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CWI vs. SPYG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CWI vs. SPYG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI ACWI ex-US ETF (CWI) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

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CWI vs. SPYG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CWI
SPDR MSCI ACWI ex-US ETF
1.87%32.75%6.27%15.74%-15.39%8.81%9.83%21.92%-13.83%26.89%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
-8.12%22.09%35.99%30.02%-29.41%32.01%33.46%30.84%-0.12%27.24%

Returns By Period

In the year-to-date period, CWI achieves a 1.87% return, which is significantly higher than SPYG's -8.12% return. Over the past 10 years, CWI has underperformed SPYG with an annualized return of 9.02%, while SPYG has yielded a comparatively higher 15.75% annualized return.


CWI

1D
3.22%
1M
-8.11%
YTD
1.87%
6M
6.68%
1Y
27.73%
3Y*
15.86%
5Y*
7.61%
10Y*
9.02%

SPYG

1D
4.08%
1M
-5.34%
YTD
-8.12%
6M
-6.05%
1Y
22.51%
3Y*
21.85%
5Y*
12.24%
10Y*
15.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CWI vs. SPYG - Expense Ratio Comparison

CWI has a 0.30% expense ratio, which is higher than SPYG's 0.04% expense ratio.


Return for Risk

CWI vs. SPYG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CWI
CWI Risk / Return Rank: 8484
Overall Rank
CWI Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
CWI Sortino Ratio Rank: 8585
Sortino Ratio Rank
CWI Omega Ratio Rank: 8585
Omega Ratio Rank
CWI Calmar Ratio Rank: 8484
Calmar Ratio Rank
CWI Martin Ratio Rank: 8383
Martin Ratio Rank

SPYG
SPYG Risk / Return Rank: 6666
Overall Rank
SPYG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
SPYG Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPYG Omega Ratio Rank: 6565
Omega Ratio Rank
SPYG Calmar Ratio Rank: 7070
Calmar Ratio Rank
SPYG Martin Ratio Rank: 6969
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.

CWI vs. SPYG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI ex-US ETF (CWI) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


CWISPYGDifference

Sharpe ratio

Return per unit of total volatility

1.61

1.01

+0.60

Sortino ratio

Return per unit of downside risk

2.21

1.58

+0.62

Omega ratio

Gain probability vs. loss probability

1.33

1.22

+0.10

Calmar ratio

Return relative to maximum drawdown

2.34

1.66

+0.68

Martin ratio

Return relative to average drawdown

9.07

6.54

+2.53

CWI vs. SPYG - Sharpe Ratio Comparison

The current CWI Sharpe Ratio is 1.61, which is higher than the SPYG Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of CWI and SPYG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CWISPYGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

1.01

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.58

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.77

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.31

-0.09

Correlation

The correlation between CWI and SPYG is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CWI vs. SPYG - Dividend Comparison

CWI's dividend yield for the trailing twelve months is around 2.91%, more than SPYG's 0.58% yield.


TTM20252024202320222021202020192018201720162015
CWI
SPDR MSCI ACWI ex-US ETF
2.91%2.97%2.89%2.80%3.17%2.65%2.07%3.05%2.81%2.29%2.45%2.62%
SPYG
State Street SPDR Portfolio S&P 500 Growth ETF
0.58%0.52%0.60%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%

Drawdowns

CWI vs. SPYG - Drawdown Comparison

The maximum CWI drawdown since its inception was -60.77%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for CWI and SPYG.


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Drawdown Indicators


CWISPYGDifference

Max Drawdown

Largest peak-to-trough decline

-60.77%

-67.63%

+6.86%

Max Drawdown (1Y)

Largest decline over 1 year

-11.47%

-13.76%

+2.29%

Max Drawdown (5Y)

Largest decline over 5 years

-29.45%

-32.67%

+3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-34.64%

-32.67%

-1.97%

Current Drawdown

Current decline from peak

-8.57%

-10.24%

+1.67%

Average Drawdown

Average peak-to-trough decline

-12.95%

-24.48%

+11.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.50%

-0.54%

Volatility

CWI vs. SPYG - Volatility Comparison

SPDR MSCI ACWI ex-US ETF (CWI) has a higher volatility of 8.14% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 7.20%. This indicates that CWI's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWISPYGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.14%

7.20%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

11.60%

12.83%

-1.23%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

22.39%

-5.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.01%

21.13%

-5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

20.57%

-3.52%