GAL vs. DFE
Compare and contrast key facts about SPDR SSgA Global Allocation ETF (GAL) and WisdomTree Europe SmallCap Dividend Fund (DFE).
GAL and DFE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GAL is an actively managed fund by State Street. It was launched on Apr 25, 2012. DFE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Europe SmallCap Dividend Index. It was launched on Jun 16, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GAL or DFE.
Key characteristics
| GAL | DFE | |
|---|---|---|
| YTD Return | 11.25% | -0.13% |
| 1Y Return | 20.73% | 14.82% |
| 3Y Return (Ann) | 2.82% | -3.84% |
| 5Y Return (Ann) | 6.75% | 3.51% |
| 10Y Return (Ann) | 5.90% | 5.14% |
| Sharpe Ratio | 2.33 | 0.90 |
| Sortino Ratio | 3.39 | 1.35 |
| Omega Ratio | 1.43 | 1.16 |
| Calmar Ratio | 1.93 | 0.57 |
| Martin Ratio | 15.98 | 4.54 |
| Ulcer Index | 1.26% | 3.29% |
| Daily Std Dev | 8.68% | 16.58% |
| Max Drawdown | -28.31% | -69.38% |
| Current Drawdown | -1.12% | -15.09% |
Correlation
The correlation between GAL and DFE is 0.77, 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
GAL vs. DFE - Performance Comparison
In the year-to-date period, GAL achieves a 11.25% return, which is significantly higher than DFE's -0.13% return. Over the past 10 years, GAL has outperformed DFE with an annualized return of 5.90%, while DFE has yielded a comparatively lower 5.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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GAL vs. DFE - Expense Ratio Comparison
GAL has a 0.35% expense ratio, which is lower than DFE's 0.58% expense ratio.
Risk-Adjusted Performance
GAL vs. DFE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Global Allocation ETF (GAL) and WisdomTree Europe SmallCap Dividend Fund (DFE). 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.
Dividends
GAL vs. DFE - Dividend Comparison
GAL's dividend yield for the trailing twelve months is around 2.21%, less than DFE's 4.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAL SPDR SSgA Global Allocation ETF | 2.21% | 2.56% | 6.19% | 4.05% | 2.14% | 2.96% | 2.43% | 2.26% | 2.43% | 3.10% | 3.36% | 2.50% |
DFE WisdomTree Europe SmallCap Dividend Fund | 4.07% | 4.97% | 5.84% | 2.56% | 2.43% | 3.39% | 4.97% | 2.53% | 4.05% | 2.78% | 2.98% | 2.39% |
Drawdowns
GAL vs. DFE - Drawdown Comparison
The maximum GAL drawdown since its inception was -28.31%, smaller than the maximum DFE drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for GAL and DFE. For additional features, visit the drawdowns tool.
Volatility
GAL vs. DFE - Volatility Comparison
The current volatility for SPDR SSgA Global Allocation ETF (GAL) is 2.36%, while WisdomTree Europe SmallCap Dividend Fund (DFE) has a volatility of 4.82%. This indicates that GAL experiences smaller price fluctuations and is considered to be less risky than DFE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.