Go to Sage Data and click Browse by Source to expand, then click Dow Jones and select a data series of interest.
Use WRDS.
Note: Access to WRDS requires creation of a WRDS account.
Search the database Global Financial Data.
Also, take a look at Dow Jones Indices for the most recent 10 years of data:
- Click Index Finder and find your index of interest.
- Go to the Performance chart and set your date range.
- Click Export to export the data to Excel.