^DWRTF vs. SPY
Compare and contrast key facts about Dow Jones U.S. Select REIT Index (^DWRTF) 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: ^DWRTF or SPY.
Key characteristics
| ^DWRTF | SPY | |
|---|---|---|
| YTD Return | 9.14% | 24.09% |
| 1Y Return | 26.07% | 37.25% |
| 3Y Return (Ann) | -2.18% | 11.11% |
| 5Y Return (Ann) | 0.16% | 16.22% |
| 10Y Return (Ann) | 2.50% | 14.01% |
| Sharpe Ratio | 1.56 | 2.94 |
| Sortino Ratio | 2.30 | 3.92 |
| Omega Ratio | 1.28 | 1.54 |
| Calmar Ratio | 0.76 | 3.13 |
| Martin Ratio | 6.46 | 18.26 |
| Ulcer Index | 4.33% | 2.00% |
| Daily Std Dev | 17.98% | 12.43% |
| Max Drawdown | -44.52% | -55.19% |
| Current Drawdown | -14.73% | 0.00% |
Correlation
The correlation between ^DWRTF and SPY is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
^DWRTF vs. SPY - Performance Comparison
In the year-to-date period, ^DWRTF achieves a 9.14% return, which is significantly lower than SPY's 24.09% return. Over the past 10 years, ^DWRTF has underperformed SPY with an annualized return of 2.50%, while SPY has yielded a comparatively higher 14.01% 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
^DWRTF vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Select REIT Index (^DWRTF) 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
^DWRTF vs. SPY - Drawdown Comparison
The maximum ^DWRTF drawdown since its inception was -44.52%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ^DWRTF and SPY. For additional features, visit the drawdowns tool.
Volatility
^DWRTF vs. SPY - Volatility Comparison
Dow Jones U.S. Select REIT Index (^DWRTF) and SPDR S&P 500 ETF (SPY) have volatilities of 2.78% and 2.82%, 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.