^W2DOW vs. VICI
Compare and contrast key facts about Dow Jones Global ex-U.S. Index (^W2DOW) and VICI Properties Inc. (VICI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^W2DOW or VICI.
Performance
^W2DOW vs. VICI - Performance Comparison
Returns By Period
In the year-to-date period, ^W2DOW achieves a 4.06% return, which is significantly lower than VICI's 5.91% return.
^W2DOW
4.06%
-3.73%
-1.37%
10.22%
2.56%
1.89%
VICI
5.91%
-1.22%
16.37%
19.58%
11.61%
N/A
Key characteristics
| ^W2DOW | VICI | |
|---|---|---|
| Sharpe Ratio | 0.88 | 1.16 |
| Sortino Ratio | 1.27 | 1.65 |
| Omega Ratio | 1.17 | 1.22 |
| Calmar Ratio | 0.58 | 1.30 |
| Martin Ratio | 3.56 | 2.86 |
| Ulcer Index | 2.69% | 7.46% |
| Daily Std Dev | 10.69% | 18.44% |
| Max Drawdown | -93.05% | -60.21% |
| Current Drawdown | -8.82% | -3.73% |
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Correlation
The correlation between ^W2DOW and VICI is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
^W2DOW vs. VICI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones Global ex-U.S. Index (^W2DOW) and VICI Properties Inc. (VICI). 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
^W2DOW vs. VICI - Drawdown Comparison
The maximum ^W2DOW drawdown since its inception was -93.05%, which is greater than VICI's maximum drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for ^W2DOW and VICI. For additional features, visit the drawdowns tool.
Volatility
^W2DOW vs. VICI - Volatility Comparison
The current volatility for Dow Jones Global ex-U.S. Index (^W2DOW) is 2.72%, while VICI Properties Inc. (VICI) has a volatility of 5.40%. This indicates that ^W2DOW experiences smaller price fluctuations and is considered to be less risky than VICI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.