SPDR Dow Jones Industrial Average ETF (DIA): analysis and statistics
Return, volatility, Sharpe ratio and risk for SPDR Dow Jones Industrial Average ETF, in the Macro sector. Data as of 2026-09-13.
| Last close price | $525.79 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +16.86% |
| Total return over period | +59.11% |
| Annualized volatility | 13.71% |
| Period volatility | 23.67% |
| Sharpe ratio | 0.94 |
| Sortino ratio | 1.41 |
| Max drawdown | -15.95% |
| CVaR 95% (avg. loss, worst 5% of days) | -1.87% |
| Correlation with the S&P 500 | 0.88 |
| Period range | $310.12 – $542.81 |
| Trading days analyzed | 751 |
Over the last 3.0 years, SPDR Dow Jones Industrial Average ETF (DIA) has posted an annualized return of +16.86% with annual volatility of 13.71%, a Sharpe ratio of 0.94. Its worst stretch (max drawdown from a peak) was -15.95%. Its correlation with the S&P 500 is 0.88, which means it moves closely in line with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how DIA would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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