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SPDR Global Dow ETF (DGT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78464A7063
CUSIP78464A706
IssuerState Street
Inception DateSep 25, 2000
RegionDeveloped Markets (Broad)
CategoryLarge Cap Blend Equities
Index TrackedGlobal Dow Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The SPDR Global Dow ETF has a high expense ratio of 0.50%, indicating higher-than-average management fees.


Expense ratio chart for DGT: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPDR Global Dow ETF

Popular comparisons: DGT vs. JHQAX, DGT vs. CGW, DGT vs. QWLD, DGT vs. EDOW, DGT vs. DIA, DGT vs. XLK, DGT vs. QUS, DGT vs. VT, DGT vs. XNTK, DGT vs. KNG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR Global Dow ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
19.95%
21.14%
DGT (SPDR Global Dow ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR Global Dow ETF had a return of 5.98% year-to-date (YTD) and 19.30% in the last 12 months. Over the past 10 years, SPDR Global Dow ETF had an annualized return of 9.16%, while the S&P 500 had an annualized return of 10.55%, indicating that SPDR Global Dow ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date5.98%6.33%
1 month-0.91%-2.81%
6 months19.95%21.13%
1 year19.30%24.56%
5 years (annualized)11.07%11.55%
10 years (annualized)9.16%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.52%3.53%4.10%
2023-3.57%-2.65%7.97%4.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DGT is 75, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of DGT is 7575
SPDR Global Dow ETF(DGT)
The Sharpe Ratio Rank of DGT is 7474Sharpe Ratio Rank
The Sortino Ratio Rank of DGT is 7474Sortino Ratio Rank
The Omega Ratio Rank of DGT is 7373Omega Ratio Rank
The Calmar Ratio Rank of DGT is 8383Calmar Ratio Rank
The Martin Ratio Rank of DGT is 6868Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR Global Dow ETF (DGT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DGT
Sharpe ratio
The chart of Sharpe ratio for DGT, currently valued at 1.60, compared to the broader market-1.000.001.002.003.004.001.60
Sortino ratio
The chart of Sortino ratio for DGT, currently valued at 2.33, compared to the broader market-2.000.002.004.006.008.002.33
Omega ratio
The chart of Omega ratio for DGT, currently valued at 1.28, compared to the broader market1.001.502.001.28
Calmar ratio
The chart of Calmar ratio for DGT, currently valued at 1.74, compared to the broader market0.002.004.006.008.0010.001.74
Martin ratio
The chart of Martin ratio for DGT, currently valued at 5.40, compared to the broader market0.0010.0020.0030.0040.0050.0060.005.40
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current SPDR Global Dow ETF Sharpe ratio is 1.60. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.60
1.91
DGT (SPDR Global Dow ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Global Dow ETF granted a 2.43% dividend yield in the last twelve months. The annual payout for that period amounted to $3.06 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.06$3.01$3.19$3.02$1.89$2.47$1.89$1.65$1.62$1.53$1.85$1.51

Dividend yield

2.43%2.53%3.15%2.66%1.97%2.76%2.50%1.93%2.31%2.37%2.68%2.18%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Global Dow ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.43
2023$0.00$0.00$0.38$0.00$0.00$1.25$0.00$0.00$0.53$0.00$0.00$0.86
2022$0.00$0.00$0.42$0.00$0.00$1.41$0.00$0.00$0.73$0.00$0.00$0.63
2021$0.00$0.00$0.48$0.00$0.00$0.82$0.00$0.00$0.61$0.00$0.00$1.12
2020$0.00$0.00$0.33$0.00$0.00$0.58$0.00$0.00$0.33$0.00$0.00$0.65
2019$0.00$0.00$0.41$0.00$0.00$0.88$0.00$0.00$0.71$0.00$0.00$0.48
2018$0.00$0.00$0.28$0.00$0.00$0.78$0.00$0.00$0.40$0.00$0.00$0.43
2017$0.00$0.00$0.25$0.00$0.00$0.69$0.00$0.00$0.34$0.00$0.00$0.37
2016$0.00$0.00$0.26$0.00$0.00$0.67$0.00$0.00$0.37$0.00$0.00$0.32
2015$0.00$0.00$0.23$0.00$0.00$0.64$0.00$0.00$0.31$0.00$0.00$0.35
2014$0.00$0.00$0.38$0.00$0.00$0.78$0.00$0.00$0.30$0.00$0.00$0.39
2013$0.21$0.00$0.00$0.68$0.00$0.00$0.19$0.00$0.00$0.43

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.17%
-3.48%
DGT (SPDR Global Dow ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Global Dow 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 SPDR Global Dow ETF was 55.36%, occurring on Mar 9, 2009. Recovery took 1267 trading sessions.

The current SPDR Global Dow ETF drawdown is 2.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.36%Nov 1, 2007339Mar 9, 20091267Apr 1, 20141606
-46.3%Oct 5, 2000443Oct 9, 20021058Jan 24, 20071501
-34.4%Feb 13, 202027Mar 23, 2020162Nov 10, 2020189
-25.18%Feb 10, 2022161Sep 30, 2022178Jun 16, 2023339
-21.39%May 19, 2015175Feb 11, 2016190Dec 8, 2016365

Volatility

Volatility Chart

The current SPDR Global Dow ETF volatility is 3.10%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.10%
3.59%
DGT (SPDR Global Dow ETF)
Benchmark (^GSPC)