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EDOW vs. DGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EDOW vs. DGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dow 30 Equal Weight ETF (EDOW) and State Street SPDR Global Dow ETF (DGT). The values are adjusted to include any dividend payments, if applicable.

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EDOW vs. DGT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDOW
First Trust Dow 30 Equal Weight ETF
-1.45%15.46%13.17%15.47%-7.45%18.82%6.64%24.69%-2.04%11.90%
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%9.13%

Returns By Period

In the year-to-date period, EDOW achieves a -1.45% return, which is significantly lower than DGT's 2.04% return.


EDOW

1D
1.76%
1M
-5.43%
YTD
-1.45%
6M
2.32%
1Y
13.51%
3Y*
13.00%
5Y*
8.29%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EDOW vs. DGT - Expense Ratio Comparison

Both EDOW and DGT have an expense ratio of 0.50%.


Return for Risk

EDOW vs. DGT — Risk / Return Rank

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

EDOW
EDOW Risk / Return Rank: 5353
Overall Rank
EDOW Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EDOW Sortino Ratio Rank: 5151
Sortino Ratio Rank
EDOW Omega Ratio Rank: 5252
Omega Ratio Rank
EDOW Calmar Ratio Rank: 5353
Calmar Ratio Rank
EDOW Martin Ratio Rank: 5858
Martin Ratio Rank

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
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.

EDOW vs. DGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dow 30 Equal Weight ETF (EDOW) and State Street SPDR Global Dow ETF (DGT). 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.


EDOWDGTDifference

Sharpe ratio

Return per unit of total volatility

0.86

1.53

-0.66

Sortino ratio

Return per unit of downside risk

1.34

2.13

-0.79

Omega ratio

Gain probability vs. loss probability

1.19

1.34

-0.15

Calmar ratio

Return relative to maximum drawdown

1.29

2.01

-0.72

Martin ratio

Return relative to average drawdown

5.49

9.79

-4.31

EDOW vs. DGT - Sharpe Ratio Comparison

The current EDOW Sharpe Ratio is 0.86, which is lower than the DGT Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of EDOW and DGT, 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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Sharpe Ratios by Period


EDOWDGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

1.53

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.86

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.27

+0.32

Correlation

The correlation between EDOW and DGT is 0.83, 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

EDOW vs. DGT - Dividend Comparison

EDOW's dividend yield for the trailing twelve months is around 1.33%, less than DGT's 2.79% yield.


TTM20252024202320222021202020192018201720162015
EDOW
First Trust Dow 30 Equal Weight ETF
1.33%1.31%1.65%1.93%1.91%1.52%1.84%1.88%1.82%0.75%0.00%0.00%
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%

Drawdowns

EDOW vs. DGT - Drawdown Comparison

The maximum EDOW drawdown since its inception was -33.72%, smaller than the maximum DGT drawdown of -55.36%. Use the drawdown chart below to compare losses from any high point for EDOW and DGT.


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Drawdown Indicators


EDOWDGTDifference

Max Drawdown

Largest peak-to-trough decline

-33.72%

-55.36%

+21.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-12.45%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-25.18%

+3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-34.40%

Current Drawdown

Current decline from peak

-6.80%

-5.87%

-0.93%

Average Drawdown

Average peak-to-trough decline

-4.11%

-13.92%

+9.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.56%

+0.11%

Volatility

EDOW vs. DGT - Volatility Comparison

The current volatility for First Trust Dow 30 Equal Weight ETF (EDOW) is 4.20%, while State Street SPDR Global Dow ETF (DGT) has a volatility of 5.86%. This indicates that EDOW experiences smaller price fluctuations and is considered to be less risky than DGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDOWDGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

5.86%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

9.08%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

15.75%

16.40%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

15.10%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.85%

16.94%

+0.91%