SPDR Dow Jones Industrial Average ETF Trust

10-Year Study

DIA.US · · US · ETF

Executive Summary: SPDR Dow Jones Industrial Average ETF Trust has compounded at 12.8% annually over the last 10 years, with a maximum drawdown of 22.6% and an annualized volatility of 13.0%.

1Y CAGR
+17.8%
3Y CAGR
+16.0%
5Y CAGR
+9.0%
10Y CAGR
+12.8%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
22.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.96
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +28.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -7.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.80.3-5.44.8————————1.2%
20254.7-1.4-4.0-3.24.14.50.23.42.02.60.40.914.7%
20241.32.42.2-4.92.61.24.52.02.0-1.37.8-5.214.8%
20233.0-4.02.12.6-3.24.63.5-2.0-3.4-1.39.24.916.0%
2022-3.3-3.22.4-4.90.4-6.66.8-3.8-8.714.05.9-4.1-7.0%
2021-1.93.46.92.72.2-0.11.41.4-4.25.9-3.55.520.8%
2020-0.9-9.6-13.611.04.81.72.67.8-2.2-4.412.23.39.6%
20197.33.90.22.6-6.47.41.1-1.42.20.54.11.825.0%
20185.7-4.1-3.30.11.4-0.44.82.52.0-4.92.0-8.5-3.7%
20170.55.1-0.61.40.71.72.70.62.24.54.22.128.1%
2016———0.60.41.02.90.2-0.4-0.85.93.413.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 13.0%. The dominant macroeconomic risk driver is VTV.US, accounting for 49.1% of variance. Idiosyncratic stock-specific factors contribute 3.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110061.092477240058
2016-05-0110099.851846956253
2016-06-0110197.01187978124
2016-07-0110496.897873535681
2016-08-0110523.127571336518
2016-09-0110477.125775875837
2016-10-0110395.166575792124
2016-11-0111013.154778624103
2016-12-0111389.51996210807
2017-01-0111449.7381160881
2017-02-0112037.696412933927
2017-03-0111966.098287703297
2017-04-0112135.751422324294
2017-05-0112225.063199114385
2017-06-0112436.608121430421
2017-07-0112768.974880073141
2017-08-0112848.042617407156
2017-09-0113126.738319867378
2017-10-0113712.899779147323
2017-11-0114287.646845001074
2017-12-0114588.062940259626
2018-01-0115425.71281441215
2018-02-0114800.31007495773
2018-03-0114305.842407018818
2018-04-0114321.800527623107
2018-05-0114519.197935770973
2018-06-0114454.573743315214
2018-07-0115155.037478864786
2018-08-0115526.377024712368
2018-09-0115830.600212591356
2018-10-0115048.879489340141
2018-11-0115344.104720519472
2018-12-0114042.113466505845
2019-01-0115071.694507322287
2019-02-0115666.509701545967
2019-03-0115690.632762200596
2019-04-0116103.492336246825
2019-05-0115076.424114248577
2019-06-0116185.699375994802
2019-07-0116361.686190924662
2019-08-0116136.585815860637
2019-09-0116484.40124690889
2019-10-0116574.61488469948
2019-11-0117248.03655910425
2019-12-0117556.232066046516
2020-01-0117399.425287356324
2020-02-0115726.197754021887
2020-03-0113584.195264610149
2020-04-0115079.033315158424
2020-05-0115796.191805869947
2020-06-0116064.822464187167
2020-07-0116481.530437464546
2020-08-0117762.696275245224
2020-09-0117380.51374408627
2020-10-0116608.16962146622
2020-11-0118626.80303355749
2020-12-0119239.88951858522
2021-01-0118871.400128876627
2021-02-0119515.37018984518
2021-03-0120865.235805671673
2021-04-0121425.85601066261
2021-05-0121894.465740297077
2021-06-0121882.596974153075
2021-07-0122183.068144892575
2021-08-0122504.247696468006
2021-09-0121555.944296658574
2021-10-0122834.1635962086
2021-11-0122027.452373477852
2021-12-0123246.809752766167
2022-01-0122480.324284431816
2022-02-0121761.479107116298
2022-03-0122291.587495662807
2022-04-0121197.685177535815
2022-05-0121281.11076229973
2022-06-0119884.623751851912
2022-07-0121239.755960543927
2022-08-0120438.35952172452
2022-09-0118652.165292533417
2022-10-0121269.606871216998
2022-11-0122531.978201124643
2022-12-0121616.03853080647
2023-01-0122254.693807863678
2023-02-0121358.53311964047
2023-03-0121812.121011846735
2023-04-0122375.81855933557
2023-05-0121667.430838964803
2023-06-0122660.675831226694
2023-07-0123450.87817854369
2023-08-0122973.050190285783
2023-09-0122182.152515021833
2023-10-0121898.40363718476
2023-11-0123902.74496197038
2023-12-0125078.819897669753
2024-01-0125392.681294714406
2024-02-0126004.948531963055
2024-03-0126589.388882463412
2024-04-0125290.392357726265
2024-05-0125957.728191486432
2024-06-0126257.366345576615
2024-07-0127435.892140178115
2024-08-0127976.91924282229
2024-09-0128525.86344585254
2024-10-0128168.12754379878
2024-11-0130373.040001321813
2024-12-0128796.593856880856
2025-01-0130154.039235772627
2025-02-0129723.03229075448
2025-03-0128523.708617660504
2025-04-0127617.599920691307
2025-05-0128761.57273543391
2025-06-0130057.7672950779
2025-07-0130116.38137567536
2025-08-0131142.017635169
2025-09-0131754.801205051524
2025-10-0132582.68895020626
2025-11-0132727.26208769118
2025-12-0133031.56100435647
2026-01-0133625.19896017492
2026-02-0133710.32500041307
2026-03-0131888.015024591205
2026-04-0133432.882265144384
Annual Return Matrix
YearAnnual Return
20170.2808321148558348
2018-0.03742439801566033
20190.25025567610764377
20200.09590084285766953
20210.20826108332432813
2022-0.07015032339074612
20230.16019500344284832
20240.14824357662684706
20250.14706486359197246
20260.01214963049233364
Total Factor Risk
0.12994709814107283
VTI.US Exposure
0.2267452858230003
VEA.US Exposure
-0.09780175440145279
VWO.US Exposure
0.019189616463413044
QQQ.US Exposure
-0.01872165236046718
VTV.US Exposure
0.4907726981603587
IJR.US Exposure
0.01943703639658257
QUAL.US Exposure
0.03321603152249361
SHV.US Exposure
0.1651647618507702
TLT.US Exposure
-0.04378150548683292
LQD.US Exposure
0.0884496920326836
HYG.US Exposure
0.060544349480967236
GLD.US Exposure
0.0010163527962806854
USO.US Exposure
0.014240195174427699
VNQ.US Exposure
-0.035137424732067865
BTC-USD.CC Exposure
-0.006382625120027375
CPER.US Exposure
-0.00011844107068251438
VIX.INDX Exposure
0.024362718148031894
UUP.US Exposure
0.002806320002176834
TIP.US Exposure
0.02305326933881595
Idiosyncratic Exposure
0.032945075981528515
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$111
Avg Yield on Cost
1.11%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$110.621.11%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is SPDR Dow Jones Industrial Average ETF Trust a high-risk investment?

SPDR Dow Jones Industrial Average ETF Trust (DIA.US) has an annualized volatility of 13.0% and experienced a maximum drawdown of 22.6% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of DIA.US?

Over the past 10 years, DIA.US has generated a Compound Annual Growth Rate (CAGR) of 12.8%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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