PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, DGT achieves a 13.72% return, which is significantly higher than EDOW's 10.49% return.


DGT

1D
0.14%
1M
1.57%
6M
9.29%
YTD
13.72%
1Y
29.43%
3Y*
20.48%
5Y*
14.46%
10Y*
13.96%
ALL TIME*
5.61%

EDOW

1D
0.78%
1M
0.84%
6M
7.82%
YTD
10.49%
1Y
21.11%
3Y*
15.32%
5Y*
9.82%
10Y*
ALL TIME*
11.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.66M$2.23M$2.66M
$755.60K$679.73K$683.44K

DGT vs. EDOW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGT
State Street SPDR Global Dow ETF
13.72%30.04%14.15%20.95%-8.00%21.50%9.67%22.19%-9.65%8.47%
EDOW
First Trust Dow 30 Equal Weight ETF
10.49%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 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (3Y)
Balances recent behavior with more history.

0.79

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.84

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2017

0.82

The correlation between DGT and EDOW shifts across timeframes, from 0.73 (1 year) to 0.84 (5 years), reflecting how their relationship changes across market environments.

DGT vs. EDOW - Sectors Allocation Comparison


Sectors
DGT
EDOW

Technology

16.7%
19.4%

Financial Services

15.2%
16.1%

Industrials

12.3%
12.9%

Healthcare

11.6%
12.9%

Consumer Cyclical

7.3%
12.9%

Consumer Defensive

6.5%
9.7%

Energy

5.2%
3.2%

Basic Materials

4.9%
3.2%

Communication Services

4.5%
6.5%

Real Estate

1.5%

-

Utilities

1.3%

-

Technology

DGT
16.7%
EDOW
19.4%

Financial Services

DGT
15.2%
EDOW
16.1%

Industrials

DGT
12.3%
EDOW
12.9%

Healthcare

DGT
11.6%
EDOW
12.9%

Consumer Cyclical

DGT
7.3%
EDOW
12.9%

Consumer Defensive

DGT
6.5%
EDOW
9.7%

Energy

DGT
5.2%
EDOW
3.2%

Basic Materials

DGT
4.9%
EDOW
3.2%

Communication Services

DGT
4.5%
EDOW
6.5%

Real Estate

DGT
1.5%
EDOW

-

Utilities

DGT
1.3%
EDOW

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DGT vs. EDOW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DGT
DGT Risk / Return Rank: 8989
Overall Rank
DGT Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DGT Sortino Ratio Rank: 9090
Sortino Ratio Rank
DGT Omega Ratio Rank: 9090
Omega Ratio Rank
DGT Calmar Ratio Rank: 8787
Calmar Ratio Rank
DGT Martin Ratio Rank: 8989
Martin Ratio Rank

EDOW
EDOW Risk / Return Rank: 7676
Overall Rank
EDOW Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
EDOW Sortino Ratio Rank: 8383
Sortino Ratio Rank
EDOW Omega Ratio Rank: 7878
Omega Ratio Rank
EDOW Calmar Ratio Rank: 6666
Calmar Ratio Rank
EDOW Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DGTEDOWDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.42

1.33

+0.09

Calmar ratioReturn relative to maximum drawdown

3.38

2.30

+1.07

Martin ratioReturn relative to average drawdown

13.52

8.62

+4.90

DGT vs. EDOW - Sharpe Ratio Comparison

The current DGT Sharpe Ratio is 2.28, which is comparable to the EDOW Sharpe Ratio of 1.85. 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.


Loading charts...

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.


Loading charts...

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%

-0.42%

+0.42%

Average Drawdown

Average peak-to-trough decline

-13.75%

-4.02%

-9.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

2.33%

-0.24%

Volatility

DGT vs. EDOW - Volatility Comparison

The current volatility for State Street SPDR Global Dow ETF (DGT) is 3.04%, while First Trust Dow 30 Equal Weight ETF (EDOW) has a volatility of 3.75%. This indicates that DGT experiences smaller price fluctuations and is considered to be less risky than EDOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DGTEDOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

3.75%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.34%

8.52%

+1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

12.45%

10.93%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

14.23%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.79%

17.65%

-0.86%

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 2.47%, more than EDOW's 1.24% yield.


PositionTTM20252024202320222021202020192018201720162015
DGT
State Street SPDR Global Dow ETF
2.47%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
1.24%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 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDOW has higher volatility (3.75%) compared to DGT (3.04%). In terms of maximum drawdown, DGT dropped -55.36% vs EDOW's -33.72%.

On 5-year performance, DGT leads with 14.46% vs 9.82% for EDOW. Both ETFs have the same 0.50% expense ratio. On volatility, DGT has been the lower-risk option at 3.04%. 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 14.46% return vs 9.82%. 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 2.47%, compared with 1.24% 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 (2.28 vs 1.85), 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.

Portfolio Optimizer

Find the right allocation for DGT and EDOW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer