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DGT vs. EDOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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DGT vs. EDOW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGT
State Street SPDR Global Dow ETF
2.98%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
-1.60%15.46%13.17%15.47%-7.45%18.82%6.64%24.69%-2.04%11.90%

Returns By Period

In the year-to-date period, DGT achieves a 2.98% return, which is significantly higher than EDOW's -1.60% 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%

EDOW

1D
-0.15%
1M
-5.36%
YTD
-1.60%
6M
1.77%
1Y
13.59%
3Y*
12.94%
5Y*
8.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DGT vs. EDOW - Expense Ratio Comparison

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


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: 8282
Overall Rank
DGT Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DGT Sortino Ratio Rank: 8282
Sortino Ratio Rank
DGT Omega Ratio Rank: 8686
Omega Ratio Rank
DGT Calmar Ratio Rank: 7676
Calmar Ratio Rank
DGT Martin Ratio Rank: 8484
Martin Ratio Rank

EDOW
EDOW Risk / Return Rank: 4646
Overall Rank
EDOW Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EDOW Sortino Ratio Rank: 4747
Sortino Ratio Rank
EDOW Omega Ratio Rank: 4848
Omega Ratio Rank
EDOW Calmar Ratio Rank: 4343
Calmar Ratio Rank
EDOW Martin Ratio Rank: 4949
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

1.60

0.87

+0.74

Sortino ratio

Return per unit of downside risk

2.22

1.34

+0.88

Omega ratio

Gain probability vs. loss probability

1.35

1.19

+0.16

Calmar ratio

Return relative to maximum drawdown

2.09

1.18

+0.91

Martin ratio

Return relative to average drawdown

10.12

4.94

+5.18

DGT vs. EDOW - Sharpe Ratio Comparison

The current DGT Sharpe Ratio is 1.60, which is higher than the EDOW Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of DGT and EDOW, 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


DGTEDOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

0.87

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.58

+0.29

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

0.59

-0.32

Correlation

The correlation between DGT and EDOW is 0.83, 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. EDOW - Dividend Comparison

DGT's dividend yield for the trailing twelve months is around 2.76%, more than EDOW's 1.33% yield.


TTM20252024202320222021202020192018201720162015
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%
EDOW
First Trust Dow 30 Equal Weight ETF
1.33%1.31%1.65%1.93%1.91%1.52%1.84%1.88%1.82%0.75%0.00%0.00%

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

-12.45%

-11.30%

-1.15%

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

-5.00%

-6.94%

+1.94%

Average Drawdown

Average peak-to-trough decline

-13.92%

-4.11%

-9.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.70%

-0.12%

Volatility

DGT vs. EDOW - Volatility Comparison

State Street SPDR Global Dow ETF (DGT) has a higher volatility of 5.57% compared to First Trust Dow 30 Equal Weight ETF (EDOW) at 4.18%. 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

5.57%

4.18%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

8.01%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.42%

15.72%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

14.20%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

17.85%

-0.91%