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INTL vs. SPDW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

INTL vs. SPDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Main International ETF (INTL) and SPDR Portfolio World ex-US ETF (SPDW). The values are adjusted to include any dividend payments, if applicable.

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INTL vs. SPDW - Yearly Performance Comparison


2026 (YTD)2025202420232022
INTL
Main International ETF
1.65%29.55%2.00%18.20%-2.66%
SPDW
SPDR Portfolio World ex-US ETF
2.79%34.75%3.55%17.81%-3.02%

Returns By Period

In the year-to-date period, INTL achieves a 1.65% return, which is significantly lower than SPDW's 2.79% return.


INTL

1D
3.54%
1M
-7.53%
YTD
1.65%
6M
4.66%
1Y
25.20%
3Y*
14.42%
5Y*
10Y*

SPDW

1D
3.30%
1M
-8.46%
YTD
2.79%
6M
8.61%
1Y
29.84%
3Y*
16.03%
5Y*
8.28%
10Y*
9.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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INTL vs. SPDW - Expense Ratio Comparison

INTL has a 1.04% expense ratio, which is higher than SPDW's 0.04% expense ratio.


Return for Risk

INTL vs. SPDW — Risk / Return Rank

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

INTL
INTL Risk / Return Rank: 8080
Overall Rank
INTL Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
INTL Sortino Ratio Rank: 8080
Sortino Ratio Rank
INTL Omega Ratio Rank: 8181
Omega Ratio Rank
INTL Calmar Ratio Rank: 8080
Calmar Ratio Rank
INTL Martin Ratio Rank: 7878
Martin Ratio Rank

SPDW
SPDW Risk / Return Rank: 8787
Overall Rank
SPDW Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SPDW Sortino Ratio Rank: 8888
Sortino Ratio Rank
SPDW Omega Ratio Rank: 8787
Omega Ratio Rank
SPDW Calmar Ratio Rank: 8686
Calmar Ratio Rank
SPDW Martin Ratio Rank: 8787
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.

INTL vs. SPDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Main International ETF (INTL) and SPDR Portfolio World ex-US ETF (SPDW). 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.


INTLSPDWDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.71

-0.26

Sortino ratio

Return per unit of downside risk

2.01

2.34

-0.33

Omega ratio

Gain probability vs. loss probability

1.31

1.34

-0.04

Calmar ratio

Return relative to maximum drawdown

2.11

2.49

-0.38

Martin ratio

Return relative to average drawdown

8.18

9.76

-1.58

INTL vs. SPDW - Sharpe Ratio Comparison

The current INTL Sharpe Ratio is 1.45, which is comparable to the SPDW Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of INTL and SPDW, 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


INTLSPDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.71

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.21

+0.71

Correlation

The correlation between INTL and SPDW is 0.92, 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

INTL vs. SPDW - Dividend Comparison

INTL's dividend yield for the trailing twelve months is around 2.53%, less than SPDW's 3.21% yield.


TTM20252024202320222021202020192018201720162015
INTL
Main International ETF
2.53%2.57%2.71%2.86%1.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPDW
SPDR Portfolio World ex-US ETF
3.21%3.30%3.19%2.75%3.12%3.04%1.87%3.13%3.08%1.86%3.11%2.78%

Drawdowns

INTL vs. SPDW - Drawdown Comparison

The maximum INTL drawdown since its inception was -14.48%, smaller than the maximum SPDW drawdown of -60.02%. Use the drawdown chart below to compare losses from any high point for INTL and SPDW.


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Drawdown Indicators


INTLSPDWDifference

Max Drawdown

Largest peak-to-trough decline

-14.48%

-60.02%

+45.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-11.55%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-30.21%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

Current Drawdown

Current decline from peak

-7.77%

-8.63%

+0.86%

Average Drawdown

Average peak-to-trough decline

-2.92%

-13.01%

+10.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.94%

+0.04%

Volatility

INTL vs. SPDW - Volatility Comparison

Main International ETF (INTL) and SPDR Portfolio World ex-US ETF (SPDW) have volatilities of 8.36% and 8.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INTLSPDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

8.31%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.71%

11.51%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

17.49%

17.57%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

16.26%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.27%

17.15%

-1.88%