^DJUSL vs. DIA
Compare and contrast key facts about Dow Jones U.S. Large-Cap Index (^DJUSL) and SPDR Dow Jones Industrial Average ETF (DIA).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSL or DIA.
Correlation
The correlation between ^DJUSL and DIA is 0.92, 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
^DJUSL vs. DIA - Performance Comparison
Key characteristics
^DJUSL:
0.49
DIA:
0.46
^DJUSL:
0.81
DIA:
0.81
^DJUSL:
1.12
DIA:
1.11
^DJUSL:
0.50
DIA:
0.52
^DJUSL:
1.87
DIA:
1.84
^DJUSL:
5.24%
DIA:
4.49%
^DJUSL:
20.22%
DIA:
17.00%
^DJUSL:
-60.82%
DIA:
-51.87%
^DJUSL:
-8.83%
DIA:
-7.56%
Returns By Period
In the year-to-date period, ^DJUSL achieves a -4.83% return, which is significantly lower than DIA's -2.31% return. Both investments have delivered pretty close results over the past 10 years, with ^DJUSL having a 11.06% annualized return and DIA not far behind at 10.91%.
^DJUSL
-4.83%
13.38%
-5.52%
9.79%
14.50%
11.06%
DIA
-2.31%
9.99%
-4.64%
7.71%
13.29%
10.91%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
^DJUSL vs. DIA — Risk-Adjusted Performance Rank
^DJUSL
DIA
^DJUSL vs. DIA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Large-Cap Index (^DJUSL) 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.
Drawdowns
^DJUSL vs. DIA - Drawdown Comparison
The maximum ^DJUSL drawdown since its inception was -60.82%, which is greater than DIA's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for ^DJUSL and DIA. For additional features, visit the drawdowns tool.
Volatility
^DJUSL vs. DIA - Volatility Comparison
Dow Jones U.S. Large-Cap Index (^DJUSL) has a higher volatility of 11.71% compared to SPDR Dow Jones Industrial Average ETF (DIA) at 9.64%. This indicates that ^DJUSL's price experiences larger fluctuations and is considered to be riskier than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.