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^DJUSFN vs. IWB
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DJUSFN and IWB is 1.00, 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

^DJUSFN vs. IWB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Financials Index (^DJUSFN) and iShares Russell 1000 ETF (IWB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

^DJUSFN:

19.48%

IWB:

10.31%

Max Drawdown

^DJUSFN:

-80.50%

IWB:

-0.78%

Current Drawdown

^DJUSFN:

-4.27%

IWB:

-0.09%

Returns By Period


^DJUSFN

YTD

2.76%

1M

7.36%

6M

0.34%

1Y

18.16%

5Y*

16.14%

10Y*

8.75%

IWB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

^DJUSFN vs. IWB — Risk-Adjusted Performance Rank

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

^DJUSFN
The Risk-Adjusted Performance Rank of ^DJUSFN is 9393
Overall Rank
The Sharpe Ratio Rank of ^DJUSFN is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DJUSFN is 9191
Sortino Ratio Rank
The Omega Ratio Rank of ^DJUSFN is 9393
Omega Ratio Rank
The Calmar Ratio Rank of ^DJUSFN is 9696
Calmar Ratio Rank
The Martin Ratio Rank of ^DJUSFN is 9494
Martin Ratio Rank

IWB
The Risk-Adjusted Performance Rank of IWB is 6262
Overall Rank
The Sharpe Ratio Rank of IWB is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of IWB is 6161
Sortino Ratio Rank
The Omega Ratio Rank of IWB is 6464
Omega Ratio Rank
The Calmar Ratio Rank of IWB is 6565
Calmar Ratio Rank
The Martin Ratio Rank of IWB is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^DJUSFN vs. IWB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Financials Index (^DJUSFN) and iShares Russell 1000 ETF (IWB). 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.



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Drawdowns

^DJUSFN vs. IWB - Drawdown Comparison

The maximum ^DJUSFN drawdown since its inception was -80.50%, which is greater than IWB's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for ^DJUSFN and IWB. For additional features, visit the drawdowns tool.


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Volatility

^DJUSFN vs. IWB - Volatility Comparison


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