OMXS.L vs. ^DWCF
OMXS.L (iShares OMX Stockholm Capped UCITS ETF) is Europe Equities fund tracking the MSCI Sweden NR SEK, while ^DWCF (Dow Jones U.S. Total Stock Market Index) is an index. Over the past 5 years, OMXS.L returned 5.61%/yr vs 12.43%/yr for ^DWCF. At a 0.40 correlation, their price movements are largely independent.
Performance
OMXS.L vs. ^DWCF - Performance Comparison
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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 7.63% return, which is significantly lower than ^DWCF's 11.67% return.
OMXS.L
- 1D
- -0.06%
- 1M
- 2.48%
- YTD
- 7.63%
- 6M
- 11.31%
- 1Y
- 25.52%
- 3Y*
- 14.59%
- 5Y*
- 5.61%
- 10Y*
- —
^DWCF
- 1D
- 0.49%
- 1M
- 5.44%
- YTD
- 11.67%
- 6M
- 10.06%
- 1Y
- 28.43%
- 3Y*
- 17.74%
- 5Y*
- 12.43%
- 10Y*
- 14.01%
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 | 7.63% | 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 | 11.67% | 7.35% | 24.34% | 17.86% | -11.38% | 25.18% | 15.23% | 23.53% | -1.53% | 8.61% |
Correlation
The correlation between OMXS.L and ^DWCF is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2016 | 0.40 |
The correlation between OMXS.L and ^DWCF shifts across timeframes, from 0.26 (3 years) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
OMXS.L vs. ^DWCF — Risk / Return Rank
OMXS.L
^DWCF
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 ratioReturn per unit of total volatility | -1.00 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.45 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 3.68 | -1.87 |
| Martin ratioReturn relative to average drawdown | 6.54 | 13.78 | -7.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OMXS.L | ^DWCF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 2.42 | -1.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.77 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.56 | -0.07 |
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 -37.07%. Use the drawdown chart below to compare losses from any high point for OMXS.L and ^DWCF.
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Drawdown Indicators
| OMXS.L | ^DWCF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.75% | -37.07% | +4.32% |
Max Drawdown (1Y)Largest decline over 1 year | -13.98% | -7.76% | -6.22% |
Max Drawdown (3Y)Largest decline over 3 years | -17.14% | -22.83% | +5.69% |
Max Drawdown (5Y)Largest decline over 5 years | -32.75% | -22.83% | -9.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.39% | — |
Current DrawdownCurrent decline from peak | -3.99% | 0.00% | -3.99% |
Average DrawdownAverage peak-to-trough decline | -8.64% | -5.60% | -3.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.89% | 2.07% | +1.82% |
Volatility
OMXS.L vs. ^DWCF - Volatility Comparison
iShares OMX Stockholm Capped UCITS ETF (OMXS.L) has a higher volatility of 6.36% compared to Dow Jones U.S. Total Stock Market Index (^DWCF) at 2.71%. 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.
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Volatility by Period
| OMXS.L | ^DWCF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 2.71% | +3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 15.07% | 8.40% | +6.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.95% | 11.82% | +6.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.80% | 16.27% | +4.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.15% | 18.43% | +1.72% |
Frequently Asked Questions
OMXS.L and ^DWCF have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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