GIN.L vs. DGRO
Compare and contrast key facts about SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (GIN.L) and iShares Core Dividend Growth ETF (DGRO).
GIN.L and DGRO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GIN.L is a passively managed fund by State Street that tracks the performance of the Morningstar EAA USD Mod Tgt Alloc NR USD. It was launched on Apr 14, 2015. DGRO is a passively managed fund by iShares that tracks the performance of the Morningstar US Dividend Growth Index. It was launched on Jun 10, 2014. Both GIN.L and DGRO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GIN.L or DGRO.
Key characteristics
| GIN.L | DGRO | |
|---|---|---|
| YTD Return | 2.01% | 21.23% |
| 1Y Return | 7.75% | 33.72% |
| 3Y Return (Ann) | 0.02% | 8.55% |
| 5Y Return (Ann) | 1.92% | 12.22% |
| Sharpe Ratio | 0.79 | 3.32 |
| Sortino Ratio | 1.19 | 4.70 |
| Omega Ratio | 1.14 | 1.62 |
| Calmar Ratio | 0.69 | 3.79 |
| Martin Ratio | 4.18 | 22.54 |
| Ulcer Index | 1.64% | 1.44% |
| Daily Std Dev | 8.73% | 9.76% |
| Max Drawdown | -15.71% | -35.10% |
| Current Drawdown | -3.56% | 0.00% |
Correlation
The correlation between GIN.L and DGRO is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GIN.L vs. DGRO - Performance Comparison
In the year-to-date period, GIN.L achieves a 2.01% return, which is significantly lower than DGRO's 21.23% 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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GIN.L vs. DGRO - Expense Ratio Comparison
GIN.L has a 0.40% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Risk-Adjusted Performance
GIN.L vs. DGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (GIN.L) and iShares Core Dividend Growth ETF (DGRO). 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
GIN.L vs. DGRO - Dividend Comparison
GIN.L has not paid dividends to shareholders, while DGRO's dividend yield for the trailing twelve months is around 2.15%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GIN.L SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF | 0.00% | 2.80% | 2.47% | 87.23% | 2.23% | 2.37% | 2.16% | 2.30% | 2.17% | 1.81% | 0.00% |
DGRO iShares Core Dividend Growth ETF | 2.15% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% |
Drawdowns
GIN.L vs. DGRO - Drawdown Comparison
The maximum GIN.L drawdown since its inception was -15.71%, smaller than the maximum DGRO drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for GIN.L and DGRO. For additional features, visit the drawdowns tool.
Volatility
GIN.L vs. DGRO - Volatility Comparison
The current volatility for SPDR Morningstar Multi-Asset Global Infrastructure UCITS ETF (GIN.L) is 2.53%, while iShares Core Dividend Growth ETF (DGRO) has a volatility of 3.37%. This indicates that GIN.L experiences smaller price fluctuations and is considered to be less risky than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.