PortfoliosLab logo
^W1DOW vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^W1DOW and ^GSPC is 0.83, 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. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones Global Index (^W1DOW) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%450.00%NovemberDecember2025FebruaryMarchApril
244.56%
413.51%
^W1DOW
^GSPC

Key characteristics

Sharpe Ratio

^W1DOW:

0.34

^GSPC:

0.49

Sortino Ratio

^W1DOW:

0.55

^GSPC:

0.81

Omega Ratio

^W1DOW:

1.08

^GSPC:

1.12

Calmar Ratio

^W1DOW:

0.30

^GSPC:

0.50

Martin Ratio

^W1DOW:

1.31

^GSPC:

2.07

Ulcer Index

^W1DOW:

3.75%

^GSPC:

4.57%

Daily Std Dev

^W1DOW:

14.25%

^GSPC:

19.43%

Max Drawdown

^W1DOW:

-59.33%

^GSPC:

-56.78%

Current Drawdown

^W1DOW:

-7.39%

^GSPC:

-10.73%

Returns By Period

In the year-to-date period, ^W1DOW achieves a -2.49% return, which is significantly higher than ^GSPC's -6.75% return. Over the past 10 years, ^W1DOW has underperformed ^GSPC with an annualized return of 5.30%, while ^GSPC has yielded a comparatively higher 10.05% annualized return.


^W1DOW

YTD

-2.49%

1M

-3.81%

6M

-3.02%

1Y

7.47%

5Y*

10.56%

10Y*

5.30%

^GSPC

YTD

-6.75%

1M

-5.05%

6M

-5.60%

1Y

8.15%

5Y*

14.14%

10Y*

10.05%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

^W1DOW vs. ^GSPC — 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 5656
Overall Rank
The Sharpe Ratio Rank of ^W1DOW is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of ^W1DOW is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ^W1DOW is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ^W1DOW is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ^W1DOW is 6262
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7474
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 7171
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 7272
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 7777
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7777
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. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global Index (^W1DOW) and S&P 500 (^GSPC). 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 0.34, compared to the broader market-0.500.000.501.001.50
^W1DOW: 0.34
^GSPC: 0.30
The chart of Sortino ratio for ^W1DOW, currently valued at 0.55, compared to the broader market-1.000.001.002.00
^W1DOW: 0.55
^GSPC: 0.55
The chart of Omega ratio for ^W1DOW, currently valued at 1.08, compared to the broader market0.901.001.101.201.30
^W1DOW: 1.08
^GSPC: 1.08
The chart of Calmar ratio for ^W1DOW, currently valued at 0.30, compared to the broader market-0.500.000.501.00
^W1DOW: 0.30
^GSPC: 0.30
The chart of Martin ratio for ^W1DOW, currently valued at 1.31, compared to the broader market-2.000.002.004.006.00
^W1DOW: 1.31
^GSPC: 1.23

The current ^W1DOW Sharpe Ratio is 0.34, which is comparable to the ^GSPC Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of ^W1DOW and ^GSPC, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.34
0.30
^W1DOW
^GSPC

Drawdowns

^W1DOW vs. ^GSPC - Drawdown Comparison

The maximum ^W1DOW drawdown since its inception was -59.33%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^W1DOW and ^GSPC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.39%
-10.73%
^W1DOW
^GSPC

Volatility

^W1DOW vs. ^GSPC - Volatility Comparison

The current volatility for Dow Jones Global Index (^W1DOW) is 9.89%, while S&P 500 (^GSPC) has a volatility of 14.20%. This indicates that ^W1DOW experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
9.89%
14.20%
^W1DOW
^GSPC