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DIVS vs. SPGM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DIVS vs. SPGM

Last updated Aug 2, 2026
Documentation

DIVS (SmartETFs Dividend Builder ETF) and SPGM (SPDR Portfolio MSCI Global Stock Market ETF) are both Global Equities funds. DIVS is actively managed, while SPGM is passively managed. Over the past 5 years, DIVS returned 9.70%/yr vs 11.13%/yr for SPGM. Their correlation of 0.83 means they have usually moved in the same direction. DIVS charges 0.65%/yr vs 0.09%/yr for SPGM.

Performance

DIVS vs. SPGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SmartETFs Dividend Builder ETF (DIVS) and SPDR Portfolio MSCI Global Stock Market ETF (SPGM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with DIVS having a 12.05% return and SPGM slightly lower at 11.77%.

DIVS

1D
-0.08%
1M
2.99%
6M
8.15%
YTD
12.05%
1Y
16.97%
3Y*
13.13%
5Y*
9.70%
10Y*
—
ALL TIME*
10.99%

SPGM

1D
0.22%
1M
-0.02%
6M
8.38%
YTD
11.77%
1Y
25.45%
3Y*
18.71%
5Y*
11.13%
10Y*
12.68%
ALL TIME*
11.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DIVS

SmartETFs Dividend Builder ETF
$40.08K$44.03K$61.52K

SPGM

SPDR Portfolio MSCI Global Stock Market ETF
$10.27M$14.25M$20.66M

DIVS vs. SPGM - Yearly Performance Comparison

2026 (YTD)20252024202320222021
DIVS
SmartETFs Dividend Builder ETF		12.05%11.66%12.60%15.98%-8.97%17.30%
SPGM
SPDR Portfolio MSCI Global Stock Market ETF		11.77%23.62%16.75%21.34%-17.53%12.56%

Correlation

The correlation between DIVS and SPGM is 0.70, 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.

0.70

Correlation (3Y)
Balances recent behavior with more history.

0.78

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.84

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2021

0.83

The correlation between DIVS and SPGM shifts across timeframes, from 0.70 (1 year) to 0.84 (5 years), reflecting how their relationship changes across market environments.

DIVS vs. SPGM - Sectors Allocation Comparison

Sectors
DIVS
SPGM

Industrials

25.2%
12.7%

Technology

21.4%
30.7%

Consumer Defensive

21.0%
4.5%

Healthcare

13.6%
8.4%

Financial Services

13.1%
16.4%

Communication Services

3.3%
7.7%

Consumer Cyclical

2.4%
8.7%

Basic Materials

-

3.5%

Energy

-

3.7%

Real Estate

-

1.8%

Utilities

-

2.0%

Industrials

DIVS
25.2%
SPGM
12.7%

Technology

DIVS
21.4%
SPGM
30.7%

Consumer Defensive

DIVS
21.0%
SPGM
4.5%

Healthcare

DIVS
13.6%
SPGM
8.4%

Financial Services

DIVS
13.1%
SPGM
16.4%

Communication Services

DIVS
3.3%
SPGM
7.7%

Consumer Cyclical

DIVS
2.4%
SPGM
8.7%

Basic Materials

DIVS

-

SPGM
3.5%

Energy

DIVS

-

SPGM
3.7%

Real Estate

DIVS

-

SPGM
1.8%

Utilities

DIVS

-

SPGM
2.0%

Compare stocks, funds, or ETFs

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

SmartETFs Dividend Builder ETF

SPDR Portfolio MSCI Global Stock Market ETF

Often compared with DIVS:
DIVS vs. VIGDIVS vs. PICKDIVS vs. SCHDDIVS vs. JEPIDIVS vs. DGRWDIVS vs. SPYDIVS vs. VYM
Often compared with SPGM:
SPGM vs. VTSPGM vs. VOOSPGM vs. VXUSSPGM vs. CWISPGM vs. QWLDSPGM vs. SPGPSPGM vs. SWRD.AS

