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DIA vs. MLPA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DIA and MLPA is 0.46, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

DIA vs. MLPA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Dow Jones Industrial Average ETF (DIA) and Global X MLP ETF (MLPA). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
307.96%
54.53%
DIA
MLPA

Key characteristics

Sharpe Ratio

DIA:

0.39

MLPA:

0.83

Sortino Ratio

DIA:

0.67

MLPA:

1.19

Omega Ratio

DIA:

1.09

MLPA:

1.16

Calmar Ratio

DIA:

0.41

MLPA:

1.03

Martin Ratio

DIA:

1.59

MLPA:

4.11

Ulcer Index

DIA:

4.13%

MLPA:

3.55%

Daily Std Dev

DIA:

17.03%

MLPA:

17.60%

Max Drawdown

DIA:

-51.87%

MLPA:

-78.74%

Current Drawdown

DIA:

-10.44%

MLPA:

-6.11%

Returns By Period

In the year-to-date period, DIA achieves a -5.36% return, which is significantly lower than MLPA's 4.74% return. Over the past 10 years, DIA has outperformed MLPA with an annualized return of 10.61%, while MLPA has yielded a comparatively lower 2.30% annualized return.


DIA

YTD

-5.36%

1M

-5.79%

6M

-4.64%

1Y

5.99%

5Y*

13.12%

10Y*

10.61%

MLPA

YTD

4.74%

1M

-4.83%

6M

10.09%

1Y

14.01%

5Y*

25.69%

10Y*

2.30%

*Annualized

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DIA vs. MLPA - Expense Ratio Comparison

DIA has a 0.16% expense ratio, which is lower than MLPA's 0.46% expense ratio.


Expense ratio chart for MLPA: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MLPA: 0.46%
Expense ratio chart for DIA: current value is 0.16%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DIA: 0.16%

Risk-Adjusted Performance

DIA vs. MLPA — Risk-Adjusted Performance Rank

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

DIA
The Risk-Adjusted Performance Rank of DIA is 5353
Overall Rank
The Sharpe Ratio Rank of DIA is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of DIA is 5252
Sortino Ratio Rank
The Omega Ratio Rank of DIA is 5252
Omega Ratio Rank
The Calmar Ratio Rank of DIA is 5757
Calmar Ratio Rank
The Martin Ratio Rank of DIA is 5454
Martin Ratio Rank

MLPA
The Risk-Adjusted Performance Rank of MLPA is 7878
Overall Rank
The Sharpe Ratio Rank of MLPA is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of MLPA is 7474
Sortino Ratio Rank
The Omega Ratio Rank of MLPA is 7474
Omega Ratio Rank
The Calmar Ratio Rank of MLPA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of MLPA is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DIA vs. MLPA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Industrial Average ETF (DIA) and Global X MLP ETF (MLPA). 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.


The chart of Sharpe ratio for DIA, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.00
DIA: 0.39
MLPA: 0.83
The chart of Sortino ratio for DIA, currently valued at 0.67, compared to the broader market-2.000.002.004.006.008.00
DIA: 0.67
MLPA: 1.19
The chart of Omega ratio for DIA, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
DIA: 1.09
MLPA: 1.16
The chart of Calmar ratio for DIA, currently valued at 0.41, compared to the broader market0.002.004.006.008.0010.0012.00
DIA: 0.41
MLPA: 1.03
The chart of Martin ratio for DIA, currently valued at 1.59, compared to the broader market0.0020.0040.0060.00
DIA: 1.59
MLPA: 4.11

The current DIA Sharpe Ratio is 0.39, which is lower than the MLPA Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of DIA and MLPA, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.39
0.83
DIA
MLPA

Dividends

DIA vs. MLPA - Dividend Comparison

DIA's dividend yield for the trailing twelve months is around 1.67%, less than MLPA's 7.17% yield.


TTM20242023202220212020201920182017201620152014
DIA
SPDR Dow Jones Industrial Average ETF
1.67%1.61%1.81%1.91%1.58%1.87%2.09%2.24%1.97%2.26%2.33%2.02%
MLPA
Global X MLP ETF
7.17%7.25%7.49%7.30%8.72%13.84%9.09%10.00%8.05%7.15%9.29%5.80%

Drawdowns

DIA vs. MLPA - Drawdown Comparison

The maximum DIA drawdown since its inception was -51.87%, smaller than the maximum MLPA drawdown of -78.74%. Use the drawdown chart below to compare losses from any high point for DIA and MLPA. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.44%
-6.11%
DIA
MLPA

Volatility

DIA vs. MLPA - Volatility Comparison

SPDR Dow Jones Industrial Average ETF (DIA) has a higher volatility of 12.14% compared to Global X MLP ETF (MLPA) at 11.18%. This indicates that DIA's price experiences larger fluctuations and is considered to be riskier than MLPA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.14%
11.18%
DIA
MLPA