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

ETF Info

ISINUS78467V4005
CUSIP78467V400
IssuerState Street
Inception DateApr 25, 2012
RegionDeveloped Markets (Broad)
CategoryDiversified Portfolio, Actively Managed
Index TrackedNo Index (Active)
Asset ClassMulti-Asset

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

GAL has a high expense ratio of 0.35%, indicating higher-than-average management fees.


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.


SPDR SSgA Global Allocation ETF

Popular comparisons: GAL vs. REM, GAL vs. PICK, GAL vs. DFE, GAL vs. FLBR, GAL vs. HNDL, GAL vs. QYLG, GAL vs. AOR, GAL vs. AOA, 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%December2024FebruaryMarchAprilMay
104.72%
261.73%
GAL (SPDR SSgA Global Allocation ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR SSgA Global Allocation ETF had a return of 2.91% year-to-date (YTD) and 11.06% in the last 12 months. Over the past 10 years, SPDR SSgA Global Allocation ETF had an annualized return of 5.35%, while the S&P 500 had an annualized return of 10.41%, indicating that SPDR SSgA Global Allocation ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.91%6.17%
1 month-0.93%-2.72%
6 months12.04%17.29%
1 year11.06%23.80%
5 years (annualized)5.76%11.47%
10 years (annualized)5.35%10.41%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.63%2.62%2.60%-2.57%
2023-2.05%6.38%4.45%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GAL is 62, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of GAL is 6262
SPDR SSgA Global Allocation ETF(GAL)
The Sharpe Ratio Rank of GAL is 6565Sharpe Ratio Rank
The Sortino Ratio Rank of GAL is 6767Sortino Ratio Rank
The Omega Ratio Rank of GAL is 6464Omega Ratio Rank
The Calmar Ratio Rank of GAL is 5757Calmar Ratio Rank
The Martin Ratio Rank of GAL is 5757Martin 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.


GAL
Sharpe ratio
The chart of Sharpe ratio for GAL, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.005.001.26
Sortino ratio
The chart of Sortino ratio for GAL, currently valued at 1.95, compared to the broader market-2.000.002.004.006.008.001.95
Omega ratio
The chart of Omega ratio for GAL, currently valued at 1.22, compared to the broader market0.501.001.502.002.501.22
Calmar ratio
The chart of Calmar ratio for GAL, currently valued at 0.84, compared to the broader market0.002.004.006.008.0010.0012.0014.000.84
Martin ratio
The chart of Martin ratio for GAL, currently valued at 3.73, compared to the broader market0.0020.0040.0060.0080.003.73
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.97, compared to the broader market-1.000.001.002.003.004.005.001.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.84, compared to the broader market-2.000.002.004.006.008.002.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.34, compared to the broader market0.501.001.502.002.501.34
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.0014.001.50
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0020.0040.0060.0080.007.61

Sharpe Ratio

The current SPDR SSgA Global Allocation ETF Sharpe ratio is 1.26. This value is calculated based on the past 12 months 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 Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.26
1.97
GAL (SPDR SSgA Global Allocation ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR SSgA Global Allocation ETF granted a 2.53% dividend yield in the last twelve months. The annual payout for that period amounted to $1.08 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.08$1.06$2.33$1.87$0.92$1.19$0.84$0.87$0.80$1.02$1.17$0.85

Dividend yield

2.53%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.15$0.00
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
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
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
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
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
2018$0.00$0.00$0.06$0.00$0.00$0.28$0.00$0.00$0.16$0.00$0.00$0.34
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
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
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
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
2013$0.12$0.00$0.00$0.28$0.00$0.00$0.11$0.00$0.00$0.34

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-1.64%
-3.62%
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 1.64%.


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
-8.02%May 22, 201323Jun 24, 201360Sep 18, 201383

Volatility

Volatility Chart

The current SPDR SSgA Global Allocation ETF volatility is 2.73%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
2.73%
4.05%
GAL (SPDR SSgA Global Allocation ETF)
Benchmark (^GSPC)