^DJUSL vs. SPY
Compare and contrast key facts about Dow Jones U.S. Large-Cap Index (^DJUSL) 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: ^DJUSL or SPY.
Correlation
The correlation between ^DJUSL 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
^DJUSL vs. SPY - Performance Comparison
Key characteristics
^DJUSL:
0.49
SPY:
0.54
^DJUSL:
0.81
SPY:
0.90
^DJUSL:
1.12
SPY:
1.13
^DJUSL:
0.50
SPY:
0.57
^DJUSL:
1.87
SPY:
2.24
^DJUSL:
5.24%
SPY:
4.82%
^DJUSL:
20.22%
SPY:
20.02%
^DJUSL:
-60.82%
SPY:
-55.19%
^DJUSL:
-8.83%
SPY:
-7.53%
Returns By Period
In the year-to-date period, ^DJUSL achieves a -4.83% return, which is significantly lower than SPY's -3.30% return. Over the past 10 years, ^DJUSL has underperformed SPY with an annualized return of 11.06%, while SPY has yielded a comparatively higher 12.33% annualized return.
^DJUSL
-4.83%
13.38%
-5.52%
9.79%
14.50%
11.06%
SPY
-3.30%
13.81%
-4.52%
10.65%
15.81%
12.33%
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Risk-Adjusted Performance
^DJUSL vs. SPY — Risk-Adjusted Performance Rank
^DJUSL
SPY
^DJUSL vs. SPY - 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 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
^DJUSL vs. SPY - Drawdown Comparison
The maximum ^DJUSL drawdown since its inception was -60.82%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^DJUSL and SPY. For additional features, visit the drawdowns tool.
Volatility
^DJUSL vs. SPY - Volatility Comparison
The current volatility for Dow Jones U.S. Large-Cap Index (^DJUSL) is 11.71%, while SPDR S&P 500 ETF (SPY) has a volatility of 12.36%. This indicates that ^DJUSL experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.