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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SPDR Portfolio MSCI Global Stock Market ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
SPDR Portfolio MSCI Global Stock Market ETF (SPGM) has returned -1.30% so far this year and 23.79% over the past 12 months. Over the last ten years, SPGM has had an annualized return of 11.73%, just under the S&P 500 Index benchmark’s 12.16%.
SPDR Portfolio MSCI Global Stock Market ETF
- 1D
- 3.20%
- 1M
- -6.16%
- YTD
- -1.30%
- 6M
- 2.27%
- 1Y
- 23.79%
- 3Y*
- 17.35%
- 5Y*
- 9.70%
- 10Y*
- 11.73%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Mar 5, 2012, SPGM's average daily return is +0.05%, while the average monthly return is +0.91%. At this rate, your investment would double in approximately 6.4 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +12.8%, while the worst month was Mar 2020 at -13.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SPGM closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.13% | 1.98% | -6.16% | -1.30% | |||||||||
| 2025 | 2.92% | -0.38% | -3.87% | 0.38% | 6.06% | 4.73% | 1.38% | 3.27% | 3.68% | 2.47% | 0.23% | 0.89% | 23.62% |
| 2024 | 0.29% | 4.38% | 3.02% | -3.42% | 4.34% | 1.99% | 1.74% | 2.39% | 2.29% | -2.22% | 4.17% | -2.96% | 16.75% |
| 2023 | 7.61% | -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% |
| 2021 | 0.89% | 3.60% | 2.83% | 3.81% | 1.90% | 1.04% | 0.41% | 2.46% | -4.16% | 5.49% | -2.34% | 3.80% | 21.13% |
Benchmark Metrics
SPDR Portfolio MSCI Global Stock Market ETF has an annualized alpha of 0.81%, beta of 0.86, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since March 06, 2012.
- This ETF participated in 93.18% of S&P 500 Index downside but only 89.29% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.86 and R² of 0.68, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.81%
- Beta
- 0.86
- R²
- 0.68
- Upside Capture
- 89.29%
- Downside Capture
- 93.18%
Expense Ratio
SPGM has an expense ratio of 0.09%, which is considered low.
Return for Risk
Risk / Return Rank
SPGM ranks 76 for risk / return — better than 76% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for SPDR Portfolio MSCI Global Stock Market ETF (SPGM) and compare them to a chosen benchmark (S&P 500 Index).
| SPGM | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 0.90 | +0.47 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.39 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.40 | +0.59 |
Martin ratioReturn relative to average drawdown | 9.40 | 6.61 | +2.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SPGM risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
SPDR Portfolio MSCI Global Stock Market ETF provided a 1.91% dividend yield over the last twelve months, with an annual payout of $1.45 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.45 | $1.45 | $1.26 | $1.16 | $1.11 | $1.12 | $0.71 | $1.06 | $0.66 | $0.90 | $0.61 | $1.14 |
Dividend yield | 1.91% | 1.89% | 1.98% | 2.09% | 2.37% | 1.94% | 1.45% | 2.46% | 1.89% | 2.29% | 1.87% | 3.70% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.00 | $0.00 | $0.87 | $0.00 | $1.45 |
| 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 |
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 33.97%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current SPDR Portfolio MSCI Global Stock Market ETF drawdown is 6.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.97% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -25.93% | Jan 5, 2022 | 194 | Oct 12, 2022 | 322 | Jan 25, 2024 | 516 |
| -21.97% | Jun 19, 2015 | 164 | Feb 11, 2016 | 212 | Dec 13, 2016 | 376 |
| -19.41% | Jan 29, 2018 | 229 | Dec 24, 2018 | 210 | Oct 24, 2019 | 439 |
| -16.9% | Feb 19, 2025 | 35 | Apr 8, 2025 | 37 | Jun 2, 2025 | 72 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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