^DWCF vs. DIA
Compare and contrast key facts about Dow Jones U.S. Total Stock Market Index (^DWCF) 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: ^DWCF or DIA.
Key characteristics
| ^DWCF | DIA | |
|---|---|---|
| YTD Return | 24.93% | 18.35% |
| 1Y Return | 38.62% | 32.09% |
| 3Y Return (Ann) | 7.09% | 8.65% |
| 5Y Return (Ann) | 13.59% | 11.84% |
| 10Y Return (Ann) | 10.95% | 11.94% |
| Sharpe Ratio | 2.92 | 2.84 |
| Sortino Ratio | 3.91 | 4.00 |
| Omega Ratio | 1.54 | 1.54 |
| Calmar Ratio | 3.12 | 5.17 |
| Martin Ratio | 18.77 | 16.39 |
| Ulcer Index | 1.99% | 1.91% |
| Daily Std Dev | 12.79% | 11.04% |
| Max Drawdown | -35.14% | -51.87% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between ^DWCF and DIA is 0.91, 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
^DWCF vs. DIA - Performance Comparison
In the year-to-date period, ^DWCF achieves a 24.93% return, which is significantly higher than DIA's 18.35% return. Over the past 10 years, ^DWCF has underperformed DIA with an annualized return of 10.95%, while DIA has yielded a comparatively higher 11.94% 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
^DWCF vs. DIA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Total Stock Market Index (^DWCF) 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
^DWCF vs. DIA - Drawdown Comparison
The maximum ^DWCF drawdown since its inception was -35.14%, smaller than the maximum DIA drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for ^DWCF and DIA. For additional features, visit the drawdowns tool.
Volatility
^DWCF vs. DIA - Volatility Comparison
The current volatility for Dow Jones U.S. Total Stock Market Index (^DWCF) is 4.09%, while SPDR Dow Jones Industrial Average ETF (DIA) has a volatility of 4.55%. This indicates that ^DWCF experiences smaller price fluctuations and is considered to be less risky than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.