- ISIN
- US78464A7068
- CUSIP
- 78464A706
- Issuer
- State Street
- Inception Date
- Sep 25, 2000
- Region
- Developed Markets (Broad)
- Category
- Global Equities
- 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
- Assets Under Management
- $627M
Share Price Chart
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Performance
DGT Performance Chart
State Street SPDR Global Dow ETF (DGT) is up 12.5% since the beginning of the year. DGT is currently trading at $187 per share. Investors who bought $1,000 worth of DGT shares 5 years ago would now be looking at an investment worth $1,968.
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Returns By Period
State Street SPDR Global Dow ETF (DGT) has returned 12.52% so far this year and 31.16% over the past 12 months. Over the last decade, DGT has posted an annualized return of 14.04%, slightly higher than the S&P 500 Index benchmark’s 13.54%.
State Street SPDR Global Dow ETF
- 1D
- 0.48%
- 1M
- 0.52%
- YTD
- 12.52%
- 6M
- 12.96%
- 1Y
- 31.16%
- 3Y*
- 21.21%
- 5Y*
- 14.50%
- 10Y*
- 14.04%
Benchmark (S&P 500 Index)
- 1D
- 0.00%
- 1M
- -0.34%
- YTD
- 8.39%
- 6M
- 8.57%
- 1Y
- 24.33%
- 3Y*
- 18.94%
- 5Y*
- 12.24%
- 10Y*
- 13.54%
DGT Monthly Returns History
Based on dividend-adjusted daily data since Oct 2, 2000, DGT's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, an investment would double in approximately 10.5 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.06% | 4.07% | -5.77% | 6.72% | 3.55% | -0.20% | 12.52% | ||||||
| 2025 | 5.09% | 2.85% | -1.72% | -0.01% | 4.84% | 3.76% | -0.13% | 4.29% | 3.34% | 1.90% | 0.69% | 1.93% | 30.04% |
| 2024 | 0.52% | 3.53% | 4.10% | -2.85% | 4.60% | -0.84% | 2.88% | 3.05% | 1.87% | -2.66% | 2.82% | -3.25% | 14.15% |
| 2023 | 8.25% | -2.63% | 1.36% | 2.09% | -3.20% | 7.34% | 3.68% | -2.86% | -3.57% | -2.65% | 7.97% | 4.56% | 20.95% |
| 2022 | 1.09% | -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 0.50%, beta of 0.82, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since October 02, 2000.
- This ETF participated in 96.60% of S&P 500 Index downside but only 91.56% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.50%
- Beta
- 0.82
- R²
- 0.69
- Upside Capture
- 91.56%
- Downside Capture
- 96.60%
Expense Ratio
DGT has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DGT ranks 79 for risk / return — better than 79% 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 SPDR Global Dow ETF (DGT) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DGT | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.35 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 2.66 | +1.01 |
| Martin ratioReturn relative to average drawdown | 14.74 | 11.86 | +2.88 |
Dividends
Dividend History
State Street SPDR Global Dow ETF provided a 2.53% 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.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 2.53% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.53 | $0.00 | $0.00 | $0.00 | $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 0.98%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -55.36%Mar 2009 | 1y 4mo | 5y 24d | 6y 5moNov 2007 - Apr 2014 |
Dot-com crash2000–2002 | -46.21%Oct 2002 | 2y 4d | 4y 2mo | 6y 2moOct 2000 - Dec 2006 |
COVID crash2020 | -34.40%Mar 2020 | 1mo 9d | 7mo 22d | 9mo 1dFeb 2020 - Nov 2020 |
Bear market2022 | -25.18%Sep 2022 | 7mo 22d | 8mo 19d | 1y 4moFeb 2022 - Jun 2023 |
2016 bear market2016 | -21.39%Feb 2016 | 8mo 28d | 10mo 1d | 1y 6moMay 2015 - Dec 2016 |
Drawdown Indicators
| DGT | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.36% | -56.78% | +1.42% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -9.10% | +0.72% |
Max Drawdown (3Y)Largest decline over 3 years | -14.67% | -18.90% | +4.23% |
Max Drawdown (5Y)Largest decline over 5 years | -25.18% | -25.43% | +0.25% |
Max Drawdown (10Y)Largest decline over 10 years | -34.40% | -33.92% | -0.48% |
Current DrawdownCurrent decline from peak | -0.98% | -2.49% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -13.81% | -10.72% | -3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.08% | 2.03% | +0.05% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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