DGT vs. FWWFX
DGT (State Street SPDR Global Dow ETF) and FWWFX (Fidelity Worldwide Fund) are both Global Equities funds. DGT is passively managed, while FWWFX is actively managed. Over the past 10 years, DGT returned 13.96%/yr vs 14.30%/yr for FWWFX. Their correlation of 0.80 means they have usually moved in the same direction. DGT charges 0.50%/yr vs 0.77%/yr for FWWFX.
Performance
DGT vs. FWWFX - Performance Comparison
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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%
Liquidity Comparison
| Position | Avg. 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) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
DGT
FWWFX
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.
| DGT | FWWFX | Difference | |
|---|---|---|---|
| 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 |
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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
| DGT | FWWFX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -7.70% | +7.70% |
Average DrawdownAverage peak-to-trough decline | -13.75% | -9.40% | -4.35% |
Ulcer IndexDepth 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
| DGT | FWWFX | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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