State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
State Street SPDR Dow Jones Industrial Average ETF Trust (DIA): 1Y return 19.2%, Sharpe ratio 1.45, volatility 12.2%, max drawdown -9.8%. A ETF in the Equity asset class. Compare DIA with other assets and invest through your own broker with pfolio.
State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) Overview
- Type: ETF
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
DIA Performance
- MTD
- Return: 2.2%, Sharpe: 2.61, Volatility: 11.1%, Max Drawdown: -2.8%
- YTD
- Return: 12.3%, Sharpe: 1.37, Volatility: 13.1%, Max Drawdown: -9.8%
- 1Y
- Return: 19.2%, Sharpe: 1.45, Volatility: 12.2%, Max Drawdown: -9.8%
- 5Y
- Return: 64.6%, Sharpe: 0.73, Volatility: 14.6%, Max Drawdown: -20.8%
- 10Y
- Return: 252.8%, Sharpe: 0.79, Volatility: 17.2%, Max Drawdown: -36.7%
Frequently Asked Questions
- What is State Street SPDR Dow Jones Industrial Average ETF Trust (DIA)?
- State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does DIA compare to other assets?
- You can compare DIA with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in DIA through pfolio?
- pfolio helps you build diversified portfolios that may include DIA. You invest through your own broker — pfolio provides the analytics.