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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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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%
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.06% | 4.07% | -5.77% | 2.04% | |||||||||
| 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 0.53%, 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
- R²
- 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.
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).
| DGT | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.53 | 0.90 | +0.63 |
Sortino ratioReturn per unit of downside risk | 2.13 | 1.39 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.01 | 1.40 | +0.61 |
Martin ratioReturn relative to average drawdown | 9.79 | 6.61 | +3.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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.
| 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 | 2.79% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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, 2007 | 339 | Mar 9, 2009 | 1275 | Apr 1, 2014 | 1614 |
| -46.21% | Oct 5, 2000 | 503 | Oct 9, 2002 | 1062 | Dec 27, 2006 | 1565 |
| -34.4% | Feb 13, 2020 | 27 | Mar 23, 2020 | 162 | Nov 10, 2020 | 189 |
| -25.18% | Feb 10, 2022 | 161 | Sep 30, 2022 | 178 | Jun 16, 2023 | 339 |
| -21.39% | May 19, 2015 | 186 | Feb 11, 2016 | 209 | Dec 8, 2016 | 395 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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