^W1DOW vs. ^SP500TR
Compare and contrast key facts about Dow Jones Global Index (^W1DOW) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^W1DOW or ^SP500TR.
Correlation
The correlation between ^W1DOW and ^SP500TR 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. ^SP500TR - Performance Comparison
Key characteristics
^W1DOW:
0.34
^SP500TR:
0.56
^W1DOW:
0.55
^SP500TR:
0.91
^W1DOW:
1.08
^SP500TR:
1.13
^W1DOW:
0.30
^SP500TR:
0.58
^W1DOW:
1.31
^SP500TR:
2.43
^W1DOW:
3.75%
^SP500TR:
4.51%
^W1DOW:
14.25%
^SP500TR:
19.43%
^W1DOW:
-59.33%
^SP500TR:
-55.25%
^W1DOW:
-7.39%
^SP500TR:
-10.52%
Returns By Period
In the year-to-date period, ^W1DOW achieves a -2.49% return, which is significantly higher than ^SP500TR's -6.37% return. Over the past 10 years, ^W1DOW has underperformed ^SP500TR with an annualized return of 5.30%, while ^SP500TR has yielded a comparatively higher 12.05% annualized return.
^W1DOW
-2.49%
-3.81%
-3.02%
7.47%
10.56%
5.30%
^SP500TR
-6.37%
-4.97%
-4.97%
9.62%
15.92%
12.05%
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Risk-Adjusted Performance
^W1DOW vs. ^SP500TR — Risk-Adjusted Performance Rank
^W1DOW
^SP500TR
^W1DOW vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global Index (^W1DOW) and S&P 500 Total Return (^SP500TR). 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. ^SP500TR - Drawdown Comparison
The maximum ^W1DOW drawdown since its inception was -59.33%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ^W1DOW and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
^W1DOW vs. ^SP500TR - Volatility Comparison
The current volatility for Dow Jones Global Index (^W1DOW) is 9.89%, while S&P 500 Total Return (^SP500TR) has a volatility of 14.19%. This indicates that ^W1DOW experiences smaller price fluctuations and is considered to be less risky than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.