^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.
Key characteristics
^DJUSL | SPY | |
---|---|---|
YTD Return | 15.04% | 14.41% |
1Y Return | 23.52% | 23.17% |
3Y Return (Ann) | 6.67% | 7.77% |
5Y Return (Ann) | 13.68% | 14.45% |
10Y Return (Ann) | 11.16% | 12.50% |
Sharpe Ratio | 1.73 | 1.81 |
Daily Std Dev | 13.43% | 12.61% |
Max Drawdown | -60.82% | -55.19% |
Current Drawdown | -5.46% | -4.34% |
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
The year-to-date returns for both stocks are quite close, with ^DJUSL having a 15.04% return and SPY slightly lower at 14.41%. Over the past 10 years, ^DJUSL has underperformed SPY with an annualized return of 11.16%, while SPY has yielded a comparatively higher 12.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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) has a higher volatility of 5.21% compared to SPDR S&P 500 ETF (SPY) at 4.78%. This indicates that ^DJUSL'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.