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DGT vs. FWWFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DGT vs. FWWFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Global Dow ETF (DGT) and Fidelity Worldwide Fund (FWWFX). 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 13.72% return, which is significantly lower than FWWFX's 14.66% return. Both investments have delivered pretty close results over the past 10 years, with DGT having a 13.96% annualized return and FWWFX not far ahead at 14.30%.


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%

FWWFX

1D
2.11%
1M
-4.10%
6M
10.78%
YTD
14.66%
1Y
24.56%
3Y*
20.78%
5Y*
10.73%
10Y*
14.30%
ALL TIME*
9.31%
*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
$0.00$0.00$0.00

DGT vs. FWWFX - 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%24.87%
FWWFX
Fidelity Worldwide Fund
14.66%16.16%27.65%24.96%-25.74%18.49%30.91%28.97%-4.53%28.72%

Correlation

The correlation between DGT and FWWFX is 0.79, 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.

0.79

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

0.77

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

0.82

Correlation (10Y)
Provides a long-term view across more market conditions.

0.80

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2000

0.80

The correlation between DGT and FWWFX has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.

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Return for Risk

DGT vs. FWWFX — 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

FWWFX
FWWFX Risk / Return Rank: 4444
Overall Rank
FWWFX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
FWWFX Sortino Ratio Rank: 3838
Sortino Ratio Rank
FWWFX Omega Ratio Rank: 3838
Omega Ratio Rank
FWWFX Calmar Ratio Rank: 5555
Calmar Ratio Rank
FWWFX Martin Ratio Rank: 5252
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. FWWFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Global Dow ETF (DGT) and Fidelity Worldwide Fund (FWWFX). 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.


DGTFWWFXDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.53

Omega ratioGain probability vs. loss probability

1.42

1.21

+0.21

Calmar ratioReturn relative to maximum drawdown

3.38

1.90

+1.48

Martin ratioReturn relative to average drawdown

13.52

6.90

+6.62

DGT vs. FWWFX - Sharpe Ratio Comparison

The current DGT Sharpe Ratio is 2.28, which is higher than the FWWFX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of DGT and FWWFX, 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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Drawdowns

DGT vs. FWWFX - Drawdown Comparison

The maximum DGT drawdown since its inception was -55.36%, roughly equal to the maximum FWWFX drawdown of -56.54%. Use the drawdown chart below to compare losses from any high point for DGT and FWWFX.


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Drawdown Indicators


DGTFWWFXDifference

Max Drawdown

Largest peak-to-trough decline

-55.36%

-56.54%

+1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.38%

-11.74%

+3.36%

Max Drawdown (3Y)

Largest decline over 3 years

-14.67%

-22.61%

+7.94%

Max Drawdown (5Y)

Largest decline over 5 years

-25.18%

-33.72%

+8.54%

Max Drawdown (10Y)

Largest decline over 10 years

-34.40%

-33.72%

-0.68%

Current Drawdown

Current decline from peak

0.00%

-7.70%

+7.70%

Average Drawdown

Average peak-to-trough decline

-13.75%

-9.40%

-4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.09%

3.22%

-1.13%

Volatility

DGT vs. FWWFX - Volatility Comparison

The current volatility for State Street SPDR Global Dow ETF (DGT) is 3.04%, while Fidelity Worldwide Fund (FWWFX) has a volatility of 5.67%. This indicates that DGT experiences smaller price fluctuations and is considered to be less risky than FWWFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGTFWWFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

5.67%

-2.63%

Volatility (6M)

Calculated over the trailing 6-month period

10.34%

16.48%

-6.14%

Volatility (1Y)

Calculated over the trailing 1-year period

12.45%

19.80%

-7.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

19.32%

-4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.79%

18.91%

-2.12%

DGT vs. FWWFX - Expense Ratio Comparison

DGT has a 0.50% expense ratio, which is lower than FWWFX's 0.77% expense ratio.


Dividends

DGT vs. FWWFX - Dividend Comparison

DGT's dividend yield for the trailing twelve months is around 2.47%, less than FWWFX's 10.06% 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%
FWWFX
Fidelity Worldwide Fund
10.06%11.54%14.64%0.94%6.29%12.76%8.08%4.87%9.63%6.24%1.22%3.38%

Frequently Asked Questions


DGT and FWWFX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FWWFX has higher volatility (5.67%) compared to DGT (3.04%). In terms of maximum drawdown, DGT dropped -55.36% vs FWWFX's -56.54%.

DGT currently has the higher Sharpe Ratio (2.28 vs 1.13), 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 FWWFX

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

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