PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPDR SSgA Global Allocation ETF (GAL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78467V4005

CUSIP

78467V400

Issuer

State Street

Inception Date

Apr 25, 2012

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Multi-Asset

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

GAL features an expense ratio of 0.35%, falling within the medium range.


Expense ratio chart for GAL: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
GAL vs. DFE GAL vs. REM GAL vs. PICK GAL vs. FLBR GAL vs. HNDL GAL vs. QYLG GAL vs. AOA GAL vs. AOR GAL vs. VDC GAL vs. VOO
Popular comparisons:
GAL vs. DFE GAL vs. REM GAL vs. PICK GAL vs. FLBR GAL vs. HNDL GAL vs. QYLG GAL vs. AOA GAL vs. AOR GAL vs. VDC GAL vs. VOO

Performance

Performance Chart

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


100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
119.92%
326.49%
GAL (SPDR SSgA Global Allocation ETF)
Benchmark (^GSPC)

Returns By Period

SPDR SSgA Global Allocation ETF had a return of 10.55% year-to-date (YTD) and 10.28% in the last 12 months. Over the past 10 years, SPDR SSgA Global Allocation ETF had an annualized return of 5.71%, while the S&P 500 had an annualized return of 11.14%, indicating that SPDR SSgA Global Allocation ETF did not perform as well as the benchmark.


GAL

YTD

10.55%

1M

-1.08%

6M

4.46%

1Y

10.28%

5Y*

5.89%

10Y*

5.71%

^GSPC (Benchmark)

YTD

25.18%

1M

-0.47%

6M

9.35%

1Y

24.83%

5Y*

13.03%

10Y*

11.14%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.63%2.62%2.60%-2.57%3.09%0.71%2.11%1.45%2.20%-1.95%2.27%10.55%
20235.62%-3.20%2.14%1.24%-1.85%4.01%2.57%-2.30%-3.72%-2.05%6.38%4.45%13.33%
2022-3.28%-1.51%0.45%-5.47%0.89%-6.13%3.91%-3.19%-7.21%3.59%6.90%-2.20%-13.41%
2021-0.31%1.80%1.52%2.81%1.83%0.69%0.76%1.54%-2.91%3.17%-1.98%2.87%12.24%
2020-1.10%-6.14%-11.48%6.96%3.69%2.16%4.29%3.66%-1.89%-1.64%8.03%4.18%9.32%
20196.49%1.50%1.40%1.78%-3.52%4.41%0.33%-0.03%1.05%1.60%0.98%2.35%19.60%
20184.05%-3.43%-0.71%-0.01%0.25%-0.43%1.58%0.64%0.52%-5.95%1.35%-5.38%-7.71%
20171.88%2.05%0.95%1.36%1.83%0.63%1.86%0.66%1.45%1.55%1.47%1.57%18.67%
2016-2.71%-0.63%4.22%0.30%0.12%1.43%2.33%-0.75%0.44%-2.50%-0.41%1.20%2.90%
20150.29%2.88%-0.44%0.53%0.25%-2.45%1.27%-4.93%-2.21%4.69%0.09%-2.00%-2.36%
2014-2.94%3.87%0.18%0.92%2.03%1.62%-1.29%2.01%-3.11%1.78%0.86%-0.42%5.38%
20132.55%-0.35%1.60%2.42%-1.77%-2.08%3.25%-2.16%4.27%2.83%0.59%1.22%12.82%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GAL is 63, 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 GAL is 6363
Overall Rank
The Sharpe Ratio Rank of GAL is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of GAL is 5959
Sortino Ratio Rank
The Omega Ratio Rank of GAL is 5959
Omega Ratio Rank
The Calmar Ratio Rank of GAL is 7070
Calmar Ratio Rank
The Martin Ratio Rank of GAL is 6666
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 SSgA Global Allocation ETF (GAL) 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 GAL, currently valued at 1.22, compared to the broader market0.002.004.001.221.98
The chart of Sortino ratio for GAL, currently valued at 1.70, compared to the broader market-2.000.002.004.006.008.0010.001.702.65
The chart of Omega ratio for GAL, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.37
The chart of Calmar ratio for GAL, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.042.93
The chart of Martin ratio for GAL, currently valued at 7.52, compared to the broader market0.0020.0040.0060.0080.00100.007.5212.73
GAL
^GSPC

The current SPDR SSgA Global Allocation ETF Sharpe ratio is 1.22. 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 SSgA Global Allocation 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
1.22
1.98
GAL (SPDR SSgA Global Allocation ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR SSgA Global Allocation ETF provided a 2.98% dividend yield over the last twelve months, with an annual payout of $1.32 per share.


2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.32$1.06$2.33$1.87$0.92$1.19$0.84$0.87$0.80$1.02$1.17$0.85

Dividend yield

2.98%2.56%6.19%4.05%2.14%2.96%2.43%2.26%2.43%3.10%3.36%2.50%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR SSgA Global Allocation 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$0.15$0.00$0.00$0.48$0.00$0.00$0.23$0.00$0.00$0.47$1.32
2023$0.00$0.00$0.13$0.00$0.00$0.40$0.00$0.00$0.39$0.00$0.00$0.14$1.06
2022$0.00$0.00$0.11$0.00$0.00$0.39$0.00$0.00$0.43$0.00$0.00$1.40$2.33
2021$0.00$0.00$0.08$0.00$0.00$0.31$0.00$0.00$0.16$0.00$0.00$1.31$1.87
2020$0.00$0.00$0.14$0.00$0.00$0.26$0.00$0.00$0.15$0.00$0.00$0.36$0.92
2019$0.00$0.00$0.12$0.00$0.00$0.38$0.00$0.00$0.22$0.00$0.00$0.47$1.19
2018$0.00$0.00$0.06$0.00$0.00$0.29$0.00$0.00$0.16$0.00$0.00$0.34$0.84
2017$0.00$0.00$0.12$0.00$0.00$0.29$0.00$0.00$0.12$0.00$0.00$0.34$0.87
2016$0.00$0.00$0.12$0.00$0.00$0.24$0.00$0.00$0.08$0.00$0.00$0.36$0.80
2015$0.00$0.00$0.10$0.00$0.00$0.28$0.00$0.00$0.16$0.00$0.00$0.48$1.02
2014$0.00$0.00$0.12$0.00$0.00$0.33$0.00$0.00$0.14$0.00$0.00$0.57$1.17
2013$0.12$0.00$0.00$0.28$0.00$0.00$0.11$0.00$0.00$0.34$0.85

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
-2.12%
-1.96%
GAL (SPDR SSgA Global Allocation ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR SSgA Global Allocation 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 SSgA Global Allocation ETF was 28.31%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current SPDR SSgA Global Allocation ETF drawdown is 2.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.31%Feb 13, 202027Mar 23, 2020141Oct 12, 2020168
-21.14%Nov 9, 2021222Sep 27, 2022362Mar 7, 2024584
-14.95%Jan 29, 2018229Dec 24, 2018180Sep 12, 2019409
-13.24%Apr 28, 2015201Feb 11, 2016258Feb 21, 2017459
-8.03%May 22, 201323Jun 24, 201360Sep 18, 201383

Volatility

Volatility Chart

The current SPDR SSgA Global Allocation ETF volatility is 2.44%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.44%
4.07%
GAL (SPDR SSgA Global Allocation ETF)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab