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SPDR S&P International Small Cap ETF (GWX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78463X8719

CUSIP

78463X871

Issuer

State Street

Inception Date

Apr 20, 2007

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

S&P Developed Ex-U.S. Under USD2 Billion Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

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:
GWX vs. IJR GWX vs. PRIDX GWX vs. ISVL GWX vs. VSS GWX vs. AVDV GWX vs. SLYV GWX vs. IWM GWX vs. SWRD.L GWX vs. SCZ GWX vs. VOO
Popular comparisons:
GWX vs. IJR GWX vs. PRIDX GWX vs. ISVL GWX vs. VSS GWX vs. AVDV GWX vs. SLYV GWX vs. IWM GWX vs. SWRD.L GWX vs. SCZ GWX vs. VOO

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.22%
12.53%
GWX (SPDR S&P International Small Cap ETF)
Benchmark (^GSPC)

Returns By Period

SPDR S&P International Small Cap ETF had a return of 1.52% year-to-date (YTD) and 9.66% in the last 12 months. Over the past 10 years, SPDR S&P International Small Cap ETF had an annualized return of 4.41%, while the S&P 500 had an annualized return of 11.18%, indicating that SPDR S&P International Small Cap ETF did not perform as well as the benchmark.


GWX

YTD

1.52%

1M

-1.15%

6M

-1.22%

1Y

9.66%

5Y (annualized)

3.32%

10Y (annualized)

4.41%

^GSPC (Benchmark)

YTD

25.15%

1M

2.74%

6M

12.53%

1Y

30.93%

5Y (annualized)

13.79%

10Y (annualized)

11.18%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.27%1.59%4.07%-3.39%4.37%-1.70%4.13%0.73%2.52%-5.45%1.52%
20238.57%-3.91%0.95%0.46%-3.28%2.99%4.23%-3.52%-5.02%-4.63%7.99%7.09%10.98%
2022-6.83%-0.09%0.00%-7.57%0.58%-10.23%6.74%-4.27%-11.81%2.99%12.36%-1.23%-19.97%
2021-0.60%3.01%3.06%2.78%2.34%-0.69%0.44%1.91%-2.75%2.07%-6.24%4.41%9.66%
2020-5.42%-9.77%-16.26%10.76%7.69%1.91%3.69%6.52%0.50%-2.90%12.72%7.44%13.41%
20196.91%2.08%-0.49%1.91%-5.70%4.19%-2.00%-2.39%2.58%3.91%2.24%4.24%18.18%
20184.96%-4.86%-0.11%0.57%-0.28%-3.08%0.35%-0.20%-0.03%-11.03%1.34%-7.40%-18.97%
20174.31%2.31%1.84%2.03%2.24%1.46%3.12%0.20%1.60%1.57%2.25%2.76%28.88%
2016-6.52%-0.87%9.21%2.98%0.88%-1.90%5.28%-0.95%3.50%-3.09%-2.04%1.31%7.06%
2015-0.33%6.17%0.21%5.63%0.62%-0.63%-1.87%-4.87%-3.40%5.63%-0.00%-0.50%6.14%
2014-2.95%4.76%-0.70%-0.03%0.94%3.52%-2.18%1.51%-6.65%-1.50%-3.01%-1.18%-7.72%
20133.73%0.78%3.06%2.45%-5.03%-2.60%5.86%-1.05%8.21%2.42%-0.27%3.12%21.89%

Expense Ratio

GWX features an expense ratio of 0.40%, falling within the medium range.


Expense ratio chart for GWX: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GWX is 20, indicating that it is in the bottom 20% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of GWX is 2020
Combined Rank
The Sharpe Ratio Rank of GWX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of GWX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of GWX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of GWX is 2020
Calmar Ratio Rank
The Martin Ratio Rank of GWX is 2424
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 S&P International Small Cap ETF (GWX) 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 GWX, currently valued at 0.67, compared to the broader market0.002.004.006.000.672.53
The chart of Sortino ratio for GWX, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.0010.0012.001.013.39
The chart of Omega ratio for GWX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.001.131.47
The chart of Calmar ratio for GWX, currently valued at 0.45, compared to the broader market0.005.0010.0015.000.453.65
The chart of Martin ratio for GWX, currently valued at 3.03, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.0316.21
GWX
^GSPC

The current SPDR S&P International Small Cap ETF Sharpe ratio is 0.67. 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 International Small Cap 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 Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.67
2.53
GWX (SPDR S&P International Small Cap ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR S&P International Small Cap ETF provided a 2.55% dividend yield over the last twelve months, with an annual payout of $0.81 per share.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%$0.00$1.00$2.00$3.00$4.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.81$0.84$0.80$1.04$0.62$1.09$0.82$1.84$1.22$0.75$3.69$1.03

Dividend yield

2.55%2.64%2.71%2.75%1.74%3.41%2.94%5.18%4.21%2.67%13.53%3.06%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR S&P International Small Cap 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$0.45$0.00$0.00$0.00$0.00$0.00$0.45
2023$0.00$0.00$0.00$0.00$0.00$0.48$0.00$0.00$0.00$0.00$0.00$0.36$0.84
2022$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$0.00$0.00$0.00$0.38$0.80
2021$0.00$0.00$0.00$0.00$0.00$0.37$0.00$0.00$0.00$0.00$0.00$0.67$1.04
2020$0.00$0.00$0.00$0.00$0.00$0.33$0.00$0.00$0.00$0.00$0.00$0.29$0.62
2019$0.00$0.00$0.00$0.00$0.00$0.41$0.00$0.00$0.00$0.00$0.00$0.68$1.09
2018$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.74$0.82
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.84$1.84
2016$0.00$0.00$0.00$0.00$0.00$0.05$0.00$0.00$0.00$0.00$0.00$1.17$1.22
2015$0.00$0.00$0.00$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.69$0.75
2014$0.00$0.00$0.00$0.00$0.00$0.13$0.00$0.00$0.00$0.00$0.00$3.56$3.69
2013$0.20$0.00$0.00$0.00$0.00$0.00$0.83$1.03

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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.40%
-0.53%
GWX (SPDR S&P International Small Cap ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR S&P International Small Cap 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 International Small Cap ETF was 63.25%, occurring on Mar 9, 2009. Recovery took 1165 trading sessions.

The current SPDR S&P International Small Cap ETF drawdown is 14.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.25%Nov 1, 2007339Mar 9, 20091165Oct 22, 20131504
-45.28%Jan 29, 2018541Mar 23, 2020188Dec 17, 2020729
-34.58%Sep 7, 2021280Oct 14, 2022
-19.33%Jul 7, 2014405Feb 11, 2016125Aug 10, 2016530
-13.12%Jul 13, 200725Aug 16, 200751Oct 29, 200776

Volatility

Volatility Chart

The current SPDR S&P International Small Cap ETF volatility is 3.41%, 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%7.00%JuneJulyAugustSeptemberOctoberNovember
3.41%
3.97%
GWX (SPDR S&P International Small Cap ETF)
Benchmark (^GSPC)