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

Performance

DGT vs. FYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Global Dow ETF (DGT) and Cambria Foreign Shareholder Yield ETF (FYLD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DGT vs. FYLD - 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%
FYLD
Cambria Foreign Shareholder Yield ETF
15.22%34.53%3.00%13.18%-5.53%18.67%4.17%17.83%-14.47%29.81%

Returns By Period

In the year-to-date period, DGT achieves a 2.04% return, which is significantly lower than FYLD's 15.22% return. Over the past 10 years, DGT has outperformed FYLD with an annualized return of 13.19%, while FYLD has yielded a comparatively lower 11.39% 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%

FYLD

1D
2.23%
1M
-1.69%
YTD
15.22%
6M
21.63%
1Y
45.00%
3Y*
20.11%
5Y*
12.23%
10Y*
11.39%
*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. FYLD - Expense Ratio Comparison

DGT has a 0.50% expense ratio, which is lower than FYLD's 0.59% expense ratio.


Return for Risk

DGT vs. FYLD — 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

FYLD
FYLD Risk / Return Rank: 9696
Overall Rank
FYLD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FYLD Sortino Ratio Rank: 9797
Sortino Ratio Rank
FYLD Omega Ratio Rank: 9797
Omega Ratio Rank
FYLD Calmar Ratio Rank: 9292
Calmar Ratio Rank
FYLD Martin Ratio Rank: 9797
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. FYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Global Dow ETF (DGT) and Cambria Foreign Shareholder Yield ETF (FYLD). 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.


DGTFYLDDifference

Sharpe ratio

Return per unit of total volatility

1.53

2.76

-1.23

Sortino ratio

Return per unit of downside risk

2.13

3.43

-1.30

Omega ratio

Gain probability vs. loss probability

1.34

1.60

-0.27

Calmar ratio

Return relative to maximum drawdown

2.01

3.33

-1.32

Martin ratio

Return relative to average drawdown

9.79

19.47

-9.68

DGT vs. FYLD - Sharpe Ratio Comparison

The current DGT Sharpe Ratio is 1.53, which is lower than the FYLD Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of DGT and FYLD, 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


DGTFYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

2.76

-1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.75

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.63

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.44

-0.17

Correlation

The correlation between DGT and FYLD is 0.78, 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. FYLD - Dividend Comparison

DGT's dividend yield for the trailing twelve months is around 2.79%, less than FYLD's 3.75% 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%
FYLD
Cambria Foreign Shareholder Yield ETF
3.75%4.07%5.41%6.06%6.13%4.74%3.94%3.73%5.17%2.85%2.72%3.98%

Drawdowns

DGT vs. FYLD - Drawdown Comparison

The maximum DGT drawdown since its inception was -55.36%, which is greater than FYLD's maximum drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for DGT and FYLD.


Loading graphics...

Drawdown Indicators


DGTFYLDDifference

Max Drawdown

Largest peak-to-trough decline

-55.36%

-44.55%

-10.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-13.37%

+0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-25.18%

-25.12%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-34.40%

-44.55%

+10.15%

Current Drawdown

Current decline from peak

-5.87%

-1.69%

-4.18%

Average Drawdown

Average peak-to-trough decline

-13.92%

-8.94%

-4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.29%

+0.27%

Volatility

DGT vs. FYLD - Volatility Comparison

State Street SPDR Global Dow ETF (DGT) has a higher volatility of 5.86% compared to Cambria Foreign Shareholder Yield ETF (FYLD) at 5.30%. This indicates that DGT's price experiences larger fluctuations and is considered to be riskier than FYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DGTFYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

5.30%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

9.11%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.40%

16.41%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.10%

16.31%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.94%

18.09%

-1.15%