DGT vs. EDOW
DGT (State Street SPDR Global Dow ETF) and EDOW (First Trust Dow 30 Equal Weight ETF) are both exchange-traded funds - DGT is a Global Equities fund tracking the The Global Dow, while EDOW is a Large Cap Blend Equities fund tracking the Dow Jones Industrail Average Equal Weight TR. Both are passively managed. Over the past 5 years, DGT returned 13.84%/yr vs 9.27%/yr for EDOW. Their correlation of 0.83 suggests significant overlap in exposure. Both charge a 0.50% expense ratio.
Performance
DGT vs. EDOW - Performance Comparison
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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*
- —
DGT vs. EDOW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
Financial Services
Industrials
Healthcare
Consumer Defensive
Consumer Cyclical
Energy
Basic Materials
Communication Services
Utilities
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Real Estate
-
Technology
DGT
EDOW
Financial Services
DGT
EDOW
Industrials
DGT
EDOW
Healthcare
DGT
EDOW
Consumer Defensive
DGT
EDOW
Consumer Cyclical
DGT
EDOW
Energy
DGT
EDOW
Basic Materials
DGT
EDOW
Communication Services
DGT
EDOW
Utilities
DGT
EDOW
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Real Estate
DGT
EDOW
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Return for Risk
DGT vs. EDOW — Risk / Return Rank
DGT
EDOW
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.
| DGT | EDOW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.67 | 1.95 | +0.71 |
Sortino ratioReturn per unit of downside risk | 3.68 | 2.88 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.50 | 1.34 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.87 | 2.38 | +1.48 |
Martin ratioReturn relative to average drawdown | 15.72 | 8.85 | +6.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGT | EDOW | Difference | |
|---|---|---|---|
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
| DGT | EDOW | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -13.83% | -4.08% | -9.75% |
Ulcer IndexDepth 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
| DGT | EDOW | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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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