SPDR Bridgewater All Weather ETF

10-Year Study

ALLW.US · · US · ETF

Executive Summary: SPDR Bridgewater All Weather ETF has compounded at 21.7% annually over the last 10 years, with a maximum drawdown of 4.3% and an annualized volatility of 19.4%.

1Y CAGR
+25.4%
3Y CAGR
+21.7%
5Y CAGR
+21.7%
10Y CAGR
+21.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
4.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.95
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
9.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +8.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 8.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.84.6-4.33.2————————8.3%
2025———0.20.33.1-0.32.84.32.71.3-0.914.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 19.4%. The dominant macroeconomic risk driver is VNQ.US, accounting for 43.5% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-03-0110000
2025-04-0110023.847420913284
2025-05-0110051.670072799143
2025-06-0110361.684958702957
2025-07-0110331.876673791896
2025-08-0110625.993807743143
2025-09-0111081.081231105163
2025-10-0111383.14803401713
2025-11-0111530.206997484971
2025-12-0111429.02852745645
2026-01-0111977.821335531698
2026-02-0112530.772014754586
2026-03-0111994.451646505302
2026-04-0112372.786169843943
Annual Return Matrix
YearAnnual Return
20260.08257549100697958
Total Factor Risk
0.19440597908402119
VTI.US Exposure
0.0997782073117264
VEA.US Exposure
-0.11471589782519626
VWO.US Exposure
0.18190037308075646
QQQ.US Exposure
-0.022402463674255333
VTV.US Exposure
-0.018122805856291935
IJR.US Exposure
-0.07685707428966403
QUAL.US Exposure
0.14976683576734875
SHV.US Exposure
0.1707257751140037
TLT.US Exposure
0.005724684892790416
LQD.US Exposure
0.03131851607128251
HYG.US Exposure
0.053793602181465526
GLD.US Exposure
0.09249982001732097
USO.US Exposure
0.0023408972937296597
VNQ.US Exposure
0.4349375265336562
BTC-USD.CC Exposure
0.0016198769432098086
CPER.US Exposure
-0.01458858250177743
VIX.INDX Exposure
0.024232537031140155
UUP.US Exposure
-0.0015711746698222168
TIP.US Exposure
-0.0003809180158941197
Idiosyncratic Exposure
2.6459447070115903e-7
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is SPDR Bridgewater All Weather ETF a high-risk investment?

SPDR Bridgewater All Weather ETF (ALLW.US) has an annualized volatility of 19.4% and experienced a maximum drawdown of 4.3% over the last 10 years. Its primary macro risk driver is VNQ.US.

What is the 10-year return of ALLW.US?

Over the past 10 years, ALLW.US has generated a Compound Annual Growth Rate (CAGR) of 21.7%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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