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^DWRTFT vs. NASDX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DWRTFT and NASDX is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

^DWRTFT vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%900.00%December2025FebruaryMarchAprilMay
838.45%
428.14%
^DWRTFT
NASDX

Key characteristics

Sharpe Ratio

^DWRTFT:

0.94

NASDX:

0.62

Sortino Ratio

^DWRTFT:

1.36

NASDX:

1.02

Omega Ratio

^DWRTFT:

1.18

NASDX:

1.14

Calmar Ratio

^DWRTFT:

0.82

NASDX:

0.69

Martin Ratio

^DWRTFT:

3.24

NASDX:

2.30

Ulcer Index

^DWRTFT:

5.33%

NASDX:

6.84%

Daily Std Dev

^DWRTFT:

18.39%

NASDX:

25.33%

Max Drawdown

^DWRTFT:

-75.15%

NASDX:

-81.69%

Current Drawdown

^DWRTFT:

-8.82%

NASDX:

-9.24%

Returns By Period

In the year-to-date period, ^DWRTFT achieves a -0.03% return, which is significantly higher than NASDX's -4.23% return. Over the past 10 years, ^DWRTFT has underperformed NASDX with an annualized return of 5.16%, while NASDX has yielded a comparatively higher 16.84% annualized return.


^DWRTFT

YTD

-0.03%

1M

-1.80%

6M

-1.87%

1Y

15.41%

5Y*

9.74%

10Y*

5.16%

NASDX

YTD

-4.23%

1M

2.67%

6M

0.57%

1Y

15.05%

5Y*

18.75%

10Y*

16.84%

*Annualized

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Risk-Adjusted Performance

^DWRTFT vs. NASDX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DWRTFT
The Risk-Adjusted Performance Rank of ^DWRTFT is 8888
Overall Rank
The Sharpe Ratio Rank of ^DWRTFT is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWRTFT is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ^DWRTFT is 8787
Omega Ratio Rank
The Calmar Ratio Rank of ^DWRTFT is 8787
Calmar Ratio Rank
The Martin Ratio Rank of ^DWRTFT is 8787
Martin Ratio Rank

NASDX
The Risk-Adjusted Performance Rank of NASDX is 6666
Overall Rank
The Sharpe Ratio Rank of NASDX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of NASDX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of NASDX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of NASDX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of NASDX is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^DWRTFT vs. NASDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.


The chart of Sharpe ratio for ^DWRTFT, currently valued at 0.94, compared to the broader market-0.500.000.501.001.50
^DWRTFT: 0.94
NASDX: 0.65
The chart of Sortino ratio for ^DWRTFT, currently valued at 1.36, compared to the broader market-1.00-0.500.000.501.001.502.00
^DWRTFT: 1.36
NASDX: 1.06
The chart of Omega ratio for ^DWRTFT, currently valued at 1.18, compared to the broader market0.901.001.101.201.30
^DWRTFT: 1.18
NASDX: 1.15
The chart of Calmar ratio for ^DWRTFT, currently valued at 0.82, compared to the broader market-0.500.000.501.001.50
^DWRTFT: 0.82
NASDX: 0.72
The chart of Martin ratio for ^DWRTFT, currently valued at 3.24, compared to the broader market-2.000.002.004.006.008.00
^DWRTFT: 3.24
NASDX: 2.42

The current ^DWRTFT Sharpe Ratio is 0.94, which is higher than the NASDX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of ^DWRTFT and NASDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.94
0.65
^DWRTFT
NASDX

Drawdowns

^DWRTFT vs. NASDX - Drawdown Comparison

The maximum ^DWRTFT drawdown since its inception was -75.15%, smaller than the maximum NASDX drawdown of -81.69%. Use the drawdown chart below to compare losses from any high point for ^DWRTFT and NASDX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.82%
-9.24%
^DWRTFT
NASDX

Volatility

^DWRTFT vs. NASDX - Volatility Comparison

The current volatility for Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) is 11.21%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 16.69%. This indicates that ^DWRTFT experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
11.21%
16.69%
^DWRTFT
NASDX