DGT vs. DFAI
Compare and contrast key facts about State Street SPDR Global Dow ETF (DGT) and Dimensional International Core Equity Market ETF (DFAI).
DGT and DFAI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DGT is a passively managed fund by State Street that tracks the performance of the The Global Dow. It was launched on Sep 25, 2000. DFAI is an actively managed fund by Dimensional. It was launched on Nov 17, 2020.
Performance
DGT vs. DFAI - Performance Comparison
Loading graphics...
DGT vs. DFAI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DGT State Street SPDR Global Dow ETF | 2.98% | 30.04% | 14.15% | 20.95% | -8.00% | 21.50% | 5.88% |
DFAI Dimensional International Core Equity Market ETF | 4.03% | 34.04% | 4.68% | 17.60% | -12.95% | 13.86% | 6.13% |
Returns By Period
In the year-to-date period, DGT achieves a 2.98% return, which is significantly lower than DFAI's 4.03% return.
DGT
- 1D
- 0.93%
- 1M
- -4.07%
- YTD
- 2.98%
- 6M
- 7.13%
- 1Y
- 26.23%
- 3Y*
- 20.06%
- 5Y*
- 13.20%
- 10Y*
- 13.29%
DFAI
- 1D
- 1.49%
- 1M
- -4.63%
- YTD
- 4.03%
- 6M
- 9.10%
- 1Y
- 29.81%
- 3Y*
- 16.70%
- 5Y*
- 9.76%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DGT vs. DFAI - Expense Ratio Comparison
DGT has a 0.50% expense ratio, which is higher than DFAI's 0.18% expense ratio.
Return for Risk
DGT vs. DFAI — Risk / Return Rank
DGT
DFAI
DGT vs. DFAI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Global Dow ETF (DGT) and Dimensional International Core Equity Market ETF (DFAI). 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.
| DGT | DFAI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.60 | 1.79 | -0.19 |
Sortino ratioReturn per unit of downside risk | 2.22 | 2.44 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.09 | 2.74 | -0.64 |
Martin ratioReturn relative to average drawdown | 10.12 | 10.73 | -0.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DGT | DFAI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 1.79 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.62 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.75 | -0.47 |
Correlation
The correlation between DGT and DFAI is 0.93, 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
DGT vs. DFAI - Dividend Comparison
DGT's dividend yield for the trailing twelve months is around 2.76%, more than DFAI's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGT State Street SPDR Global Dow ETF | 2.76% | 2.78% | 2.83% | 2.53% | 3.15% | 2.66% | 1.97% | 2.76% | 2.50% | 1.93% | 2.31% | 2.37% |
DFAI Dimensional International Core Equity Market ETF | 2.37% | 2.45% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DGT vs. DFAI - Drawdown Comparison
The maximum DGT drawdown since its inception was -55.36%, which is greater than DFAI's maximum drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for DGT and DFAI.
Loading graphics...
Drawdown Indicators
| DGT | DFAI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.36% | -27.44% | -27.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.45% | -10.95% | -1.50% |
Max Drawdown (5Y)Largest decline over 5 years | -25.18% | -27.44% | +2.26% |
Max Drawdown (10Y)Largest decline over 10 years | -34.40% | — | — |
Current DrawdownCurrent decline from peak | -5.00% | -6.23% | +1.23% |
Average DrawdownAverage peak-to-trough decline | -13.92% | -5.21% | -8.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.79% | -0.21% |
Volatility
DGT vs. DFAI - Volatility Comparison
The current volatility for State Street SPDR Global Dow ETF (DGT) is 5.57%, while Dimensional International Core Equity Market ETF (DFAI) has a volatility of 6.97%. This indicates that DGT experiences smaller price fluctuations and is considered to be less risky than DFAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DGT | DFAI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 6.97% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 10.65% | -1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.42% | 16.73% | -0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.10% | 15.81% | -0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.94% | 15.66% | +1.28% |