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^W1DOW vs. WFC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^W1DOW and WFC 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.


-0.50.00.51.0
Correlation: 0.8

Performance

^W1DOW vs. WFC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Global Index (^W1DOW) and Wells Fargo & Company (WFC). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
246.18%
672.85%
^W1DOW
WFC

Key characteristics

Sharpe Ratio

^W1DOW:

0.39

WFC:

0.51

Sortino Ratio

^W1DOW:

0.61

WFC:

0.94

Omega Ratio

^W1DOW:

1.09

WFC:

1.13

Calmar Ratio

^W1DOW:

0.35

WFC:

0.70

Martin Ratio

^W1DOW:

1.49

WFC:

1.95

Ulcer Index

^W1DOW:

3.78%

WFC:

8.84%

Daily Std Dev

^W1DOW:

14.26%

WFC:

33.56%

Max Drawdown

^W1DOW:

-59.33%

WFC:

-79.01%

Current Drawdown

^W1DOW:

-6.96%

WFC:

-13.93%

Returns By Period

In the year-to-date period, ^W1DOW achieves a -2.03% return, which is significantly lower than WFC's -0.24% return. Both investments have delivered pretty close results over the past 10 years, with ^W1DOW having a 5.33% annualized return and WFC not far behind at 5.31%.


^W1DOW

YTD

-2.03%

1M

-2.55%

6M

-2.52%

1Y

8.54%

5Y*

10.66%

10Y*

5.33%

WFC

YTD

-0.24%

1M

-5.09%

6M

9.22%

1Y

19.18%

5Y*

24.15%

10Y*

5.31%

*Annualized

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Risk-Adjusted Performance

^W1DOW vs. WFC — Risk-Adjusted Performance Rank

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

^W1DOW
The Risk-Adjusted Performance Rank of ^W1DOW is 5757
Overall Rank
The Sharpe Ratio Rank of ^W1DOW is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ^W1DOW is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ^W1DOW is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ^W1DOW is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ^W1DOW is 6161
Martin Ratio Rank

WFC
The Risk-Adjusted Performance Rank of WFC is 7070
Overall Rank
The Sharpe Ratio Rank of WFC is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of WFC is 6464
Sortino Ratio Rank
The Omega Ratio Rank of WFC is 6464
Omega Ratio Rank
The Calmar Ratio Rank of WFC is 7979
Calmar Ratio Rank
The Martin Ratio Rank of WFC is 7373
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.

^W1DOW vs. WFC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global Index (^W1DOW) and Wells Fargo & Company (WFC). 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 ^W1DOW, currently valued at 0.39, compared to the broader market-0.500.000.501.001.50
^W1DOW: 0.39
WFC: 0.50
The chart of Sortino ratio for ^W1DOW, currently valued at 0.61, compared to the broader market-1.00-0.500.000.501.001.502.00
^W1DOW: 0.61
WFC: 0.92
The chart of Omega ratio for ^W1DOW, currently valued at 1.09, compared to the broader market0.901.001.101.201.30
^W1DOW: 1.09
WFC: 1.13
The chart of Calmar ratio for ^W1DOW, currently valued at 0.35, compared to the broader market-0.500.000.501.00
^W1DOW: 0.35
WFC: 0.67
The chart of Martin ratio for ^W1DOW, currently valued at 1.49, compared to the broader market0.002.004.006.00
^W1DOW: 1.49
WFC: 1.85

The current ^W1DOW Sharpe Ratio is 0.39, which is comparable to the WFC Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of ^W1DOW and WFC, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.39
0.50
^W1DOW
WFC

Drawdowns

^W1DOW vs. WFC - Drawdown Comparison

The maximum ^W1DOW drawdown since its inception was -59.33%, smaller than the maximum WFC drawdown of -79.01%. Use the drawdown chart below to compare losses from any high point for ^W1DOW and WFC. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.96%
-13.93%
^W1DOW
WFC

Volatility

^W1DOW vs. WFC - Volatility Comparison

The current volatility for Dow Jones Global Index (^W1DOW) is 9.90%, while Wells Fargo & Company (WFC) has a volatility of 16.57%. This indicates that ^W1DOW experiences smaller price fluctuations and is considered to be less risky than WFC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
9.90%
16.57%
^W1DOW
WFC