^DJUS vs. SPY
Compare and contrast key facts about Dow Jones U.S. Index (^DJUS) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUS or SPY.
Correlation
The correlation between ^DJUS and SPY is 0.98, 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
^DJUS vs. SPY - Performance Comparison
Key characteristics
^DJUS:
1.76
SPY:
2.03
^DJUS:
2.37
SPY:
2.71
^DJUS:
1.33
SPY:
1.38
^DJUS:
2.63
SPY:
3.02
^DJUS:
11.27
SPY:
13.49
^DJUS:
2.00%
SPY:
1.88%
^DJUS:
12.82%
SPY:
12.48%
^DJUS:
-56.62%
SPY:
-55.19%
^DJUS:
-4.04%
SPY:
-3.54%
Returns By Period
In the year-to-date period, ^DJUS achieves a 22.52% return, which is significantly lower than SPY's 24.51% return. Over the past 10 years, ^DJUS has underperformed SPY with an annualized return of 10.66%, while SPY has yielded a comparatively higher 12.94% annualized return.
^DJUS
22.52%
-0.99%
7.81%
24.43%
12.39%
10.66%
SPY
24.51%
-0.32%
7.56%
24.63%
14.51%
12.94%
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Risk-Adjusted Performance
^DJUS vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Index (^DJUS) and SPDR S&P 500 ETF (SPY). 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.
Drawdowns
^DJUS vs. SPY - Drawdown Comparison
The maximum ^DJUS drawdown since its inception was -56.62%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^DJUS and SPY. For additional features, visit the drawdowns tool.
Volatility
^DJUS vs. SPY - Volatility Comparison
Dow Jones U.S. Index (^DJUS) has a higher volatility of 3.81% compared to SPDR S&P 500 ETF (SPY) at 3.61%. This indicates that ^DJUS's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.