KRG vs. ^W2DOW

Last updated Apr 2, 2026

Compare and contrast key facts about Kite Realty Group Trust (KRG) and Dow Jones Global ex-U.S. Index (^W2DOW).

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.

KRG vs. ^W2DOW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KRG Kite Realty Group Trust	3.69%	-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	2.66%	28.20%	3.13%	12.35%	-18.59%	5.68%	9.26%	18.37%	-16.52%	24.67%

Returns By Period

In the year-to-date period, KRG achieves a 3.69% return, which is significantly higher than ^W2DOW's 2.66% return. Over the past 10 years, KRG has underperformed ^W2DOW with an annualized return of 4.17%, while ^W2DOW has yielded a comparatively higher 6.34% annualized return.

KRG

• 1D: -0.57%
• 1M: -6.80%
• YTD: 3.69%
• 6M: 13.43%
• 1Y: 14.97%
• 3Y*: 10.54%
• 5Y*: 9.08%
• 10Y*: 4.17%

^W2DOW

• 1D: 3.95%
• 1M: -5.93%
• YTD: 2.66%
• 6M: 6.60%
• 1Y: 25.72%
• 3Y*: 13.08%
• 5Y*: 4.74%
• 10Y*: 6.34%

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

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: 62
KRG Sharpe Ratio Rank: 64
KRG Sortino Ratio Rank: 56
KRG Omega Ratio Rank: 54
KRG Calmar Ratio Rank: 63
KRG Martin Ratio Rank: 71

^W2DOW

^W2DOW Risk / Return Rank: 89
^W2DOW Sharpe Ratio Rank: 90
^W2DOW Sortino Ratio Rank: 89
^W2DOW Omega Ratio Rank: 93
^W2DOW Calmar Ratio Rank: 88
^W2DOW Martin Ratio Rank: 87

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	0.66	1.66	-0.99
Sortino ratio Return per unit of downside risk	1.08	2.17	-1.09
Omega ratio Gain probability vs. loss probability	1.13	1.36	-0.22
Calmar ratio Return relative to maximum drawdown	1.06	2.66	-1.60
Martin ratio Return relative to average drawdown	3.85	11.16	-7.31
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 0.66, which is lower than the ^W2DOW Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of KRG and ^W2DOW, 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

	KRG	^W2DOW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.66	1.66	-0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	0.34	-0.01
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.11	0.38	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	0.02	+0.02

Correlation

The correlation between KRG and ^W2DOW is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

KRG vs. ^W2DOW - Drawdown Comparison

The maximum KRG drawdown since its inception was -88.63%, roughly equal to the maximum ^W2DOW drawdown of -93.05%. 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%	-93.05%	+4.42%
Max Drawdown (1Y) Largest decline over 1 year	-14.57%	-11.18%	-3.39%
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	-18.99%	-7.66%	-11.33%
Average Drawdown Average peak-to-trough decline	-46.27%	-19.45%	-26.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.01%	2.67%	+1.34%

Volatility

KRG vs. ^W2DOW - Volatility Comparison

The current volatility for Kite Realty Group Trust (KRG) is 4.79%, while Dow Jones Global ex-U.S. Index (^W2DOW) has a volatility of 6.90%. This indicates that KRG experiences smaller price fluctuations and is considered to be less risky than ^W2DOW based on this measure. 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	4.79%	6.90%	-2.11%
Volatility (6M) Calculated over the trailing 6-month period	12.95%	10.32%	+2.63%
Volatility (1Y) Calculated over the trailing 1-year period	22.71%	14.96%	+7.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.33%	13.35%	+13.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.87%	14.81%	+22.06%