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

ETF Info

ISIN

US78464A7063

CUSIP

78464A706

Issuer

State Street

Inception Date

Sep 25, 2000

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

Global Dow Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DGT features an expense ratio of 0.50%, falling within the medium range.


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.


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

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.


150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
176.67%
312.87%
DGT (SPDR Global Dow ETF)
Benchmark (^GSPC)

Returns By Period

SPDR Global Dow ETF had a return of 14.02% year-to-date (YTD) and 14.87% in the last 12 months. Over the past 10 years, SPDR Global Dow ETF had an annualized return of 9.67%, while the S&P 500 had an annualized return of 11.06%, indicating that SPDR Global Dow ETF did not perform as well as the benchmark.


DGT

YTD

14.02%

1M

-1.41%

6M

4.63%

1Y

14.87%

5Y*

11.11%

10Y*

9.67%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of DGT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.52%3.53%4.10%-2.85%4.60%-0.84%2.88%3.05%1.87%-2.66%2.82%14.02%
20238.25%-2.63%1.36%2.09%-3.20%7.36%3.68%-2.86%-3.57%-2.65%7.97%4.56%20.97%
20221.09%-3.13%1.65%-7.14%3.56%-9.88%3.96%-2.90%-10.37%9.20%10.58%-2.40%-8.01%
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%
2020-3.29%-7.41%-15.03%8.33%4.27%2.79%3.26%6.35%-3.99%-2.67%16.11%4.19%9.67%
20198.15%1.81%0.54%3.32%-6.40%6.61%-0.52%-2.88%2.57%1.92%2.69%3.22%22.19%
20185.36%-4.21%-2.00%0.37%-1.06%-0.53%4.01%-0.61%1.60%-6.82%1.37%-6.76%-9.63%
20172.67%2.49%1.59%2.09%0.99%0.80%2.70%0.15%2.67%1.74%1.87%2.68%24.87%
2016-7.40%0.03%7.53%2.21%-0.84%-1.64%5.55%1.44%0.47%0.04%1.08%2.60%10.82%
2015-1.82%5.99%-1.98%3.12%-1.09%-1.68%0.46%-6.56%-4.76%8.65%-1.24%-2.41%-4.25%
2014-4.19%4.09%1.29%0.80%2.21%1.94%-1.00%1.45%-2.93%0.14%2.07%-3.09%2.45%
20135.04%-0.86%1.20%3.32%0.72%-3.18%6.26%-2.78%6.33%4.82%1.74%1.46%26.22%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DGT is 70, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DGT is 7070
Overall Rank
The Sharpe Ratio Rank of DGT is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of DGT is 6767
Sortino Ratio Rank
The Omega Ratio Rank of DGT is 6969
Omega Ratio Rank
The Calmar Ratio Rank of DGT is 7474
Calmar Ratio Rank
The Martin Ratio Rank of DGT is 7474
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for DGT, currently valued at 1.51, compared to the broader market0.002.004.001.512.10
The chart of Sortino ratio for DGT, currently valued at 2.03, compared to the broader market-2.000.002.004.006.008.0010.002.032.80
The chart of Omega ratio for DGT, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.39
The chart of Calmar ratio for DGT, currently valued at 2.33, compared to the broader market0.005.0010.0015.002.333.09
The chart of Martin ratio for DGT, currently valued at 9.56, compared to the broader market0.0020.0040.0060.0080.00100.009.5613.49
DGT
^GSPC

The current SPDR Global Dow ETF Sharpe ratio is 1.51. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR Global Dow ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.51
2.10
DGT (SPDR Global Dow ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Global Dow ETF provided a 1.70% dividend yield over the last twelve months, with an annual payout of $2.27 per share.


2.00%2.20%2.40%2.60%2.80%3.00%3.20%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.27$3.01$3.19$3.02$1.89$2.47$1.89$1.65$1.62$1.54$1.85$1.51

Dividend yield

1.70%2.53%3.15%2.66%1.97%2.76%2.50%1.93%2.31%2.37%2.67%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.43$0.00$0.00$1.35$0.00$0.00$0.49$0.00$0.00$0.00$2.27
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$0.64$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
2020$0.00$0.00$0.33$0.00$0.00$0.59$0.00$0.00$0.33$0.00$0.00$0.65$1.89
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$2.47
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$1.89
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$1.65
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$1.62
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$1.54
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$1.85
2013$0.21$0.00$0.00$0.68$0.00$0.00$0.19$0.00$0.00$0.43$1.51

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.87%
-2.62%
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 3.87%.


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 3.29%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.29%
3.79%
DGT (SPDR Global Dow ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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