OEF vs. ^W1DOW
OEF (iShares S&P 100 ETF) is Large Cap Blend Equities fund tracking the S&P 100 Index, while ^W1DOW (Dow Jones Global Index) is an index. Over the past 10 years, OEF returned 16.41%/yr vs 10.38%/yr for ^W1DOW. Their correlation of 0.81 means they have usually moved in the same direction.
Performance
OEF vs. ^W1DOW - Performance Comparison
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Returns By Period
In the year-to-date period, OEF achieves a 11.55% return, which is significantly lower than ^W1DOW's 13.21% return. Over the past 10 years, OEF has outperformed ^W1DOW with an annualized return of 16.41%, while ^W1DOW has yielded a comparatively lower 10.38% annualized return.
OEF
- 1D
- -0.25%
- 1M
- 3.05%
- 6M
- 12.43%
- YTD
- 11.55%
- 1Y
- 23.55%
- 3Y*
- 23.44%
- 5Y*
- 14.72%
- 10Y*
- 16.41%
- ALL TIME*
- 8.56%
^W1DOW
- 1D
- 0.34%
- 1M
- 1.70%
- 6M
- 10.16%
- YTD
- 13.21%
- 1Y
- 23.58%
- 3Y*
- 18.14%
- 5Y*
- 9.00%
- 10Y*
- 10.38%
- ALL TIME*
- 6.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^W1DOW Dow Jones Global Index | $0.00 | $0.00 | $0.00 |
| $113.19M | $97.47M | $113.29M |
OEF vs. ^W1DOW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 11.55% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -4.16% | 21.82% |
^W1DOW Dow Jones Global Index | 13.21% | 20.37% | 14.85% | 19.32% | -19.78% | 16.15% | 14.05% | 23.71% | -11.66% | 21.80% |
Correlation
The correlation between OEF and ^W1DOW is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since May 14, 2001 | 0.81 |
The correlation between OEF and ^W1DOW has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.
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Return for Risk
OEF vs. ^W1DOW — Risk / Return Rank
OEF
^W1DOW
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OEF | ^W1DOW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.37 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 2.49 | -0.35 |
| Martin ratioReturn relative to average drawdown | 8.11 | 10.32 | -2.21 |
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Drawdowns
OEF vs. ^W1DOW - Drawdown Comparison
The maximum OEF drawdown since its inception was -54.11%, smaller than the maximum ^W1DOW drawdown of -59.23%. Use the drawdown chart below to compare losses from any high point for OEF and ^W1DOW.
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Drawdown Indicators
| OEF | ^W1DOW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.11% | -59.23% | +5.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -9.51% | -1.55% |
Max Drawdown (3Y)Largest decline over 3 years | -19.80% | -16.12% | -3.68% |
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 DrawdownCurrent decline from peak | -0.25% | 0.00% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -11.70% | -11.57% | -0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.29% | +0.62% |
Volatility
OEF vs. ^W1DOW - Volatility Comparison
iShares S&P 100 ETF (OEF) has a higher volatility of 4.61% compared to Dow Jones Global Index (^W1DOW) at 3.70%. 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.
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Volatility by Period
| OEF | ^W1DOW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 3.70% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 11.11% | 9.65% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 11.53% | +2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.88% | 13.99% | +3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.50% | 14.53% | +3.97% |
Frequently Asked Questions
OEF and ^W1DOW have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OEF has higher volatility (4.61%) compared to ^W1DOW (3.70%). In terms of maximum drawdown, OEF dropped -54.11% vs ^W1DOW's -59.23%.
^W1DOW currently has the higher Sharpe Ratio (2.05 vs 1.71), 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.
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