^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:
2.29
SPY:
2.29
^DJUSL:
3.01
SPY:
3.04
^DJUSL:
1.43
SPY:
1.43
^DJUSL:
3.27
SPY:
3.40
^DJUSL:
14.46
SPY:
15.01
^DJUSL:
2.12%
SPY:
1.90%
^DJUSL:
13.39%
SPY:
12.46%
^DJUSL:
-60.82%
SPY:
-55.19%
^DJUSL:
-0.24%
SPY:
-0.74%
Returns By Period
In the year-to-date period, ^DJUSL achieves a 30.27% return, which is significantly higher than SPY's 28.13% return. Over the past 10 years, ^DJUSL has underperformed SPY with an annualized return of 12.00%, while SPY has yielded a comparatively higher 13.16% annualized return.
^DJUSL
30.27%
2.88%
11.14%
30.66%
14.53%
12.00%
SPY
28.13%
1.31%
11.08%
28.58%
15.00%
13.16%
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Risk-Adjusted Performance
^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
Dow Jones U.S. Large-Cap Index (^DJUSL) and SPDR S&P 500 ETF (SPY) have volatilities of 4.08% and 3.97%, 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.