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State Street SPDR Global Dow ETF (DGT)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US78464A7068
CUSIP
78464A706
Inception Date
Sep 25, 2000
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
The Global Dow
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in State Street 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.


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S&P 500 Index

Returns By Period

State Street SPDR Global Dow ETF (DGT) has returned 2.04% so far this year and 24.92% over the past 12 months. Looking at the last ten years, DGT has achieved an annualized return of 13.19%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.


State Street SPDR Global Dow ETF

1D
2.46%
1M
-5.77%
YTD
2.04%
6M
6.71%
1Y
24.92%
3Y*
19.69%
5Y*
12.99%
10Y*
13.19%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 2, 2000, DGT's average daily return is +0.03%, while the average monthly return is +0.53%. At this rate, your investment would double in approximately 10.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +16.1%, while the worst month was Oct 2008 at -15.7%. The longest winning streak lasted 19 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DGT closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.6%, while the worst single day was Oct 15, 2008 at -11.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.06%4.07%-5.77%2.04%
20255.09%2.85%-1.72%-0.01%4.84%3.76%-0.13%4.29%3.34%1.90%0.69%1.93%30.04%
20240.52%3.53%4.10%-2.85%4.60%-0.84%2.88%3.05%1.87%-2.66%2.82%-3.25%14.15%
20238.25%-2.63%1.36%2.09%-3.20%7.34%3.68%-2.86%-3.57%-2.65%7.97%4.56%20.95%
20221.09%-3.13%1.65%-7.14%3.56%-9.87%3.96%-2.90%-10.37%9.20%10.58%-2.40%-8.00%
2021-0.54%6.66%4.15%2.79%4.22%-1.44%-0.44%2.01%-2.40%3.68%-4.34%5.93%21.50%

Benchmark Metrics

State Street SPDR Global Dow ETF has an annualized alpha of 0.53%, beta of 0.82, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since October 03, 2000.

  • This ETF participated in 96.97% of S&P 500 Index downside but only 92.34% of its upside — more exposed to losses than it benefited from rallies.

Alpha
0.53%
Beta
0.82
0.69
Upside Capture
92.34%
Downside Capture
96.97%

Expense Ratio

DGT has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DGT ranks 80 for risk / return — in the top 80% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


DGT Risk / Return Rank: 8080
Overall Rank
DGT Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DGT Sortino Ratio Rank: 8080
Sortino Ratio Rank
DGT Omega Ratio Rank: 8484
Omega Ratio Rank
DGT Calmar Ratio Rank: 7474
Calmar Ratio Rank
DGT Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for State Street SPDR Global Dow ETF (DGT) and compare them to a chosen benchmark (S&P 500 Index).


DGTBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.53

0.90

+0.63

Sortino ratio

Return per unit of downside risk

2.13

1.39

+0.74

Omega ratio

Gain probability vs. loss probability

1.34

1.21

+0.13

Calmar ratio

Return relative to maximum drawdown

2.01

1.40

+0.61

Martin ratio

Return relative to average drawdown

9.79

6.61

+3.19

Explore DGT risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

State Street SPDR Global Dow ETF provided a 2.79% dividend yield over the last twelve months, with an annual payout of $4.73 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%2.20%2.40%2.60%2.80%3.00%3.20%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.73$4.64$3.73$3.01$3.19$3.02$1.89$2.47$1.89$1.65$1.62$1.53

Dividend yield

2.79%2.78%2.83%2.53%3.15%2.66%1.97%2.76%2.50%1.93%2.31%2.37%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.53$0.53
2025$0.00$0.00$0.45$0.00$0.00$1.37$0.00$0.00$0.37$0.00$0.00$2.46$4.64
2024$0.00$0.00$0.43$0.00$0.00$1.35$0.00$0.00$0.49$0.00$0.00$1.47$3.73
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$3.01
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$3.19
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$3.02

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 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 State Street SPDR Global Dow ETF was 55.36%, occurring on Mar 9, 2009. Recovery took 1275 trading sessions.

The current State Street SPDR Global Dow ETF drawdown is 5.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.36%Nov 1, 2007339Mar 9, 20091275Apr 1, 20141614
-46.21%Oct 5, 2000503Oct 9, 20021062Dec 27, 20061565
-34.4%Feb 13, 202027Mar 23, 2020162Nov 10, 2020189
-25.18%Feb 10, 2022161Sep 30, 2022178Jun 16, 2023339
-21.39%May 19, 2015186Feb 11, 2016209Dec 8, 2016395

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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