Return for Risk

DIVS vs. SPGM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
DIVS
DIVS Risk / Return Rank: 6161
Overall Rank
DIVS Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DIVS Sortino Ratio Rank: 7373
Sortino Ratio Rank
DIVS Omega Ratio Rank: 6767
Omega Ratio Rank
DIVS Calmar Ratio Rank: 4444
Calmar Ratio Rank
DIVS Martin Ratio Rank: 5050
Martin Ratio Rank
SPGM
SPGM Risk / Return Rank: 7676
Overall Rank
SPGM Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SPGM Sortino Ratio Rank: 7575
Sortino Ratio Rank
SPGM Omega Ratio Rank: 7575
Omega Ratio Rank
SPGM Calmar Ratio Rank: 7373
Calmar Ratio Rank
SPGM Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DIVS vs. SPGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SmartETFs Dividend Builder ETF (DIVS) and SPDR Portfolio MSCI Global Stock Market ETF (SPGM). 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.

DIVSSPGMDifference
Sharpe ratioReturn per unit of total volatility
1.59
1.72

-0.13

Sortino ratioReturn per unit of downside risk
2.33
2.38

-0.05

Omega ratioGain probability vs. loss probability

1.28

1.31

-0.03

Calmar ratioReturn relative to maximum drawdown

1.57

2.54

-0.97

Martin ratioReturn relative to average drawdown

5.75

10.70

-4.95

DIVS vs. SPGM - Sharpe Ratio Comparison

The current DIVS Sharpe Ratio is 1.59, which is comparable to the SPGM Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of DIVS and SPGM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

DIVS vs. SPGM - Drawdown Comparison

The maximum DIVS drawdown since its inception was -29.55%, smaller than the maximum SPGM drawdown of -33.97%. Use the drawdown chart below to compare losses from any high point for DIVS and SPGM.

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Drawdown Indicators

DIVSSPGMDifference

Max Drawdown

Largest peak-to-trough decline

-29.55%

-33.97%

+4.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.62%

-9.50%

-1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

-16.90%

+4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

-25.93%

+5.22%

Max Drawdown (10Y)

Largest decline over 10 years

—

-33.97%

—

Current Drawdown

Current decline from peak

-0.08%

-1.83%

+1.75%

Average Drawdown

Average peak-to-trough decline

-3.64%

-4.77%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

2.25%

+0.65%

Volatility

DIVS vs. SPGM - Volatility Comparison

The current volatility for SmartETFs Dividend Builder ETF (DIVS) is 3.12%, while SPDR Portfolio MSCI Global Stock Market ETF (SPGM) has a volatility of 3.94%. This indicates that DIVS experiences smaller price fluctuations and is considered to be less risky than SPGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DIVSSPGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

3.94%

-0.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.69%

11.76%

-3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

10.53%

14.05%

-3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.07%

16.18%

-3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.88%

17.35%

+8.53%

DIVS vs. SPGM - Expense Ratio Comparison

DIVS has a 0.65% expense ratio, which is higher than SPGM's 0.09% expense ratio.

Dividends

DIVS vs. SPGM - Dividend Comparison

DIVS's dividend yield for the trailing twelve months is around 2.78%, more than SPGM's 1.81% yield.

PositionTTM20252024202320222021202020192018201720162015
DIVS
SmartETFs Dividend Builder ETF		2.78%2.61%2.66%3.14%5.93%3.76%0.00%0.00%0.00%0.00%0.00%0.00%
SPGM
SPDR Portfolio MSCI Global Stock Market ETF		1.81%1.89%1.98%2.09%2.37%1.94%1.45%2.46%1.89%2.29%1.87%3.70%

Frequently Asked Questions

DIVS and SPGM have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPGM has higher volatility (3.94%) compared to DIVS (3.12%). In terms of maximum drawdown, DIVS dropped -29.55% vs SPGM's -33.97%.

On 5-year performance, SPGM leads with 11.13% vs 9.70% for DIVS. On fees, SPGM is cheaper at 0.09% per year. On volatility, DIVS has been the lower-risk option at 3.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPGM has performed better with a 11.13% return vs 9.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPGM is cheaper with a 0.09% expense ratio, compared with 0.65% for DIVS.

DIVS has the higher dividend yield at 2.78%, compared with 1.81% for SPGM.

They also come from different issuers: Guinness Atkinson and State Street. Their fees differ too: 0.65% for DIVS and 0.09% for SPGM.

SPGM currently has the higher Sharpe Ratio (1.72 vs 1.59), 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.

Portfolio Optimizer

Find the right allocation for DIVS and SPGM

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