DGT vs. INKM
DGT (State Street SPDR Global Dow ETF) and INKM (SPDR SSgA Income Allocation ETF) are both Global Equities funds from State Street. DGT is passively managed, while INKM is actively managed. Over the past 10 years, DGT returned 13.96%/yr vs 5.35%/yr for INKM. Their 0.75 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.50% expense ratio.
Performance
DGT vs. INKM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DGT achieves a 13.72% return, which is significantly higher than INKM's 6.55% return. Over the past 10 years, DGT has outperformed INKM with an annualized return of 13.96%, while INKM has yielded a comparatively lower 5.35% annualized 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%
INKM
- 1D
- -0.08%
- 1M
- -0.01%
- 6M
- 3.84%
- YTD
- 6.55%
- 1Y
- 11.75%
- 3Y*
- 9.41%
- 5Y*
- 4.22%
- 10Y*
- 5.35%
- ALL TIME*
- 5.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.66M | $2.23M | $2.66M | |
| $294.57K | $201.29K | $258.16K |
DGT vs. INKM - 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% |
INKM SPDR SSgA Income Allocation ETF | 6.55% | 11.86% | 5.70% | 10.26% | -12.58% | 8.52% | 3.11% | 17.12% | -5.32% | 13.95% |
Correlation
The correlation between DGT and INKM is 0.80, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2012 | 0.75 |
The correlation between DGT and INKM has been stable across timeframes, ranging from 0.75 to 0.80 - a consistent structural relationship.
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. INKM — Risk / Return Rank
DGT
INKM
DGT vs. INKM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street SPDR Global Dow ETF (DGT) and SPDR SSgA Income Allocation ETF (INKM). 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 | INKM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 2.58 | +0.79 |
| Martin ratioReturn relative to average drawdown | 13.52 | 10.16 | +3.36 |
Loading charts...
Drawdowns
DGT vs. INKM - Drawdown Comparison
The maximum DGT drawdown since its inception was -55.36%, which is greater than INKM's maximum drawdown of -28.58%. Use the drawdown chart below to compare losses from any high point for DGT and INKM.
Loading charts...
Drawdown Indicators
| DGT | INKM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.36% | -28.58% | -26.78% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -4.55% | -3.83% |
Max Drawdown (3Y)Largest decline over 3 years | -14.67% | -7.36% | -7.31% |
Max Drawdown (5Y)Largest decline over 5 years | -25.18% | -19.18% | -6.00% |
Max Drawdown (10Y)Largest decline over 10 years | -34.40% | -28.58% | -5.82% |
Current DrawdownCurrent decline from peak | 0.00% | -0.45% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -13.75% | -3.66% | -10.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.09% | 1.15% | +0.94% |
Volatility
DGT vs. INKM - Volatility Comparison
State Street SPDR Global Dow ETF (DGT) has a higher volatility of 3.04% compared to SPDR SSgA Income Allocation ETF (INKM) at 1.25%. This indicates that DGT's price experiences larger fluctuations and is considered to be riskier than INKM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DGT | INKM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.04% | 1.25% | +1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 10.34% | 4.70% | +5.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.45% | 6.01% | +6.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.14% | 8.31% | +6.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.79% | 9.74% | +7.05% |
DGT vs. INKM - Expense Ratio Comparison
Both DGT and INKM have an expense ratio of 0.50%.
Dividends
DGT vs. INKM - Dividend Comparison
DGT's dividend yield for the trailing twelve months is around 2.47%, less than INKM's 4.78% 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% |
INKM SPDR SSgA Income Allocation ETF | 4.78% | 5.82% | 4.83% | 4.56% | 5.03% | 3.74% | 3.88% | 4.38% | 4.08% | 3.10% | 3.39% | 3.45% |
Frequently Asked Questions
DGT and INKM have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGT has higher volatility (3.04%) compared to INKM (1.25%). In terms of maximum drawdown, DGT dropped -55.36% vs INKM's -28.58%.
On 10-year performance, DGT leads with 13.96% vs 5.35% for INKM. Both ETFs have the same 0.50% expense ratio. On volatility, INKM has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DGT has performed better with a 13.96% return vs 5.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGT and INKM have the same expense ratio: 0.50% per year.
INKM has the higher dividend yield at 4.78%, compared with 2.47% for DGT.
DGT currently has the higher Sharpe Ratio (2.28 vs 1.96), 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.
Find the right allocation for DGT and INKM
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