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DGT vs. EDOW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGT vs. EDOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Global Dow ETF (DGT) and First Trust Dow 30 Equal Weight ETF (EDOW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DGT achieves a 13.38% return, which is significantly higher than EDOW's 6.94% return.


DGT

1D
0.50%
1M
4.18%
YTD
13.38%
6M
15.73%
1Y
31.75%
3Y*
23.15%
5Y*
13.84%
10Y*
14.16%

EDOW

1D
0.12%
1M
3.47%
YTD
6.94%
6M
7.82%
1Y
20.64%
3Y*
15.95%
5Y*
9.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DGT vs. EDOW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGT
State Street SPDR Global Dow ETF
13.38%30.04%14.15%20.95%-8.00%21.50%9.67%22.19%-9.65%9.13%
EDOW
First Trust Dow 30 Equal Weight ETF
6.94%15.46%13.17%15.47%-7.45%18.82%6.64%24.69%-2.04%11.90%

Correlation

The correlation between DGT and EDOW is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Aug 10, 2017

0.83

The correlation between DGT and EDOW has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

DGT vs. EDOW - Sectors Allocation Comparison


Sectors
DGT
EDOW

Technology

17.7%
20.0%

Financial Services

17.1%
17.5%

Industrials

13.9%
13.6%

Healthcare

10.9%
13.4%

Consumer Defensive

7.6%
9.9%

Consumer Cyclical

7.5%
12.7%

Energy

7.1%
3.3%

Basic Materials

7.1%
3.3%

Communication Services

6.0%
6.5%

Utilities

3.8%

-

Real Estate

1.4%

-

Technology

DGT
17.7%
EDOW
20.0%

Financial Services

DGT
17.1%
EDOW
17.5%

Industrials

DGT
13.9%
EDOW
13.6%

Healthcare

DGT
10.9%
EDOW
13.4%

Consumer Defensive

DGT
7.6%
EDOW
9.9%

Consumer Cyclical

DGT
7.5%
EDOW
12.7%

Energy

DGT
7.1%
EDOW
3.3%

Basic Materials

DGT
7.1%
EDOW
3.3%

Communication Services

DGT
6.0%
EDOW
6.5%

Utilities

DGT
3.8%
EDOW

-

Real Estate

DGT
1.4%
EDOW

-

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Return for Risk

DGT vs. EDOW — Risk / Return Rank

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

DGT
DGT Risk / Return Rank: 8080
Overall Rank
DGT Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DGT Sortino Ratio Rank: 8181
Sortino Ratio Rank
DGT Omega Ratio Rank: 8181
Omega Ratio Rank
DGT Calmar Ratio Rank: 7676
Calmar Ratio Rank
DGT Martin Ratio Rank: 7979
Martin Ratio Rank

EDOW
EDOW Risk / Return Rank: 5454
Overall Rank
EDOW Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EDOW Sortino Ratio Rank: 6060
Sortino Ratio Rank
EDOW Omega Ratio Rank: 5555
Omega Ratio Rank
EDOW Calmar Ratio Rank: 4747
Calmar Ratio Rank
EDOW Martin Ratio Rank: 5151
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.

DGT vs. EDOW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Global Dow ETF (DGT) and First Trust Dow 30 Equal Weight ETF (EDOW). 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.


DGTEDOWDifference

Sharpe ratio

Return per unit of total volatility

2.67

1.95

+0.71

Sortino ratio

Return per unit of downside risk

3.68

2.88

+0.80

Omega ratio

Gain probability vs. loss probability

1.50

1.34

+0.15

Calmar ratio

Return relative to maximum drawdown

3.87

2.38

+1.48

Martin ratio

Return relative to average drawdown

15.72

8.85

+6.87

DGT vs. EDOW - Sharpe Ratio Comparison

The current DGT Sharpe Ratio is 2.67, which is higher than the EDOW Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of DGT and EDOW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DGTEDOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

1.95

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.66

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.64

-0.35

Drawdowns

DGT vs. EDOW - Drawdown Comparison

The maximum DGT drawdown since its inception was -55.36%, which is greater than EDOW's maximum drawdown of -33.72%. Use the drawdown chart below to compare losses from any high point for DGT and EDOW.


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Drawdown Indicators


DGTEDOWDifference

Max Drawdown

Largest peak-to-trough decline

-55.36%

-33.72%

-21.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.38%

-8.73%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-14.67%

-15.51%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-25.18%

-21.98%

-3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-34.40%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-13.83%

-4.08%

-9.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.35%

-0.29%

Volatility

DGT vs. EDOW - Volatility Comparison

State Street SPDR Global Dow ETF (DGT) has a higher volatility of 4.18% compared to First Trust Dow 30 Equal Weight ETF (EDOW) at 2.61%. This indicates that DGT's price experiences larger fluctuations and is considered to be riskier than EDOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGTEDOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

2.61%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.53%

7.85%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

11.96%

10.61%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

14.20%

+0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

17.74%

-0.79%

DGT vs. EDOW - Expense Ratio Comparison

Both DGT and EDOW have an expense ratio of 0.50%.


Dividends

DGT vs. EDOW - Dividend Comparison

DGT's dividend yield for the trailing twelve months is around 2.51%, more than EDOW's 1.22% yield.


PositionTTM20252024202320222021202020192018201720162015
DGT
State Street SPDR Global Dow ETF
2.51%2.78%2.83%2.53%3.15%2.66%1.97%2.76%2.50%1.93%2.31%2.37%
EDOW
First Trust Dow 30 Equal Weight ETF
1.22%1.31%1.65%1.93%1.91%1.52%1.84%1.88%1.82%0.75%0.00%0.00%

Frequently Asked Questions


DGT and EDOW have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGT has higher volatility (4.18%) compared to EDOW (2.61%). In terms of maximum drawdown, DGT dropped -55.36% vs EDOW's -33.72%.

On 5-year performance, DGT leads with 13.84% vs 9.27% for EDOW. Both ETFs have the same 0.50% expense ratio. On volatility, EDOW has been the lower-risk option at 2.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DGT has performed better with a 13.84% return vs 9.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGT and EDOW have the same expense ratio: 0.50% per year.

DGT has the higher dividend yield at 2.51%, compared with 1.22% for EDOW.

DGT is categorized as Global Equities, while EDOW is Large Cap Blend Equities. DGT tracks The Global Dow, while EDOW tracks Dow Jones Industrail Average Equal Weight TR. They also come from different issuers: State Street and First Trust.

DGT currently has the higher Sharpe Ratio (2.67 vs 1.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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