^W1DOW vs. OEF
Compare and contrast key facts about Dow Jones Global Index (^W1DOW) and iShares S&P 100 ETF (OEF).
OEF is a passively managed fund by iShares that tracks the performance of the S&P 100 Index. It was launched on Oct 23, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^W1DOW or OEF.
Correlation
The correlation between ^W1DOW and OEF is 0.85, 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
^W1DOW vs. OEF - Performance Comparison
Key characteristics
^W1DOW:
0.39
OEF:
0.62
^W1DOW:
0.61
OEF:
0.99
^W1DOW:
1.09
OEF:
1.14
^W1DOW:
0.35
OEF:
0.65
^W1DOW:
1.49
OEF:
2.54
^W1DOW:
3.78%
OEF:
5.03%
^W1DOW:
14.26%
OEF:
20.69%
^W1DOW:
-59.33%
OEF:
-54.12%
^W1DOW:
-6.96%
OEF:
-10.61%
Returns By Period
In the year-to-date period, ^W1DOW achieves a -2.03% return, which is significantly higher than OEF's -7.05% return. Over the past 10 years, ^W1DOW has underperformed OEF with an annualized return of 5.33%, while OEF has yielded a comparatively higher 13.06% annualized return.
^W1DOW
-2.03%
-2.55%
-2.52%
8.54%
10.66%
5.33%
OEF
-7.05%
-2.91%
-4.12%
13.56%
17.02%
13.06%
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Risk-Adjusted Performance
^W1DOW vs. OEF — Risk-Adjusted Performance Rank
^W1DOW
OEF
^W1DOW vs. OEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global Index (^W1DOW) and iShares S&P 100 ETF (OEF). 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
^W1DOW vs. OEF - Drawdown Comparison
The maximum ^W1DOW drawdown since its inception was -59.33%, which is greater than OEF's maximum drawdown of -54.12%. Use the drawdown chart below to compare losses from any high point for ^W1DOW and OEF. For additional features, visit the drawdowns tool.
Volatility
^W1DOW vs. OEF - Volatility Comparison
The current volatility for Dow Jones Global Index (^W1DOW) is 9.90%, while iShares S&P 100 ETF (OEF) has a volatility of 14.82%. This indicates that ^W1DOW experiences smaller price fluctuations and is considered to be less risky than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.