GAL vs. TUG

Last updated Jun 6, 2026

GAL (SPDR SSgA Global Allocation ETF) and TUG (STF Tactical Growth ETF) are both Diversified Portfolio funds. Both are actively managed. Over the past 3 years, GAL returned 13.22%/yr vs 21.40%/yr for TUG. A 0.74 correlation means they provide meaningful diversification when combined. GAL charges 0.35%/yr vs 0.65%/yr for TUG.

Performance

GAL vs. TUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSgA Global Allocation ETF (GAL) and STF Tactical Growth ETF (TUG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GAL achieves a 6.63% return, which is significantly lower than TUG's 13.86% return.

GAL

• 1D: -2.08%
• 1M: -1.23%
• YTD: 6.63%
• 6M: 7.09%
• 1Y: 17.53%
• 3Y*: 13.22%
• 5Y*: 6.55%
• 10Y*: 7.96%

TUG

• 1D: -4.91%
• 1M: 2.40%
• YTD: 13.86%
• 6M: 12.30%
• 1Y: 33.19%
• 3Y*: 21.40%
• 5Y*: —
• 10Y*: —

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

GAL vs. TUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GAL SPDR SSgA Global Allocation ETF	6.63%	15.95%	9.85%	13.32%	-2.23%
TUG STF Tactical Growth ETF	13.86%	20.43%	19.37%	38.24%	-12.62%

Correlation

The correlation between GAL and TUG is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (All Time) Calculated using the full available price history since May 20, 2022	0.74

The correlation between GAL and TUG has been stable across timeframes, ranging from 0.74 to 0.83 - a consistent structural relationship.

GAL vs. TUG - Sectors Allocation Comparison

Sectors	GAL	TUG
Technology	27.2%	54.6%
Financial Services	15.8%	0.3%
Industrials	12.2%	3.0%
Consumer Cyclical	9.9%	12.0%
Healthcare	7.8%	4.1%
Communication Services	7.7%	15.4%
Basic Materials	5.0%	1.1%
Consumer Defensive	4.8%	7.4%
Energy	4.3%	0.7%
Real Estate	2.7%	0.1%
Utilities	2.6%	1.4%

Return for Risk

GAL vs. TUG — Risk / Return Rank

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

GAL

GAL Risk / Return Rank: 62
GAL Sharpe Ratio Rank: 61
GAL Sortino Ratio Rank: 61
GAL Omega Ratio Rank: 63
GAL Calmar Ratio Rank: 59
GAL Martin Ratio Rank: 67

TUG

TUG Risk / Return Rank: 60
TUG Sharpe Ratio Rank: 63
TUG Sortino Ratio Rank: 57
TUG Omega Ratio Rank: 60
TUG Calmar Ratio Rank: 58
TUG Martin Ratio Rank: 61

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.

GAL vs. TUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Global Allocation ETF (GAL) and STF Tactical Growth ETF (TUG). 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.

	GAL	TUG	Difference
Sharpe ratio: Return per unit of total volatility	1.96	1.97	-0.01
Sortino ratio: Return per unit of downside risk	2.73	2.56	+0.17
Omega ratio: Gain probability vs. loss probability	1.37	1.34	+0.02
Calmar ratio: Return relative to maximum drawdown	2.81	2.71	+0.10
Martin ratio: Return relative to average drawdown	11.93	10.25	+1.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GAL vs. TUG - Sharpe Ratio Comparison

The current GAL Sharpe Ratio is 1.96, which is comparable to the TUG Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of GAL and TUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GAL	TUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.96	1.97	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.70	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	1.02	-0.34

Drawdowns

GAL vs. TUG - Drawdown Comparison

The maximum GAL drawdown since its inception was -28.31%, which is greater than TUG's maximum drawdown of -22.27%. Use the drawdown chart below to compare losses from any high point for GAL and TUG.

Drawdown Indicators

	GAL	TUG	Difference
Max Drawdown Largest peak-to-trough decline	-28.31%	-22.27%	-6.04%
Max Drawdown (1Y) Largest decline over 1 year	-6.27%	-12.31%	+6.04%
Max Drawdown (3Y) Largest decline over 3 years	-9.12%	-22.27%	+13.15%
Max Drawdown (5Y) Largest decline over 5 years	-21.14%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-28.31%	—	—
Current Drawdown Current decline from peak	-2.49%	-5.85%	+3.36%
Average Drawdown Average peak-to-trough decline	-3.74%	-4.31%	+0.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.47%	3.25%	-1.78%

Volatility

GAL vs. TUG - Volatility Comparison

The current volatility for SPDR SSgA Global Allocation ETF (GAL) is 3.18%, while STF Tactical Growth ETF (TUG) has a volatility of 6.88%. This indicates that GAL experiences smaller price fluctuations and is considered to be less risky than TUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GAL	TUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.18%	6.88%	-3.70%
Volatility (6M) Calculated over the trailing 6-month period	7.33%	13.27%	-5.94%
Volatility (1Y) Calculated over the trailing 1-year period	8.98%	16.93%	-7.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.46%	18.18%	-7.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.39%	18.18%	-6.79%

GAL vs. TUG - Expense Ratio Comparison

GAL has a 0.35% expense ratio, which is lower than TUG's 0.65% expense ratio.

Dividends

GAL vs. TUG - Dividend Comparison

GAL's dividend yield for the trailing twelve months is around 3.19%, more than TUG's 1.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GAL SPDR SSgA Global Allocation ETF	3.19%	3.47%	2.99%	2.56%	6.19%	4.05%	2.14%	2.96%	2.43%	2.26%	2.43%	3.10%
TUG STF Tactical Growth ETF	1.51%	1.75%	4.97%	1.34%	1.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GAL and TUG in my portfolio?

GAL and TUG have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GAL or TUG?

TUG has higher volatility (6.88%) compared to GAL (3.18%). In terms of maximum drawdown, GAL dropped -28.31% vs TUG's -22.27%.

Which ETF is better, GAL or TUG?

On 3-year performance, TUG leads with 21.40% vs 13.22% for GAL. On fees, GAL is cheaper at 0.35% per year. On volatility, GAL has been the lower-risk option at 3.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GAL or TUG?

Over the 3-year period, TUG has performed better with a 21.40% return vs 13.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GAL or TUG?

GAL is cheaper with a 0.35% expense ratio, compared with 0.65% for TUG.

Which ETF pays a higher dividend yield, GAL or TUG?

GAL has the higher dividend yield at 3.19%, compared with 1.51% for TUG.

What is the main difference between GAL and TUG?

They also come from different issuers: State Street and STF. Their fees differ too: 0.35% for GAL and 0.65% for TUG.

Which has better risk-adjusted returns?

TUG currently has the higher Sharpe Ratio (1.97 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.