- ISIN
- US78470P6300
- CUSIP
- 78470P630
- Issuer
- State Street
- Inception Date
- Mar 5, 2025
- Region
- Global (Broad)
- Category
- Tactical Allocation
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Assets Under Management
- $2B
Share Price Chart
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Performance
ALLW Performance Chart
State Street Bridgewater All Weather ETF (ALLW) is up 6.6% since the beginning of the year. ALLW is currently trading at $29 per share.
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Returns By Period
State Street Bridgewater All Weather ETF (ALLW) has returned 6.58% so far this year and 20.47% over the past 12 months.
State Street Bridgewater All Weather ETF
- 1D
- -2.43%
- 1M
- -3.08%
- YTD
- 6.58%
- 6M
- 6.23%
- 1Y
- 20.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- -0.21%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- 23.05%
- 3Y*
- 19.90%
- 5Y*
- 11.79%
- 10Y*
- 13.33%
ALLW Monthly Returns History
Based on dividend-adjusted daily data since Mar 6, 2025, ALLW's average daily return is +0.07%, while the average monthly return is +1.31%. At this rate, an investment would double in approximately 4.4 years.
Historically, 75% of months were positive and 25% were negative. The best month was Jan 2026 with a return of +4.8%, while the worst month was Mar 2026 at -4.3%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.
On a daily basis, ALLW closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +4.9%, while the worst single day was Apr 4, 2025 at -4.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.80% | 4.62% | -4.28% | 3.78% | 0.63% | -2.75% | 6.58% | ||||||
| 2025 | 0.65% | 0.24% | 0.28% | 3.08% | -0.29% | 2.85% | 4.28% | 2.73% | 1.29% | -0.88% | 15.04% |
Benchmark Metrics
State Street Bridgewater All Weather ETF has an annualized alpha of 6.85%, beta of 0.48, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since March 07, 2025.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (56.99%) than losses (24.58%) - typical of diversified or defensive assets.
- Beta of 0.48 may look defensive, but with R2 of 0.46 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.46 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 6.85%
- Beta
- 0.48
- R²
- 0.46
- Upside Capture
- 56.99%
- Downside Capture
- 24.58%
Expense Ratio
ALLW has an expense ratio of 0.85%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ALLW ranks 62 for risk / return — better than 62% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for State Street Bridgewater All Weather ETF (ALLW) and compare them to S&P 500 Index.
| ALLW | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.36 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 2.69 | +0.09 |
| Martin ratioReturn relative to average drawdown | 11.70 | 12.34 | -0.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
State Street Bridgewater All Weather ETF provided a 4.39% dividend yield over the last twelve months, with an annual payout of $1.28 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $1.28 | $1.28 |
Dividend yield | 4.39% | 4.67% |
Monthly Dividends
The table displays the monthly dividend distributions for State Street Bridgewater All Weather ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $1.28 | $1.28 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the State Street Bridgewater All Weather ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the State Street Bridgewater All Weather ETF was 8.78%, occurring on Apr 8, 2025. Recovery took 37 trading sessions.
The current State Street Bridgewater All Weather ETF drawdown is 3.17%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -8.78%Apr 2025 | 5d | 1mo 25d | 2moApr 2025 - Jun 2025 |
2026 pullback2026 | -7.23%Mar 2026 | 24d | 1mo 11d | 2mo 5dMar 2026 - May 2026 |
2026 pullback2026 | -3.66%Feb 2026 | 3d | 18d | 21dJan 2026 - Feb 2026 |
2025 pullback2025 | -3.40%Nov 2025 | 1mo | 1mo 4d | 2mo 4dOct 2025 - Dec 2025 |
2026 pullback2026 | -3.17%Jun 2026 | 29d | — | 1mo 2dMay 2026 - now |
Drawdown Indicators
| ALLW | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.78% | -56.78% | +48.00% |
Max Drawdown (1Y)Largest decline over 1 year | -7.23% | -9.10% | +1.87% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.17% | -2.97% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -1.20% | -10.72% | +9.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 1.97% | -0.26% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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