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SPDR S&P Global Dividend ETF (WDIV)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US78463X4593
CUSIP
78463X459
Inception Date
May 29, 2013
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
S&P Global Dividend Aristocrats Index sp_43
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR S&P Global Dividend 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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S&P 500 Index

Returns By Period

SPDR S&P Global Dividend ETF (WDIV) has returned 2.86% so far this year and 24.00% over the past 12 months. Over the last ten years, WDIV has returned 7.29% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


SPDR S&P Global Dividend ETF

1D
2.17%
1M
-5.79%
YTD
2.86%
6M
7.85%
1Y
24.00%
3Y*
14.62%
5Y*
7.92%
10Y*
7.29%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 30, 2013, WDIV's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, your investment would double in approximately 9.3 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +14.4%, while the worst month was Mar 2020 at -24.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, WDIV closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Mar 16, 2020 at -12.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.80%4.17%-5.79%2.86%
2025-0.02%3.04%2.40%3.04%3.48%3.54%-0.06%3.59%0.59%-0.48%3.81%1.49%27.16%
2024-2.50%-0.17%2.54%-2.13%4.23%-1.40%6.02%4.72%2.55%-2.22%1.49%-5.12%7.61%
20235.51%-4.10%-0.05%2.15%-5.90%3.22%3.90%-3.09%-4.52%-2.63%8.15%6.50%8.21%
20221.75%-1.37%1.88%-4.11%3.17%-5.51%0.61%-3.97%-9.64%2.62%10.04%-1.19%-6.92%
20210.33%4.28%5.39%2.62%3.63%-2.07%-0.47%0.32%-2.09%1.56%-3.87%4.41%14.44%

Benchmark Metrics

SPDR S&P Global Dividend ETF has an annualized alpha of -0.77%, beta of 0.68, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since May 31, 2013.

  • This ETF participated in 84.53% of S&P 500 Index downside but only 68.51% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.68 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-0.77%
Beta
0.68
0.61
Upside Capture
68.51%
Downside Capture
84.53%

Expense Ratio

WDIV has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

WDIV ranks 89 for risk / return — in the top 89% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


WDIV Risk / Return Rank: 8989
Overall Rank
WDIV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
WDIV Sortino Ratio Rank: 9191
Sortino Ratio Rank
WDIV Omega Ratio Rank: 9090
Omega Ratio Rank
WDIV Calmar Ratio Rank: 8787
Calmar Ratio Rank
WDIV Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SPDR S&P Global Dividend ETF (WDIV) and compare them to a chosen benchmark (S&P 500 Index).


WDIVBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.00

0.90

+1.10

Sortino ratio

Return per unit of downside risk

2.73

1.39

+1.34

Omega ratio

Gain probability vs. loss probability

1.39

1.21

+0.18

Calmar ratio

Return relative to maximum drawdown

2.76

1.40

+1.36

Martin ratio

Return relative to average drawdown

10.57

6.61

+3.96

Explore WDIV 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 S&P Global Dividend ETF provided a 4.25% dividend yield over the last twelve months, with an annual payout of $3.28 per share. The fund has been increasing its distributions for 2 consecutive years.


4.00%4.50%5.00%5.50%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.28$3.22$2.88$2.86$3.00$2.75$3.35$2.85$2.74$2.56$2.67$2.86

Dividend yield

4.25%4.27%4.63%4.73%5.12%4.15%5.55%3.99%4.42%3.62%4.32%5.03%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR S&P Global Dividend ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.44$0.44
2025$0.00$0.00$0.38$0.00$0.00$1.31$0.00$0.00$0.76$0.00$0.00$0.76$3.22
2024$0.00$0.00$0.37$0.00$0.00$1.21$0.00$0.00$0.61$0.00$0.00$0.69$2.88
2023$0.00$0.00$0.38$0.00$0.00$1.11$0.00$0.00$0.65$0.00$0.00$0.73$2.86
2022$0.00$0.00$0.36$0.00$0.00$1.27$0.00$0.00$0.55$0.00$0.00$0.82$3.00
2021$0.00$0.00$0.42$0.00$0.00$0.77$0.00$0.00$0.63$0.00$0.00$0.93$2.75

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 S&P Global Dividend 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 Dividend ETF was 42.34%, occurring on Mar 23, 2020. Recovery took 268 trading sessions.

The current SPDR S&P Global Dividend ETF drawdown is 6.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.34%Jan 21, 202044Mar 23, 2020268Apr 15, 2021312
-22.37%May 18, 2015171Jan 20, 2016147Aug 18, 2016318
-22.12%Jan 18, 2022186Oct 12, 2022401May 17, 2024587
-15.42%Jan 29, 2018229Dec 24, 2018207Oct 21, 2019436
-9.27%Jul 2, 201474Oct 15, 201489Feb 24, 2015163

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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