OEF vs. ^W1DOW

Last updated Apr 2, 2026

Compare and contrast key facts about iShares S&P 100 ETF (OEF) and Dow Jones Global Index (^W1DOW).

OEF is a passively managed fund by iShares that tracks the performance of the S&P 100 Index. It was launched on Oct 23, 2000.

Performance

OEF vs. ^W1DOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 100 ETF (OEF) and Dow Jones Global Index (^W1DOW). The values are adjusted to include any dividend payments, if applicable.

OEF vs. ^W1DOW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OEF iShares S&P 100 ETF	-6.33%	19.80%	30.74%	32.71%	-21.03%	29.18%	21.21%	31.87%	-4.16%	21.82%
^W1DOW Dow Jones Global Index	-1.39%	20.33%	14.87%	19.32%	-19.86%	16.24%	14.08%	23.71%	-11.68%	21.83%

Returns By Period

In the year-to-date period, OEF achieves a -6.33% return, which is significantly lower than ^W1DOW's -1.39% return. Over the past 10 years, OEF has outperformed ^W1DOW with an annualized return of 15.05%, while ^W1DOW has yielded a comparatively lower 9.40% annualized return.

OEF

• 1D: 0.72%
• 1M: -4.08%
• YTD: -6.33%
• 6M: -3.65%
• 1Y: 19.18%
• 3Y*: 20.95%
• 5Y*: 13.32%
• 10Y*: 15.05%

^W1DOW

• 1D: 1.89%
• 1M: -5.16%
• YTD: -1.39%
• 6M: 1.10%
• 1Y: 20.09%
• 3Y*: 15.21%
• 5Y*: 7.47%
• 10Y*: 9.40%

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

Return for Risk

OEF vs. ^W1DOW — Risk / Return Rank

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

OEF

OEF Risk / Return Rank: 59
OEF Sharpe Ratio Rank: 53
OEF Sortino Ratio Rank: 58
OEF Omega Ratio Rank: 60
OEF Calmar Ratio Rank: 62
OEF Martin Ratio Rank: 63

^W1DOW

^W1DOW Risk / Return Rank: 89
^W1DOW Sharpe Ratio Rank: 85
^W1DOW Sortino Ratio Rank: 86
^W1DOW Omega Ratio Rank: 90
^W1DOW Calmar Ratio Rank: 90
^W1DOW Martin Ratio Rank: 93

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.

OEF vs. ^W1DOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 100 ETF (OEF) and Dow Jones Global Index (^W1DOW). 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.

	OEF	^W1DOW	Difference
Sharpe ratio Return per unit of total volatility	1.00	1.43	-0.43
Sortino ratio Return per unit of downside risk	1.54	1.96	-0.42
Omega ratio Gain probability vs. loss probability	1.23	1.31	-0.08
Calmar ratio Return relative to maximum drawdown	1.63	2.76	-1.13
Martin ratio Return relative to average drawdown	6.46	13.07	-6.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OEF vs. ^W1DOW - Sharpe Ratio Comparison

The current OEF Sharpe Ratio is 1.00, which is lower than the ^W1DOW Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of OEF and ^W1DOW, 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

	OEF	^W1DOW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.00	1.43	-0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.54	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.82	0.61	+0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.33	+0.09

Correlation

The correlation between OEF and ^W1DOW is 0.81, 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

OEF vs. ^W1DOW - Drawdown Comparison

The maximum OEF drawdown since its inception was -54.11%, smaller than the maximum ^W1DOW drawdown of -59.33%. Use the drawdown chart below to compare losses from any high point for OEF and ^W1DOW.

Drawdown Indicators

	OEF	^W1DOW	Difference
Max Drawdown Largest peak-to-trough decline	-54.11%	-59.33%	+5.22%
Max Drawdown (1Y) Largest decline over 1 year	-11.93%	-11.09%	-0.84%
Max Drawdown (5Y) Largest decline over 5 years	-26.47%	-27.87%	+1.40%
Max Drawdown (10Y) Largest decline over 10 years	-31.44%	-34.28%	+2.84%
Current Drawdown Current decline from peak	-7.55%	-6.13%	-1.42%
Average Drawdown Average peak-to-trough decline	-11.83%	-13.79%	+1.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	2.00%	+1.01%

Volatility

OEF vs. ^W1DOW - Volatility Comparison

iShares S&P 100 ETF (OEF) has a higher volatility of 5.64% compared to Dow Jones Global Index (^W1DOW) at 4.69%. This indicates that OEF's price experiences larger fluctuations and is considered to be riskier than ^W1DOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OEF	^W1DOW	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.64%	4.69%	+0.95%
Volatility (6M) Calculated over the trailing 6-month period	10.10%	8.11%	+1.99%
Volatility (1Y) Calculated over the trailing 1-year period	19.35%	13.44%	+5.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.69%	13.27%	+4.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.41%	13.56%	+4.85%