URTH vs. DIA
Compare and contrast key facts about iShares MSCI World ETF (URTH) and SPDR Dow Jones Industrial Average ETF (DIA).
URTH and DIA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012. DIA is a passively managed fund by State Street that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 14, 1998. Both URTH and DIA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: URTH or DIA.
Performance
URTH vs. DIA - Performance Comparison
Returns By Period
In the year-to-date period, URTH achieves a 19.56% return, which is significantly higher than DIA's 16.86% return. Over the past 10 years, URTH has underperformed DIA with an annualized return of 10.08%, while DIA has yielded a comparatively higher 11.66% annualized return.
URTH
19.56%
0.03%
8.70%
26.46%
12.37%
10.08%
DIA
16.86%
1.21%
10.30%
25.82%
11.39%
11.66%
Key characteristics
| URTH | DIA | |
|---|---|---|
| Sharpe Ratio | 2.24 | 2.33 |
| Sortino Ratio | 3.06 | 3.32 |
| Omega Ratio | 1.41 | 1.44 |
| Calmar Ratio | 3.18 | 4.22 |
| Martin Ratio | 14.10 | 13.25 |
| Ulcer Index | 1.86% | 1.93% |
| Daily Std Dev | 11.68% | 10.98% |
| Max Drawdown | -34.01% | -51.87% |
| Current Drawdown | -1.55% | -1.91% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
URTH vs. DIA - Expense Ratio Comparison
URTH has a 0.24% expense ratio, which is higher than DIA's 0.16% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between URTH and DIA is 0.79, 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.
Risk-Adjusted Performance
URTH vs. DIA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) and SPDR Dow Jones Industrial Average ETF (DIA). 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.
Dividends
URTH vs. DIA - Dividend Comparison
URTH's dividend yield for the trailing twelve months is around 1.44%, less than DIA's 1.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 1.44% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% | 1.04% |
DIA SPDR Dow Jones Industrial Average ETF | 1.48% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
Drawdowns
URTH vs. DIA - Drawdown Comparison
The maximum URTH drawdown since its inception was -34.01%, smaller than the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for URTH and DIA. For additional features, visit the drawdowns tool.
Volatility
URTH vs. DIA - Volatility Comparison
The current volatility for iShares MSCI World ETF (URTH) is 3.41%, while SPDR Dow Jones Industrial Average ETF (DIA) has a volatility of 4.49%. This indicates that URTH experiences smaller price fluctuations and is considered to be less risky than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.