GSIB vs. DGT

In the year-to-date period, GSIB achieves a 22.77% return, which is significantly higher than DGT's 10.30% return.

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GSIB has a 0.35% expense ratio, which is lower than DGT's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Themes Global Systemically Important Banks ETF (GSIB) and 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.

The current GSIB Sharpe Ratio is 1.76, which is higher than the DGT Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of GSIB 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.

GSIB's dividend yield for the trailing twelve months is around 1.36%, less than DGT's 2.58% yield.

The maximum GSIB drawdown since its inception was -17.71%, smaller than the maximum DGT drawdown of -55.36%. Use the drawdown chart below to compare losses from any high point for GSIB and DGT. For additional features, visit the drawdowns tool.

Themes Global Systemically Important Banks ETF (GSIB) has a higher volatility of 4.64% compared to SPDR Global Dow ETF (DGT) at 3.87%. This indicates that GSIB's price experiences larger fluctuations and is considered to be riskier than DGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.