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SPDR S&P Global Natural Resources ETF (GNR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78463X5418
CUSIP78463X541
IssuerState Street
Inception DateSep 13, 2010
RegionDeveloped Markets (Broad)
CategoryCommodity Producers Equities
Index TrackedS&P Global Natural Resources Index
Home Pagewww.ssga.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

GNR has a high expense ratio of 0.40%, indicating higher-than-average management fees.


Expense ratio chart for GNR: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

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.


SPDR S&P Global Natural Resources ETF

Popular comparisons: GNR vs. XLB, GNR vs. SPY, GNR vs. OIH, GNR vs. BCI, GNR vs. REMX, GNR vs. VOO, GNR vs. COMT, GNR vs. QYLD, GNR vs. XLE, GNR vs. VAW

Performance

Performance Chart

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


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%December2024FebruaryMarchAprilMay
74.21%
373.17%
GNR (SPDR S&P Global Natural Resources ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR S&P Global Natural Resources ETF had a return of 4.59% year-to-date (YTD) and 16.43% in the last 12 months. Over the past 10 years, SPDR S&P Global Natural Resources ETF had an annualized return of 4.63%, while the S&P 500 had an annualized return of 10.76%, indicating that SPDR S&P Global Natural Resources ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.59%11.21%
1 month2.10%4.60%
6 months8.71%16.35%
1 year16.43%27.79%
5 years (annualized)10.43%13.43%
10 years (annualized)4.63%10.76%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.77%0.15%8.36%-0.52%4.59%
20237.59%-6.26%-0.73%-0.21%-9.48%6.45%7.72%-3.58%-0.48%-4.49%4.49%3.66%2.95%
20224.24%3.98%7.33%-4.94%5.36%-15.60%4.03%-0.33%-8.42%10.76%10.59%-3.66%10.20%
20210.67%8.94%2.34%3.86%5.42%-2.48%-0.47%-1.65%-1.02%5.30%-4.62%6.95%24.72%
2020-8.13%-9.88%-19.03%13.74%4.35%1.91%2.90%3.76%-4.77%-3.14%16.88%7.10%-0.03%
20199.48%1.31%1.07%0.48%-8.35%9.85%-2.77%-6.23%2.99%1.90%1.41%5.87%16.49%
20185.16%-5.78%-0.49%4.26%1.71%-1.21%0.92%-3.40%3.56%-9.06%-3.37%-5.26%-13.19%
20175.35%-2.01%0.24%-0.61%-0.38%-0.05%6.26%1.11%3.03%2.13%0.17%5.76%22.64%
2016-6.45%6.63%9.21%10.87%-5.83%2.94%4.07%-1.09%2.41%-0.10%4.07%1.98%30.86%
2015-2.30%6.82%-6.51%6.83%-1.64%-4.97%-7.18%-7.17%-10.38%10.19%-3.47%-5.19%-24.13%
2014-5.75%5.34%0.92%2.52%0.47%3.25%-1.29%0.44%-7.04%-2.92%-3.02%-3.06%-10.37%
20133.01%-3.60%-1.82%-1.19%-2.36%-5.63%2.73%0.26%4.55%3.51%-1.14%2.28%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GNR is 39, suggesting that the investment has average results relative to other ETFs 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 GNR is 3939
GNR (SPDR S&P Global Natural Resources ETF)
The Sharpe Ratio Rank of GNR is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of GNR is 3636Sortino Ratio Rank
The Omega Ratio Rank of GNR is 3535Omega Ratio Rank
The Calmar Ratio Rank of GNR is 4848Calmar Ratio Rank
The Martin Ratio Rank of GNR is 4141Martin 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 S&P Global Natural Resources ETF (GNR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GNR
Sharpe ratio
The chart of Sharpe ratio for GNR, currently valued at 0.92, compared to the broader market0.002.004.006.000.92
Sortino ratio
The chart of Sortino ratio for GNR, currently valued at 1.36, compared to the broader market0.005.0010.001.36
Omega ratio
The chart of Omega ratio for GNR, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.16
Calmar ratio
The chart of Calmar ratio for GNR, currently valued at 0.84, compared to the broader market0.005.0010.0015.000.84
Martin ratio
The chart of Martin ratio for GNR, currently valued at 3.27, compared to the broader market0.0020.0040.0060.0080.00100.003.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.52, compared to the broader market0.002.004.006.002.52
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market0.005.0010.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.44
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.04, compared to the broader market0.005.0010.0015.002.04
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.59, compared to the broader market0.0020.0040.0060.0080.00100.009.59

Sharpe Ratio

The current SPDR S&P Global Natural Resources ETF Sharpe ratio is 0.92. 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 S&P Global Natural Resources 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 Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.92
2.52
GNR (SPDR S&P Global Natural Resources ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR S&P Global Natural Resources ETF granted a 3.22% dividend yield in the last twelve months. The annual payout for that period amounted to $1.91 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.91$1.91$2.49$1.86$1.25$1.77$1.45$1.18$0.84$1.47$1.14$1.24

Dividend yield

3.22%3.37%4.37%3.44%2.78%3.84%3.51%2.40%2.06%4.59%2.59%2.46%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR S&P Global Natural Resources 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$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.93$0.00$0.00$0.00$0.00$0.00$0.98$1.91
2022$0.00$0.00$0.00$0.00$0.00$1.17$0.00$0.00$0.00$0.00$0.00$1.33$2.49
2021$0.00$0.00$0.00$0.00$0.00$0.69$0.00$0.00$0.00$0.00$0.00$1.16$1.86
2020$0.00$0.00$0.00$0.00$0.00$0.48$0.00$0.00$0.00$0.00$0.00$0.76$1.25
2019$0.00$0.00$0.00$0.00$0.00$0.81$0.00$0.00$0.00$0.00$0.00$0.96$1.77
2018$0.00$0.00$0.00$0.00$0.00$0.61$0.00$0.00$0.00$0.00$0.00$0.84$1.45
2017$0.00$0.00$0.00$0.00$0.00$0.54$0.00$0.00$0.00$0.00$0.00$0.64$1.18
2016$0.00$0.00$0.00$0.00$0.00$0.46$0.00$0.00$0.00$0.00$0.00$0.38$0.84
2015$0.00$0.00$0.00$0.00$0.00$0.85$0.00$0.00$0.00$0.00$0.00$0.63$1.47
2014$0.00$0.00$0.00$0.00$0.00$0.69$0.00$0.00$0.00$0.00$0.00$0.45$1.14
2013$0.78$0.00$0.00$0.00$0.00$0.00$0.46$1.24

Drawdowns

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-2.02%
-0.31%
GNR (SPDR S&P Global Natural Resources ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR S&P Global Natural Resources 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 S&P Global Natural Resources ETF was 51.37%, occurring on Jan 20, 2016. Recovery took 1251 trading sessions.

The current SPDR S&P Global Natural Resources ETF drawdown is 2.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.37%Apr 6, 20111205Jan 20, 20161251Jan 7, 20212456
-25.66%Apr 21, 2022109Sep 26, 2022414May 20, 2024523
-11.88%Jun 3, 202176Sep 20, 202174Jan 4, 2022150
-8.69%Jan 15, 202110Jan 29, 202111Feb 16, 202121
-8.17%Mar 4, 20119Mar 16, 201112Apr 1, 201121

Volatility

Volatility Chart

The current SPDR S&P Global Natural Resources ETF volatility is 4.59%, 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%December2024FebruaryMarchAprilMay
4.59%
3.10%
GNR (SPDR S&P Global Natural Resources ETF)
Benchmark (^GSPC)