SPGM vs. SWTSX
Compare and contrast key facts about SPDR Portfolio MSCI Global Stock Market ETF (SPGM) and Schwab Total Stock Market Index Fund (SWTSX).
SPGM is a passively managed fund by State Street that tracks the performance of the MSCI AC World IMI. It was launched on Feb 27, 2012. SWTSX is managed by Charles Schwab. It was launched on Jun 1, 1999.
Performance
SPGM vs. SWTSX - Performance Comparison
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SPGM vs. SWTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPGM SPDR Portfolio MSCI Global Stock Market ETF | -1.30% | 23.62% | 16.75% | 21.34% | -17.53% | 21.13% | 15.28% | 26.58% | -10.12% | 23.26% |
SWTSX Schwab Total Stock Market Index Fund | -6.77% | 17.04% | 23.84% | 26.05% | -19.54% | 25.65% | 20.71% | 30.90% | -5.35% | 21.08% |
Returns By Period
In the year-to-date period, SPGM achieves a -1.30% return, which is significantly higher than SWTSX's -6.77% return. Over the past 10 years, SPGM has underperformed SWTSX with an annualized return of 11.73%, while SWTSX has yielded a comparatively higher 13.21% annualized return.
SPGM
- 1D
- 3.20%
- 1M
- -6.16%
- YTD
- -1.30%
- 6M
- 2.27%
- 1Y
- 23.79%
- 3Y*
- 17.35%
- 5Y*
- 9.70%
- 10Y*
- 11.73%
SWTSX
- 1D
- -0.46%
- 1M
- -7.67%
- YTD
- -6.77%
- 6M
- -4.59%
- 1Y
- 14.70%
- 3Y*
- 16.68%
- 5Y*
- 10.10%
- 10Y*
- 13.21%
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SPGM vs. SWTSX - Expense Ratio Comparison
SPGM has a 0.09% expense ratio, which is higher than SWTSX's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
SPGM vs. SWTSX — Risk / Return Rank
SPGM
SWTSX
SPGM vs. SWTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio MSCI Global Stock Market ETF (SPGM) and Schwab Total Stock Market Index Fund (SWTSX). 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.
| SPGM | SWTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 0.83 | +0.54 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.28 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.19 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.04 | +0.95 |
Martin ratioReturn relative to average drawdown | 9.40 | 5.04 | +4.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SPGM | SWTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 0.83 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.58 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.71 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.40 | +0.20 |
Correlation
The correlation between SPGM and SWTSX is 0.79, 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
SPGM vs. SWTSX - Dividend Comparison
SPGM's dividend yield for the trailing twelve months is around 1.91%, more than SWTSX's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPGM SPDR Portfolio MSCI Global Stock Market ETF | 1.91% | 1.89% | 1.98% | 2.09% | 2.37% | 1.94% | 1.45% | 2.46% | 1.89% | 2.29% | 1.87% | 3.70% |
SWTSX Schwab Total Stock Market Index Fund | 1.18% | 1.10% | 1.24% | 1.41% | 1.62% | 1.46% | 1.63% | 1.92% | 2.58% | 1.83% | 2.32% | 2.79% |
Drawdowns
SPGM vs. SWTSX - Drawdown Comparison
The maximum SPGM drawdown since its inception was -33.97%, smaller than the maximum SWTSX drawdown of -54.60%. Use the drawdown chart below to compare losses from any high point for SPGM and SWTSX.
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Drawdown Indicators
| SPGM | SWTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.97% | -54.60% | +20.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -12.42% | +0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -25.93% | -25.40% | -0.53% |
Max Drawdown (10Y)Largest decline over 10 years | -33.97% | -35.01% | +1.04% |
Current DrawdownCurrent decline from peak | -6.60% | -8.88% | +2.28% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -10.63% | +5.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.56% | -0.03% |
Volatility
SPGM vs. SWTSX - Volatility Comparison
SPDR Portfolio MSCI Global Stock Market ETF (SPGM) has a higher volatility of 6.58% compared to Schwab Total Stock Market Index Fund (SWTSX) at 4.45%. This indicates that SPGM's price experiences larger fluctuations and is considered to be riskier than SWTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPGM | SWTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 4.45% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.18% | 9.42% | +0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.47% | 18.52% | -1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.95% | 17.41% | -1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.56% | 18.57% | -1.01% |