PortfoliosLab logoPortfoliosLab logo
DGT vs. FWWFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

Loading graphics...

DGT vs. FWWFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DGT
State Street SPDR Global Dow ETF
2.04%30.04%14.15%20.95%-8.00%21.50%9.67%22.19%-9.65%24.87%
FWWFX
Fidelity Worldwide Fund
-6.83%16.16%27.65%24.96%-25.74%18.49%30.91%28.97%-4.53%28.72%

Returns By Period

In the year-to-date period, DGT achieves a 2.04% return, which is significantly higher than FWWFX's -6.83% return. Over the past 10 years, DGT has outperformed FWWFX with an annualized return of 13.19%, while FWWFX has yielded a comparatively lower 12.39% annualized return.


DGT

1D
2.46%
1M
-5.77%
YTD
2.04%
6M
6.71%
1Y
24.92%
3Y*
19.69%
5Y*
12.99%
10Y*
13.19%

FWWFX

1D
-1.26%
1M
-10.36%
YTD
-6.83%
6M
-5.37%
1Y
17.88%
3Y*
17.33%
5Y*
8.22%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


DGT vs. FWWFX - Expense Ratio Comparison

DGT has a 0.50% expense ratio, which is lower than FWWFX's 1.00% expense ratio.


Return for Risk

DGT vs. FWWFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DGT
DGT Risk / Return Rank: 8383
Overall Rank
DGT Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DGT Sortino Ratio Rank: 8383
Sortino Ratio Rank
DGT Omega Ratio Rank: 8686
Omega Ratio Rank
DGT Calmar Ratio Rank: 7878
Calmar Ratio Rank
DGT Martin Ratio Rank: 8686
Martin Ratio Rank

FWWFX
FWWFX Risk / Return Rank: 4747
Overall Rank
FWWFX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FWWFX Sortino Ratio Rank: 4444
Sortino Ratio Rank
FWWFX Omega Ratio Rank: 4242
Omega Ratio Rank
FWWFX Calmar Ratio Rank: 5555
Calmar Ratio Rank
FWWFX Martin Ratio Rank: 5252
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. 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.


DGTFWWFXDifference

Sharpe ratio

Return per unit of total volatility

1.53

0.87

+0.66

Sortino ratio

Return per unit of downside risk

2.13

1.29

+0.84

Omega ratio

Gain probability vs. loss probability

1.34

1.18

+0.16

Calmar ratio

Return relative to maximum drawdown

2.01

1.28

+0.73

Martin ratio

Return relative to average drawdown

9.79

5.00

+4.79

DGT vs. FWWFX - Sharpe Ratio Comparison

The current DGT Sharpe Ratio is 1.53, which is higher than the FWWFX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of DGT and FWWFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DGTFWWFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

0.87

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.44

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.67

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.51

-0.24

Correlation

The correlation between DGT and FWWFX is 0.80, 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. FWWFX - Dividend Comparison

DGT's dividend yield for the trailing twelve months is around 2.79%, less than FWWFX's 12.38% yield.


TTM20252024202320222021202020192018201720162015
DGT
State Street SPDR Global Dow ETF
2.79%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
12.38%11.54%14.64%0.94%6.29%12.76%8.08%4.87%9.63%6.24%1.22%3.38%

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.


Loading graphics...

Drawdown Indicators


DGTFWWFXDifference

Max Drawdown

Largest peak-to-trough decline

-55.36%

-56.54%

+1.18%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-11.74%

-0.71%

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

-5.87%

-11.74%

+5.87%

Average Drawdown

Average peak-to-trough decline

-13.92%

-9.47%

-4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.00%

-0.44%

Volatility

DGT vs. FWWFX - Volatility Comparison

The current volatility for State Street SPDR Global Dow ETF (DGT) is 5.86%, while Fidelity Worldwide Fund (FWWFX) has a volatility of 6.88%. 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.


Loading graphics...

Volatility by Period


DGTFWWFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

6.88%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

12.91%

-3.83%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

19.94%

-3.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

18.62%

-3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

18.60%

-1.66%