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 15.5%, Sharpe ratio 1.19, volatility 12.4%, 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: 1.8%, Sharpe: 7.98, Volatility: 7.2%, Max Drawdown: -0.7%
- YTD
- Return: 8.9%, Sharpe: 0.90, Volatility: 12.8%, Max Drawdown: -9.8%
- 1Y
- Return: 15.5%, Sharpe: 1.19, Volatility: 12.4%, Max Drawdown: -9.8%
- 5Y
- Return: 64.3%, Sharpe: 0.73, Volatility: 14.5%, Max Drawdown: -20.8%
- 10Y
- Return: 246.2%, Sharpe: 0.78, 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.