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SPDR Portfolio MSCI Global Stock Market ETF (SPGM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78463X4759

CUSIP

78463X475

Inception Date

Feb 27, 2012

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

MSCI AC World IMI

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SPGM has an expense ratio of 0.09%, which is considered low.


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.


Performance

Performance Chart


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S&P 500

Returns By Period

SPDR Portfolio MSCI Global Stock Market ETF (SPGM) returned 5.34% year-to-date (YTD) and 12.43% over the past 12 months. Over the past 10 years, SPGM returned 9.33% annually, underperforming the S&P 500 benchmark at 10.88%.


SPGM

YTD

5.34%

1M

7.18%

6M

2.99%

1Y

12.43%

3Y*

11.86%

5Y*

13.90%

10Y*

9.33%

^GSPC (Benchmark)

YTD

0.68%

1M

7.17%

6M

-1.66%

1Y

11.63%

3Y*

12.51%

5Y*

14.34%

10Y*

10.88%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.92%-0.38%-3.87%0.38%6.46%5.34%
20240.29%4.38%3.02%-3.42%4.34%2.00%1.74%2.39%2.29%-2.22%4.17%-2.96%16.75%
20237.61%-3.17%2.63%1.50%-1.17%5.87%3.71%-3.06%-4.05%-3.19%8.72%5.22%21.34%
2022-4.22%-3.19%2.18%-7.90%0.44%-8.28%6.59%-3.51%-9.58%6.81%8.10%-4.45%-17.53%
20210.89%3.60%2.83%3.81%1.90%1.04%0.42%2.46%-4.16%5.49%-2.34%3.80%21.13%
2020-1.87%-7.52%-13.68%10.26%4.23%3.76%4.42%7.31%-3.02%-2.89%12.80%3.68%15.27%
20198.30%2.43%1.11%3.83%-6.26%6.43%0.26%-2.66%2.29%2.73%2.85%3.27%26.59%
20184.68%-3.95%-1.37%0.41%0.05%-0.93%3.47%0.58%0.80%-6.92%1.00%-7.63%-10.11%
20172.17%1.98%1.55%1.33%1.94%1.17%2.45%-0.35%2.87%1.75%2.14%2.13%23.26%
2016-6.37%-0.69%7.91%1.75%0.39%-1.27%5.38%0.41%0.17%-1.65%0.51%2.41%8.58%
2015-1.04%3.76%-0.15%1.19%1.17%-1.25%-1.36%-5.24%-1.70%5.47%-0.57%-1.97%-2.10%
2014-1.70%4.93%0.02%0.30%2.49%2.14%-1.23%1.44%-2.58%1.36%1.80%-0.60%8.45%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SPGM is 71, 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 SPGM is 7171
Overall Rank
The Sharpe Ratio Rank of SPGM is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of SPGM is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SPGM is 7171
Omega Ratio Rank
The Calmar Ratio Rank of SPGM is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SPGM is 7575
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 Portfolio MSCI Global Stock Market ETF (SPGM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SPDR Portfolio MSCI Global Stock Market ETF Sharpe ratios as of May 28, 2025 (values are recalculated daily):

  • 1-Year: 0.70
  • 5-Year: 0.84
  • 10-Year: 0.51
  • All Time: 0.59

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of SPDR Portfolio MSCI Global Stock Market ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

SPDR Portfolio MSCI Global Stock Market ETF provided a 1.88% dividend yield over the last twelve months, with an annual payout of $1.26 per share. The fund has been increasing its distributions for 2 consecutive years.


1.50%2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.26$1.26$1.16$1.11$1.12$0.71$1.06$0.66$0.90$0.61$1.14$0.71

Dividend yield

1.88%1.98%2.09%2.37%1.94%1.45%2.46%1.89%2.29%1.87%3.70%2.18%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Portfolio MSCI Global Stock Market ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.55$0.00$0.00$0.00$0.00$0.00$0.71$1.26
2023$0.00$0.00$0.00$0.00$0.00$0.59$0.00$0.00$0.00$0.00$0.00$0.57$1.16
2022$0.00$0.00$0.00$0.00$0.00$0.54$0.00$0.00$0.00$0.00$0.00$0.57$1.11
2021$0.00$0.00$0.00$0.00$0.00$0.43$0.00$0.00$0.00$0.00$0.00$0.69$1.12
2020$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.45$0.71
2019$0.00$0.00$0.00$0.00$0.00$0.44$0.00$0.00$0.00$0.00$0.00$0.61$1.06
2018$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$0.00$0.00$0.00$0.37$0.66
2017$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$0.59$0.90
2016$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$0.44$0.61
2015$0.00$0.00$0.00$0.00$0.00$0.61$0.00$0.00$0.00$0.00$0.00$0.53$1.14
2014$0.45$0.00$0.00$0.00$0.00$0.00$0.26$0.71

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Portfolio MSCI Global Stock Market 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 Portfolio MSCI Global Stock Market ETF was 33.96%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current SPDR Portfolio MSCI Global Stock Market ETF drawdown is 0.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.96%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-25.93%Jan 5, 2022194Oct 12, 2022322Jan 25, 2024516
-21.97%Jun 22, 2015159Feb 11, 2016210Dec 13, 2016369
-19.41%Jan 29, 2018229Dec 24, 2018210Oct 24, 2019439
-16.9%Feb 19, 202535Apr 8, 2025
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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