KRG vs. ^W2DOW

Last updated Jun 4, 2026

KRG (Kite Realty Group Trust) is a stock, while ^W2DOW (Dow Jones Global ex-U.S. Index) is an index. Over the past 10 years, KRG returned 5.21%/yr vs 7.02%/yr for ^W2DOW. At a 0.25 correlation, their price movements are largely independent.

Performance

KRG vs. ^W2DOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kite Realty Group Trust (KRG) and Dow Jones Global ex-U.S. Index (^W2DOW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KRG achieves a 15.34% return, which is significantly higher than ^W2DOW's 12.50% return. Over the past 10 years, KRG has underperformed ^W2DOW with an annualized return of 5.21%, while ^W2DOW has yielded a comparatively higher 7.02% annualized return.

KRG

• 1D: -0.56%
• 1M: 2.33%
• YTD: 15.34%
• 6M: 21.90%
• 1Y: 27.88%
• 3Y*: 15.72%
• 5Y*: 9.11%
• 10Y*: 5.21%

^W2DOW

• 1D: -0.65%
• 1M: 3.71%
• YTD: 12.50%
• 6M: 15.36%
• 1Y: 28.78%
• 3Y*: 16.53%
• 5Y*: 5.53%
• 10Y*: 7.02%

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

KRG vs. ^W2DOW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KRG Kite Realty Group Trust	15.34%	-0.20%	15.46%	13.60%	0.80%	50.80%	-20.03%	53.21%	-22.48%	-11.52%
^W2DOW Dow Jones Global ex-U.S. Index	12.50%	28.20%	3.13%	12.35%	-18.59%	5.68%	9.26%	18.37%	-16.52%	24.67%

Correlation

The correlation between KRG and ^W2DOW is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Aug 12, 2004	0.25

The correlation between KRG and ^W2DOW shifts across timeframes, from 0.08 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

KRG vs. ^W2DOW — Risk / Return Rank

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

KRG

KRG Risk / Return Rank: 79
KRG Sharpe Ratio Rank: 81
KRG Sortino Ratio Rank: 76
KRG Omega Ratio Rank: 74
KRG Calmar Ratio Rank: 82
KRG Martin Ratio Rank: 84

^W2DOW

^W2DOW Risk / Return Rank: 69
^W2DOW Sharpe Ratio Rank: 71
^W2DOW Sortino Ratio Rank: 78
^W2DOW Omega Ratio Rank: 80
^W2DOW Calmar Ratio Rank: 57
^W2DOW Martin Ratio Rank: 60

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.

KRG vs. ^W2DOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kite Realty Group Trust (KRG) and Dow Jones Global ex-U.S. Index (^W2DOW). 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.

	KRG	^W2DOW	Difference
Sharpe ratio Return per unit of total volatility	1.47	2.13	-0.66
Sortino ratio Return per unit of downside risk	2.10	3.14	-1.04
Omega ratio Gain probability vs. loss probability	1.26	1.42	-0.16
Calmar ratio Return relative to maximum drawdown	3.02	2.47	+0.55
Martin ratio Return relative to average drawdown	8.65	9.25	-0.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KRG vs. ^W2DOW - Sharpe Ratio Comparison

The current KRG Sharpe Ratio is 1.47, which is lower than the ^W2DOW Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of KRG and ^W2DOW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KRG	^W2DOW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.47	2.13	-0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.34	0.40	-0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.14	0.42	-0.28
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.24	-0.18

Drawdowns

KRG vs. ^W2DOW - Drawdown Comparison

The maximum KRG drawdown since its inception was -88.63%, which is greater than ^W2DOW's maximum drawdown of -61.60%. Use the drawdown chart below to compare losses from any high point for KRG and ^W2DOW.

Drawdown Indicators

	KRG	^W2DOW	Difference
Max Drawdown Largest peak-to-trough decline	-88.63%	-61.60%	-27.03%
Max Drawdown (1Y) Largest decline over 1 year	-9.27%	-11.18%	+1.91%
Max Drawdown (3Y) Largest decline over 3 years	-29.07%	-14.47%	-14.60%
Max Drawdown (5Y) Largest decline over 5 years	-29.07%	-32.21%	+3.14%
Max Drawdown (10Y) Largest decline over 10 years	-68.62%	-43.58%	-25.04%
Current Drawdown Current decline from peak	-9.88%	-0.65%	-9.23%
Average Drawdown Average peak-to-trough decline	-46.00%	-19.34%	-26.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	3.03%	+0.20%

Volatility

KRG vs. ^W2DOW - Volatility Comparison

Kite Realty Group Trust (KRG) and Dow Jones Global ex-U.S. Index (^W2DOW) have volatilities of 4.29% and 4.11%, 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.

Volatility by Period

	KRG	^W2DOW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.29%	4.11%	+0.18%
Volatility (6M) Calculated over the trailing 6-month period	12.21%	11.23%	+0.98%
Volatility (1Y) Calculated over the trailing 1-year period	19.05%	13.00%	+6.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.11%	13.52%	+13.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.85%	14.89%	+21.96%

Frequently Asked Questions

Can I hold both KRG and ^W2DOW in my portfolio?

KRG and ^W2DOW have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KRG or ^W2DOW?

KRG has higher volatility (4.29%) compared to ^W2DOW (4.11%). In terms of maximum drawdown, KRG dropped -88.63% vs ^W2DOW's -61.60%.

Which has better risk-adjusted returns?

^W2DOW currently has the higher Sharpe Ratio (2.13 vs 1.47), 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.