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DGT vs. KNG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DGT and KNG 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.


Performance

DGT vs. KNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Global Dow ETF (DGT) and FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DGT:

0.87

KNG:

0.26

Sortino Ratio

DGT:

1.34

KNG:

0.51

Omega Ratio

DGT:

1.20

KNG:

1.07

Calmar Ratio

DGT:

1.04

KNG:

0.28

Martin Ratio

DGT:

5.21

KNG:

0.89

Ulcer Index

DGT:

2.93%

KNG:

4.47%

Daily Std Dev

DGT:

16.80%

KNG:

13.60%

Max Drawdown

DGT:

-55.36%

KNG:

-35.12%

Current Drawdown

DGT:

0.00%

KNG:

-4.37%

Returns By Period

In the year-to-date period, DGT achieves a 10.77% return, which is significantly higher than KNG's 2.77% return.


DGT

YTD

10.77%

1M

9.47%

6M

9.70%

1Y

14.31%

5Y*

17.82%

10Y*

10.26%

KNG

YTD

2.77%

1M

5.16%

6M

-1.67%

1Y

3.25%

5Y*

11.22%

10Y*

N/A

*Annualized

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DGT vs. KNG - Expense Ratio Comparison

DGT has a 0.50% expense ratio, which is lower than KNG's 0.75% expense ratio.


Risk-Adjusted Performance

DGT vs. KNG — Risk-Adjusted Performance Rank

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

DGT
The Risk-Adjusted Performance Rank of DGT is 8080
Overall Rank
The Sharpe Ratio Rank of DGT is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of DGT is 7676
Sortino Ratio Rank
The Omega Ratio Rank of DGT is 7979
Omega Ratio Rank
The Calmar Ratio Rank of DGT is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DGT is 8585
Martin Ratio Rank

KNG
The Risk-Adjusted Performance Rank of KNG is 3030
Overall Rank
The Sharpe Ratio Rank of KNG is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of KNG is 2828
Sortino Ratio Rank
The Omega Ratio Rank of KNG is 2727
Omega Ratio Rank
The Calmar Ratio Rank of KNG is 3434
Calmar Ratio Rank
The Martin Ratio Rank of KNG is 3030
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DGT vs. KNG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Global Dow ETF (DGT) and FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG). 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.


The current DGT Sharpe Ratio is 0.87, which is higher than the KNG Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of DGT and KNG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DGT vs. KNG - Dividend Comparison

DGT's dividend yield for the trailing twelve months is around 2.57%, less than KNG's 8.96% yield.


TTM20242023202220212020201920182017201620152014
DGT
SPDR Global Dow ETF
2.57%2.83%2.53%3.15%2.66%1.97%2.76%2.50%1.93%2.31%2.37%2.67%
KNG
FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF
8.96%9.08%5.91%4.00%3.45%3.40%4.09%3.46%0.00%0.00%0.00%0.00%

Drawdowns

DGT vs. KNG - Drawdown Comparison

The maximum DGT drawdown since its inception was -55.36%, which is greater than KNG's maximum drawdown of -35.12%. Use the drawdown chart below to compare losses from any high point for DGT and KNG. For additional features, visit the drawdowns tool.


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Volatility

DGT vs. KNG - Volatility Comparison

The current volatility for SPDR Global Dow ETF (DGT) is 3.64%, while FT Cboe Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG) has a volatility of 4.45%. This indicates that DGT experiences smaller price fluctuations and is considered to be less risky than KNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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