iShares Dow Jones U.S. ETF chart

Last update: 2022-12-30
Investment Backtesting

Systematic investment

40.94 %

Momentum strategy

47.21 %

Buy the dip strategy

41.05 %
Key statistics and financials
Three year average return 24.48%
YTD return -1.79%
Beta 3Y 1.03
Total Assets 1.88B
Annual report expense ratio 0.20%

Company description

The fund generally will invest at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index. The underlying index aims to consistently represent the top 95% of U.S. companies based on a float-adjusted market capitalization.

Sector: N/A - Industry: N/A

Insider Transactions

Here are the insider transactions of stock shares related to iShares Dow Jones U.S. ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page

Investment strategy backtesting

These are the result of three automatic investment systems applied to iShares Dow Jones U.S. ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.

Systematic investment results on iShares Dow Jones U.S. ETF

Here is the result of two systematic investment strategies applied to iShares Dow Jones U.S. ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on iShares Dow Jones U.S. ETF

The following chart shows the equity curve of the two systematic investment strategies applied to iShares Dow Jones U.S. ETF:

iShares Dow Jones U.S. ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 40.94% on the backtest period.

Performance at glance

Performance

40.94 %

Latent gain

958.33 $

Invested capital

2340.77 $

Annualized return

9.99 %
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Momentum strategy results on iShares Dow Jones U.S. ETF

This is the result of two momentum investment strategies applied to iShares Dow Jones U.S. ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on iShares Dow Jones U.S. ETF

The following chart shows all the entries opened by the momentum investment system on iShares Dow Jones U.S. ETF:

iShares Dow Jones U.S. ETF momentum entries
  • The first momentum investment strategy would give 47.21% of return on iShares Dow Jones U.S. ETF. That represents 2151.41$ of latent gain with 4556.76$ of employed capital.
  • The second momentum investment strategy would give 49.2% of return on iShares Dow Jones U.S. ETF. That represents 1232.91$ of latent gain with 2506.07$ of employed capital.
Performance at glance (1Q Momentum)

Performance

47.21 %

Latent gain

2151.41 $

Invested capital

4556.76 $

Annualized return

19.55 %
Performance at glance (2Q Momentum)

Performance

49.2 %

Latent gain

1232.91 $

Invested capital

2506.07 $

Annualized return

13.59 %

Momentum equity curve on iShares Dow Jones U.S. ETF

The following chart shows the equity curve of the two momentum strategies applied to iShares Dow Jones U.S. ETF:

iShares Dow Jones U.S. ETF momentum equity

Note: the dividends potentially given by iShares Dow Jones U.S. ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.

Employed capital on iShares Dow Jones U.S. ETF

The following chart shows the employed capital evolution of the two momentum strategies on iShares Dow Jones U.S. ETF since the beginning:

iShares Dow Jones U.S. ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.

Buy the dip strategy result on iShares Dow Jones U.S. ETF

Buy the dip entry openings on iShares Dow Jones U.S. ETF

iShares Dow Jones U.S. ETF

The performance achieved by the robo-advisor on iShares Dow Jones U.S. ETF is 41.05%. That represents 192.04$ of latent gain with 467.77$ of employed capital. The following chart shows iShares Dow Jones U.S. ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of iShares Dow Jones U.S. ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

41.05 %

Latent gain

192.04 $

Invested capital

467.77 $

Annualized return

19.55 %

Equity curve of the strategy applied to iShares Dow Jones U.S. ETF

The following chart shows the result of the investment strategy applied to iShares Dow Jones U.S. ETF:

iShares Dow Jones U.S. ETF

Note: the dividends potentially given by iShares Dow Jones U.S. ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.

Employed capital on iShares Dow Jones U.S. ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on iShares Dow Jones U.S. ETF:

iShares Dow Jones U.S. ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.

Investment strategies comparison on iShares Dow Jones U.S. ETF

In this section, I will compare the three previous investment strategies applied to iShares Dow Jones U.S. ETF.

