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SPDR Portfolio MSCI Global Stock Market ETF (SPGM)

ETF · Currency in USD · Last updated May 21, 2022

SPGM is a passive ETF by State Street tracking the investment results of the MSCI AC World IMI. SPGM launched on Feb 27, 2012 and has a 0.09% expense ratio.

ETF Info

  • ISINUS78463X4759
  • CUSIP78463X475
  • IssuerState Street
  • Inception DateFeb 27, 2012
  • RegionDeveloped Markets (Broad)
  • CategoryGlobal Equities
  • Expense Ratio0.09%
  • Index TrackedMSCI AC World IMI
  • Asset ClassEquity
  • Asset Class Size

    Large-Cap
  • Asset Class Style

    Blend

Trading Data

  • Previous Close$48.35
  • Year Range$47.71 - $58.88
  • EMA (50)$51.55
  • EMA (200)$54.14
  • Average Volume$50.30K

SPGMShare Price Chart


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SPGMPerformance

The chart shows the growth of $10,000 invested in SPDR Portfolio MSCI Global Stock Market ETF on Feb 29, 2012 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $23,682 for a total return of roughly 136.82%. All prices are adjusted for splits and dividends.


SPGM (SPDR Portfolio MSCI Global Stock Market ETF)
Benchmark (^GSPC)

SPGMReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-10.25%-12.57%
YTD-16.41%-18.14%
6M-17.55%-17.07%
1Y-9.93%-5.21%
5Y8.24%10.37%
10Y10.04%11.49%

SPGMMonthly Returns Heatmap


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SPGMSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current SPDR Portfolio MSCI Global Stock Market ETF Sharpe ratio is -0.64. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


SPGM (SPDR Portfolio MSCI Global Stock Market ETF)
Benchmark (^GSPC)

SPGMDividend History

SPDR Portfolio MSCI Global Stock Market ETF granted a 2.32% dividend yield in the last twelve months, as of May 21, 2022. The annual payout for that period amounted to $1.12 per share.


PeriodTTM2021202020192018201720162015201420132012
Dividend$1.12$1.12$0.71$1.06$0.66$0.90$0.61$1.14$0.71$0.53$0.56

Dividend yield

2.32%1.94%1.47%2.52%1.98%2.45%2.05%4.13%2.52%2.06%2.72%

SPGMDrawdowns Chart

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


SPGM (SPDR Portfolio MSCI Global Stock Market ETF)
Benchmark (^GSPC)

SPGMWorst Drawdowns

The table below shows the maximum drawdowns of the SPDR Portfolio MSCI Global Stock Market ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the SPDR Portfolio MSCI Global Stock Market ETF is 33.97%, recorded on Mar 23, 2020. It took 107 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.97%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-23.3%Jun 22, 2015163Feb 11, 2016258Feb 21, 2017421
-19.41%Jan 29, 2018229Dec 24, 2018210Oct 24, 2019439
-18.97%Nov 9, 2021128May 12, 2022
-13.83%Jul 11, 201468Oct 15, 201434Dec 3, 2014102
-11.87%Apr 2, 201245Jun 5, 201270Sep 13, 2012115
-8.96%Dec 17, 201332Feb 3, 201478May 27, 2014110
-8.43%May 22, 201322Jun 21, 201333Aug 8, 201355
-7.49%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-6.08%Sep 20, 201238Nov 14, 201223Dec 18, 201261

SPGMVolatility Chart

Current SPDR Portfolio MSCI Global Stock Market ETF volatility is 28.92%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


SPGM (SPDR Portfolio MSCI Global Stock Market ETF)
Benchmark (^GSPC)

SPGMAlternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. Yield
VTJun 26, 20080.09%-16.62%9.81%2.19%Compare SPGM and VT

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