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URTH vs. DIA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


URTHDIA
YTD Return8.94%5.97%
1Y Return29.55%25.16%
3Y Return (Ann)8.72%8.36%
5Y Return (Ann)12.32%11.14%
10Y Return (Ann)9.75%11.69%
Sharpe Ratio2.592.51
Daily Std Dev11.37%9.95%
Max Drawdown-34.01%-51.87%
Current Drawdown0.00%-0.05%

Correlation

0.79
-1.001.00

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.

Performance

URTH vs. DIA - Performance Comparison

In the year-to-date period, URTH achieves a 8.94% return, which is significantly higher than DIA's 5.97% return. Over the past 10 years, URTH has underperformed DIA with an annualized return of 9.75%, while DIA has yielded a comparatively higher 11.69% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


180.00%200.00%220.00%240.00%260.00%280.00%300.00%320.00%OctoberNovemberDecember2024FebruaryMarch
265.25%
316.24%
URTH
DIA

Compare stocks, funds, or ETFs


iShares MSCI World ETF

SPDR Dow Jones Industrial Average ETF

URTH vs. DIA - Expense Ratio Comparison

URTH has a 0.24% expense ratio, which is higher than DIA's 0.16% expense ratio.

URTH
iShares MSCI World ETF
0.50%1.00%1.50%2.00%0.24%
0.50%1.00%1.50%2.00%0.16%

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
URTH
iShares MSCI World ETF
2.59
DIA
SPDR Dow Jones Industrial Average ETF
2.51

URTH vs. DIA - Sharpe Ratio Comparison

The current URTH Sharpe Ratio is 2.59, which roughly equals the DIA Sharpe Ratio of 2.51. The chart below compares the 12-month rolling Sharpe Ratio of URTH and DIA.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.59
2.51
URTH
DIA

Dividends

URTH vs. DIA - Dividend Comparison

URTH's dividend yield for the trailing twelve months is around 1.56%, less than DIA's 1.73% yield.


TTM20232022202120202019201820172016201520142013
URTH
iShares MSCI World ETF
1.56%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%
DIA
SPDR Dow Jones Industrial Average ETF
1.73%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%. The drawdown chart below compares losses from any high point along the way for URTH and DIA


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch0
-0.05%
URTH
DIA

Volatility

URTH vs. DIA - Volatility Comparison

iShares MSCI World ETF (URTH) and SPDR Dow Jones Industrial Average ETF (DIA) have volatilities of 2.66% and 2.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%OctoberNovemberDecember2024FebruaryMarch
2.66%
2.62%
URTH
DIA