CDIG vs. INKM
CDIG (City Different Investments Global Equity ETF) and INKM (SPDR SSgA Income Allocation ETF) are both Global Equities funds. Both are actively managed. A 0.63 correlation means they provide meaningful diversification when combined. CDIG charges 0.75%/yr vs 0.50%/yr for INKM.
Performance
CDIG vs. INKM - Performance Comparison
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Returns By Period
In the year-to-date period, CDIG achieves a 3.26% return, which is significantly lower than INKM's 5.91% return.
CDIG
- 1D
- -0.64%
- 1M
- 0.51%
- YTD
- 3.26%
- 6M
- 2.59%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
INKM
- 1D
- -0.17%
- 1M
- 0.46%
- YTD
- 5.91%
- 6M
- 5.99%
- 1Y
- 12.92%
- 3Y*
- 10.10%
- 5Y*
- 4.13%
- 10Y*
- 5.70%
CDIG vs. INKM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CDIG City Different Investments Global Equity ETF | 3.26% | -0.39% |
INKM SPDR SSgA Income Allocation ETF | 5.91% | 1.49% |
Correlation
The correlation between CDIG and INKM is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 17, 2025 | 0.63 |
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Return for Risk
CDIG vs. INKM — Risk / Return Rank
CDIG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
INKM
CDIG vs. INKM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for City Different Investments Global Equity ETF (CDIG) and SPDR SSgA Income Allocation ETF (INKM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CDIG | INKM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.40 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.85 | — |
| Martin ratioReturn relative to average drawdown | — | 11.19 | — |
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Drawdowns
CDIG vs. INKM - Drawdown Comparison
The maximum CDIG drawdown since its inception was -11.35%, smaller than the maximum INKM drawdown of -28.58%. Use the drawdown chart below to compare losses from any high point for CDIG and INKM.
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Drawdown Indicators
| CDIG | INKM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.35% | -28.58% | +17.23% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.55% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -9.25% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.18% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.58% | — |
Current DrawdownCurrent decline from peak | -4.87% | -0.68% | -4.19% |
Average DrawdownAverage peak-to-trough decline | -3.25% | -3.68% | +0.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.16% | — |
Volatility
CDIG vs. INKM - Volatility Comparison
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Volatility by Period
| CDIG | INKM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.84% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.78% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.91% | 6.12% | +16.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.91% | 8.32% | +14.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.91% | 9.79% | +13.12% |
CDIG vs. INKM - Expense Ratio Comparison
CDIG has a 0.75% expense ratio, which is higher than INKM's 0.50% expense ratio.
Dividends
CDIG vs. INKM - Dividend Comparison
CDIG has not paid dividends to shareholders, while INKM's dividend yield for the trailing twelve months is around 4.85%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CDIG City Different Investments Global Equity ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INKM SPDR SSgA Income Allocation ETF | 4.85% | 5.82% | 4.83% | 4.56% | 5.03% | 3.74% | 3.88% | 4.38% | 4.08% | 3.10% | 3.39% | 3.45% |
Frequently Asked Questions
CDIG and INKM have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, INKM is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
INKM is cheaper with a 0.50% expense ratio, compared with 0.75% for CDIG.
INKM has the higher dividend yield at 4.85%, compared with 0.00% for CDIG.
They also come from different issuers: City Different Investments and State Street. Their fees differ too: 0.75% for CDIG and 0.50% for INKM.
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