
• 10Y*: 10.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DSI vs. ^DJI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DSI

DSI Risk / Return Rank: 62
DSI Sharpe Ratio Rank: 58
DSI Sortino Ratio Rank: 62
DSI Omega Ratio Rank: 61
DSI Calmar Ratio Rank: 67
DSI Martin Ratio Rank: 65

^DJI

^DJI Risk / Return Rank: 41
^DJI Sharpe Ratio Rank: 41
^DJI Sortino Ratio Rank: 41
^DJI Omega Ratio Rank: 42
^DJI Calmar Ratio Rank: 41
^DJI Martin Ratio Rank: 42

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.

DSI vs. ^DJI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI KLD 400 Social ETF (DSI) 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.

	DSI	^DJI	Difference
Sharpe ratio Return per unit of total volatility	1.06	0.65	+0.41
Sortino ratio Return per unit of downside risk	1.63	1.05	+0.59
Omega ratio Gain probability vs. loss probability	1.23	1.14	+0.09
Calmar ratio Return relative to maximum drawdown	1.77	1.00	+0.77
Martin ratio Return relative to average drawdown	6.89	3.59	+3.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DSI vs. ^DJI - Sharpe Ratio Comparison

The current DSI Sharpe Ratio is 1.06, which is higher than the ^DJI Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of DSI and ^DJI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DSI	^DJI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	0.65	+0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.48	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	0.58	+0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	0.41	+0.10

Correlation

The correlation between DSI and ^DJI is 0.85, 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.

Drawdowns

DSI vs. ^DJI - Drawdown Comparison

The maximum DSI drawdown since its inception was -54.23%, roughly equal to the maximum ^DJI drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for DSI and ^DJI.

Drawdown Indicators

	DSI	^DJI	Difference
Max Drawdown Largest peak-to-trough decline	-54.23%	-53.78%	-0.45%
Max Drawdown (1Y) Largest decline over 1 year	-11.54%	-10.85%	-0.69%
Max Drawdown (5Y) Largest decline over 5 years	-28.36%	-21.94%	-6.42%
Max Drawdown (10Y) Largest decline over 10 years	-34.10%	-37.09%	+2.99%
Current Drawdown Current decline from peak	-7.55%	-7.22%	-0.33%
Average Drawdown Average peak-to-trough decline	-7.58%	-9.76%	+2.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	3.03%	-0.06%

Volatility

DSI vs. ^DJI - Volatility Comparison

iShares MSCI KLD 400 Social ETF (DSI) has a higher volatility of 5.69% compared to Dow Jones Industrial Average (^DJI) at 4.96%. This indicates that DSI's price experiences larger fluctuations and is considered to be riskier than ^DJI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DSI	^DJI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.69%	4.96%	+0.73%
Volatility (6M) Calculated over the trailing 6-month period	10.23%	9.29%	+0.94%
Volatility (1Y) Calculated over the trailing 1-year period	18.77%	16.81%	+1.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.87%	14.76%	+3.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.67%	17.57%	+1.10%