iShares MSCI KLD 400 Social ETF (DSI) Performance
DSI total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +13.3% since Dec 31, 2025
- 1 year
- +15.1% total return
- 5 years
- +11.6% a year
- 10 years
- +15.3% a year
- Since first price
- +10.7% a year since 2006
DSI trailing returns vs SPY, QQQ, AGG
| Period | DSI total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −1.0% | −1.0% | −1.0% | −5.0% | +0.9% |
| 3 months | +5.4% | +5.2% | +3.2% | +1.9% | −0.4% |
| 6 months | +9.8% | +9.4% | +7.8% | +8.4% | −1.5% |
| YTD | +13.3% | +12.6% | +12.3% | +15.1% | −1.0% |
| 1 year | +15.1% | +14.0% | +14.4% | +15.9% | −1.1% |
| 3 years | +87.5%+23.3%/yr | +81.8% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +72.9%+11.6%/yr | +63.4% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +316.4%+15.3%/yr | +266.2% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| 15 years | +678.0%+14.7%/yr | +532.1% | +696.0%+14.8%/yr | +1,299.3%+19.2%/yr | +32.2%+1.9%/yr |
| Since inceptionNov 17, 2006 | +657.7%+10.7%/yr | +473.8% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: DSI vs SPY
From Nov 17, 2006: DSI grew to $75,767, SPY to $78,012.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DSI returns by calendar year
16 of 19 full years positive. Best 2013 (+35.4%), worst 2008 (−35.3%). 2026 is year to date.
DSI annual returns table
| Year | DSI | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +13.3% | −11.1% | +12.3% | +15.1% | −1.0% |
| 2025 | +18.0% | −20.6% | +17.7% | +20.8% | +7.2% |
| 2024 | +22.4% | −9.2% | +24.9% | +25.6% | +1.3% |
| 2023 | +28.5% | −10.6% | +26.2% | +54.9% | +5.7% |
| 2022 | −21.7% | −28.2% | −18.2% | −32.6% | −13.0% |
| 2021 | +31.3% | −5.2% | +28.7% | +27.4% | −1.8% |
| 2020 | +20.9% | −34.1% | +18.3% | +48.6% | +7.5% |
| 2019 | +31.2% | −7.0% | +31.2% | +39.0% | +8.5% |
| 2018 | −3.9% | −18.3% | −4.6% | −0.1% | +0.1% |
| 2017 | +20.9% | −2.7% | +21.7% | +32.7% | +3.6% |
| 2016 | +11.0% | −9.2% | +12.0% | +7.1% | +2.4% |
| 2015 | +0.3% | −11.7% | +1.2% | +9.4% | +0.5% |
| 2014 | +12.3% | −7.3% | +13.5% | +19.2% | +6.0% |
| 2013 | +35.4% | −4.9% | +32.3% | +36.6% | −2.0% |
| 2012 | +12.3% | −10.1% | +16.0% | +18.1% | +3.8% |
| 2011 | +1.5% | −17.9% | +1.9% | +3.4% | +7.7% |
| 2010 | +11.4% | −16.3% | +15.1% | +19.9% | +6.4% |
| 2009 | +30.7% | −27.1% | +26.4% | +54.7% | +3.0% |
| 2008 | −35.3% | −44.9% | −36.8% | −41.7% | +7.9% |
| 2007 | +3.2% | −9.6% | +5.1% | +19.0% | +6.6% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
DSI largest drawdowns
Now 3.4% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Oct 11, 2007 | −54.2% | Mar 6, 2009 | Mar 19, 2012 | 1.4 years | 4.4 years |
| Feb 19, 2020 | −34.1% | Mar 23, 2020 | Aug 12, 2020 | 33 days | 6 months |
| Dec 29, 2021 | −28.4% | Oct 12, 2022 | Dec 26, 2023 | 9 months | 2.0 years |
| Jan 23, 2025 | −20.6% | Apr 8, 2025 | Jun 27, 2025 | 2 months | 5 months |
| Sep 20, 2018 | −18.3% | Dec 24, 2018 | Apr 1, 2019 | 3 months | 6 months |
| May 21, 2015 | −13.1% | Feb 11, 2016 | Apr 13, 2016 | 9 months | 11 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
DSI risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2006 |
|---|---|---|---|---|
| Annualized return | +22.8% | +13.2% | +15.2% | +10.8% |
| Volatility (annualized) | 14.2% | 17.0% | 16.1% | 15.8% |
| Sharpe ratio | 1.22 | 0.61 | 0.83 | 0.64 |
| Sortino ratio | 2.54 | 0.99 | 1.32 | 0.97 |
| Best month | +12.1% | +12.1% | +13.0% | +13.0% |
| Worst month | −5.9% | −9.5% | −12.4% | −19.5% |
| Best 12 months | +37.7% | +37.7% | +58.8% | +58.8% |
| Worst 12 months | +2.7% | −21.7% | −21.7% | −40.4% |
| Positive months | 64% | 58% | 68% | 63% |
| Beta vs S&P 500 | 1.12 | 1.07 | 1.04 | — |
| Correlation with S&P 500 | 0.98 | 0.99 | 0.99 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
DSI rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 228 | −40.4% | +14.1% | +58.8% | 82% |
| 3-year (a year) | 204 | −8.1% | +12.1% | +27.7% | 93% |
| 5-year (a year) | 180 | −1.0% | +13.2% | +22.5% | 98% |
| 10-year (a year) | 120 | +6.5% | +12.7% | +16.5% | 100% |
Every holding period starting at a month-end since 2006. Returns for 3 years and longer are annualized.
DSI performance overview
iShares MSCI KLD 400 Social ETF (DSI) returned +15.1% over the past year and +15.3% a year over ten years, with distributions reinvested. Since its first recorded price in 2006 it has returned +10.7% a year, turning $10,000 into about $75,767. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −54.2%, from Oct 11, 2007 to Mar 6, 2009, and it took 3.0 years to get back to the old high. DSI finished 16 of its 19 full calendar years with a gain; the best year was 2013 (+35.4%) and the worst 2008 (−35.3%). Volatility has been 15.8% a year.
Related: DSI chart, DSI holdings, DSI dividends, DSI valuation. See the DSI overview for the latest quote and fund facts.
DSI performance FAQ
What is the DSI return over the past year?
DSI returned +15.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 14.0%.
What is the average annual return of DSI?
DSI has returned +11.6% a year over 5 years, +15.3% a year over 10 years, +10.7% a year since November 17, 2006 (total return, distributions reinvested).
How much would $10,000 invested in DSI be worth?
$10,000 invested in DSI at its first recorded close on November 17, 2006 would be worth about $75,767 on October 23, 2026 with distributions reinvested.
What was the worst year for DSI?
The worst calendar year was 2008, with a total return of −35.3%. The best was 2013 at +35.4%.
What is the biggest drawdown of DSI?
The largest peak-to-trough decline was −54.2% between October 11, 2007 and March 6, 2009. It recovered to the old high on March 19, 2012, 3.0 years after the bottom.
How volatile is DSI?
Over the past 3 years DSI had an annualized volatility of 14.2% and a Sharpe ratio of 1.22 (excess return over 1–3 month T-bills per unit of risk).