Equity curve comparison on iShares Dow Jones U.S. ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

iShares Dow Jones U.S. ETF investment strategy comparison

Employed capital comparison on iShares Dow Jones U.S. ETF

iShares Dow Jones U.S. ETF investment comparison

Performance comparison on iShares Dow Jones U.S. ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 40.94% 958.33$ 2340.77$ 9.99%
Momentum 1 quarter 47.21% 2151.41$ 4556.76$ 12.23%
Momentum 2 quarters 49.2% 1232.91$ 2506.07$ 13.59%
Non-directional 41.05% 192.04$ 467.77$ 19.55%
Annualized return comparison

Automatic investment

9.99 %

Momentum 1Q

13.59 %

Momentum 2Q

13.59 %

Non-directional

19.55 %

Correlated stocks

Here are the most positively and negatively correlated stocks with iShares Dow Jones U.S. ETF:

Positive correlations

Most correlated stocks this year

  • iShares Core S&P 500 ETF
  • iShares Russell 1000 ETF
  • iShares Russell Top 200 ETF
  • iShares Dow Jones U.S. ETF
  • Goldman Sachs Just Us Large Cap Equity ETF
  • Vanguard Mega Cap 300 Index ETF
    •

    Most correlated stocks last 3 months

  • Innovator Loup Frontier Tech ETF
  • SPDR(R) S&P CAPITAL MARKETS ETF
  • iShares U.S. Financial Services ETF
  • JPMorgan U.S. Momentum Factor ETF
  • iShares Core S&P Total U.S. Stock Market ETF
  • iShares Russell 3000 ETF
  • VanEck Morningstar Wide Moat ETF
  • iShares Core S&P 500 ETF
  • iShares Russell 1000 ETF
  • iShares Russell Top 200 ETF
  • iShares Dow Jones U.S. ETF
  • Goldman Sachs Just Us Large Cap Equity ETF
  • Vanguard Mega Cap 300 Index ETF
  • John Hancock Multifactor Consumer Discretionary ET
  • iShares U.S. Consumer Discretionary ETF
  • VanEck Long/Flat Trend ETF
  • HULL TACTICAL US ETF
  • ETFMG Prime Mobile Payments ETF
  • DoubleLine Shiller CAPE U.S. Equities ETF
  • CI WISDOMTREE CDN QLTY DIV GRTH IDX ETF
  • Agile Therapeutics Inc
  • WAJAX CORPORATION
  • iShares Global Materials ETF
  • Atomera Inc
  • iShares U.S. Basic Materials ETF
  • YOUGOV PLC ORD 0.2P
  • Magic Software Enterprises Ltd
  • POLARIS INFRASTRUCTURE INC
  • Virtus Newfleet Multi-Sector Unconstrained Bond ET
  • ISHARES CORE SP US TOTAL MKT ETF CAD HEG
  • Clearway Energy Inc - Class A
  • Primo Water Corporation
  • Carmax Inc
  • Dish Network Corp - Class A
  • Nevro Corp
  • CHS Inc
  • PROSHARES ULTRA MIDCAP400
  • CI FA TECH GIANTS COVERED CALL ETF
  • ALPS REIT DIVIDEND DOGS ETF
  • VANGUARD SP 500 INDEX ETF
  • BMO SP 500 INDEX ETF
  • Goldman Sachs Hedge IND VIP ETF
  • Impact Shares NAACP Minority Empowerment ETF
  • ISHARES SP US MIDCAP INDEX ETF

    • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • Ranger Equity Bear -1x Shares
  • BETAPRO SP500 2X DAILY BEAR ETF
  • ProShares UltraShort MidCap400 -2x Shares
  • ProShares Short Midcap400 -1x Shares
  • KOOLEARN
  • Whole Earth Brands Inc - Class A

    • Note: The algorithm computes the probability of correlation between iShares Dow Jones U.S. ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of iShares Dow Jones U.S. ETF does not vary for 36 weeks, the correlation calculation result will be wrong.

    Company information
    Company name iShares Dow Jones U.S. ETF
    Country
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    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker IYY
    Market

    iShares Dow Jones U.S. ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown

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