OMXS.L vs. ^DWCF

Last updated Apr 2, 2026

Compare and contrast key facts about iShares OMX Stockholm Capped UCITS ETF (OMXS.L) and Dow Jones U.S. Total Stock Market Index (^DWCF).

OMXS.L is a passively managed fund by iShares that tracks the performance of the MSCI Sweden NR SEK. It was launched on Dec 14, 2016.

Performance

OMXS.L vs. ^DWCF - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares OMX Stockholm Capped UCITS ETF (OMXS.L) and Dow Jones U.S. Total Stock Market Index (^DWCF). The values are adjusted to include any dividend payments, if applicable.

OMXS.L vs. ^DWCF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
OMXS.L iShares OMX Stockholm Capped UCITS ETF	3.02%	26.09%	-0.34%	14.97%	-21.16%	24.41%	24.04%	20.97%	-7.16%	10.84%
^DWCF Dow Jones U.S. Total Stock Market Index	-2.01%	7.35%	24.34%	17.86%	-11.38%	25.18%	15.23%	23.53%	-1.53%	8.61%

Different Trading Currencies

OMXS.L is traded in GBp, while ^DWCF is traded in USD. To make them comparable, the ^DWCF values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, OMXS.L achieves a 3.02% return, which is significantly higher than ^DWCF's -2.01% return.

OMXS.L

• 1D: 4.10%
• 1M: -5.32%
• YTD: 3.02%
• 6M: 11.98%
• 1Y: 21.15%
• 3Y*: 12.17%
• 5Y*: 6.18%
• 10Y*: —

^DWCF

• 1D: 0.48%
• 1M: -3.42%
• YTD: -2.01%
• 6M: -0.29%
• 1Y: 14.11%
• 3Y*: 13.75%
• 5Y*: 10.01%
• 10Y*: 12.61%

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

Return for Risk

OMXS.L vs. ^DWCF — Risk / Return Rank

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

OMXS.L

OMXS.L Risk / Return Rank: 57
OMXS.L Sharpe Ratio Rank: 60
OMXS.L Sortino Ratio Rank: 57
OMXS.L Omega Ratio Rank: 57
OMXS.L Calmar Ratio Rank: 56
OMXS.L Martin Ratio Rank: 57

^DWCF

^DWCF Risk / Return Rank: 64
^DWCF Sharpe Ratio Rank: 62
^DWCF Sortino Ratio Rank: 63
^DWCF Omega Ratio Rank: 64
^DWCF Calmar Ratio Rank: 58
^DWCF Martin Ratio Rank: 75

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.

OMXS.L vs. ^DWCF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares OMX Stockholm Capped UCITS ETF (OMXS.L) and Dow Jones U.S. Total Stock Market Index (^DWCF). 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.

	OMXS.L	^DWCF	Difference
Sharpe ratio Return per unit of total volatility	1.12	0.74	+0.37
Sortino ratio Return per unit of downside risk	1.55	1.15	+0.39
Omega ratio Gain probability vs. loss probability	1.22	1.18	+0.04
Calmar ratio Return relative to maximum drawdown	1.55	1.23	+0.32
Martin ratio Return relative to average drawdown	6.00	4.90	+1.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OMXS.L vs. ^DWCF - Sharpe Ratio Comparison

The current OMXS.L Sharpe Ratio is 1.12, which is higher than the ^DWCF Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of OMXS.L and ^DWCF, 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

	OMXS.L	^DWCF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.12	0.74	+0.37
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.62	-0.32
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.69	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.53	-0.05

Correlation

The correlation between OMXS.L and ^DWCF is 0.40, 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.

Drawdowns

OMXS.L vs. ^DWCF - Drawdown Comparison

The maximum OMXS.L drawdown since its inception was -32.75%, smaller than the maximum ^DWCF drawdown of -37.78%. Use the drawdown chart below to compare losses from any high point for OMXS.L and ^DWCF.

Drawdown Indicators

	OMXS.L	^DWCF	Difference
Max Drawdown Largest peak-to-trough decline	-32.75%	-56.81%	+24.06%
Max Drawdown (1Y) Largest decline over 1 year	-13.98%	-12.44%	-1.54%
Max Drawdown (5Y) Largest decline over 5 years	-32.75%	-26.31%	-6.44%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.14%	—
Current Drawdown Current decline from peak	-8.09%	-5.76%	-2.33%
Average Drawdown Average peak-to-trough decline	-8.71%	-10.34%	+1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.62%	2.67%	+0.95%

Volatility

OMXS.L vs. ^DWCF - Volatility Comparison

iShares OMX Stockholm Capped UCITS ETF (OMXS.L) has a higher volatility of 8.64% compared to Dow Jones U.S. Total Stock Market Index (^DWCF) at 4.69%. This indicates that OMXS.L's price experiences larger fluctuations and is considered to be riskier than ^DWCF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	OMXS.L	^DWCF	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.64%	4.69%	+3.95%
Volatility (6M) Calculated over the trailing 6-month period	13.07%	9.75%	+3.32%
Volatility (1Y) Calculated over the trailing 1-year period	18.89%	19.07%	-0.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.65%	16.31%	+4.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.08%	18.45%	+1.63%