SPDR® Global Dow ETF

10-Year Study

DGT.US · · US · ETF

Executive Summary: SPDR® Global Dow ETF has compounded at 13.7% annually over the last 10 years, with a maximum drawdown of 23.9% and an annualized volatility of 13.0%.

1Y CAGR
+27.5%
3Y CAGR
+22.8%
5Y CAGR
+12.9%
10Y CAGR
+13.7%

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 →
23.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.68
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +30.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -9.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.14.1-6.15.2————————7.0%
20255.12.8-1.7-0.04.83.8-0.14.33.31.90.71.930.0%
20240.53.54.1-2.84.6-0.82.93.01.9-2.72.8-3.214.2%
20238.2-2.61.42.1-3.27.43.7-2.9-3.6-2.78.04.621.0%
20221.1-3.11.7-7.13.6-9.94.0-2.9-10.49.210.6-2.4-8.0%
2021-0.56.74.22.84.2-1.4-0.42.0-2.43.7-4.35.921.5%
2020-3.3-7.4-15.08.34.32.83.36.4-4.0-2.716.14.29.7%
20198.11.80.53.3-6.46.6-0.5-2.92.61.92.73.222.2%
20185.4-4.2-2.00.4-1.1-0.54.0-0.61.6-6.81.4-6.8-9.6%
20172.72.51.62.11.00.82.70.22.71.71.92.724.9%
2016———2.2-0.8-1.65.51.40.50.01.12.611.3%

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 13.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 51.4% of variance. Idiosyncratic stock-specific factors contribute 2.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110221.355643788997
2016-05-0110135.625151932582
2016-06-019969.289360667693
2016-07-0110522.182157037516
2016-08-0110673.405720768173
2016-09-0110723.624503686899
2016-10-0110727.838100640143
2016-11-0110843.57021311077
2016-12-0111125.435540069688
2017-01-0111423.020824892634
2017-02-0111707.560165302652
2017-03-0111893.971315128436
2017-04-0112142.370958593307
2017-05-0112262.823109958674
2017-06-0112361.153877319504
2017-07-0112695.42581638441
2017-08-0112715.055506036788
2017-09-0113054.553925937931
2017-10-0113281.298111984443
2017-11-0113529.657240093997
2017-12-0113892.614050725226
2018-01-0114637.630662020907
2018-02-0114021.007211733247
2018-03-0113740.25605704562
2018-04-0113791.062312616483
2018-05-0113645.146260432706
2018-06-0113572.603516732841
2018-07-0114116.74499635362
2018-08-0114031.338627339765
2018-09-0114255.651892067093
2018-10-0113283.587229560004
2018-11-0113465.318855846366
2018-12-0112555.141398590065
2019-01-0113577.9718013127
2019-02-0113824.12284255733
2019-03-0113899.380115063608
2019-04-0114360.404343246091
2019-05-0113440.705777489668
2019-06-0114329.774734624423
2019-07-0114255.489830645816
2019-08-0113845.555465521433
2019-09-0114201.097966129164
2019-10-0114473.867595818816
2019-11-0114863.05809901953
2019-12-0115341.503929989469
2020-01-0114837.229560003245
2020-02-0113737.501012883884
2020-03-0111672.879021149016
2020-04-0112645.288064176324
2020-05-0113185.033627744917
2020-06-0113553.399238311322
2020-07-0113995.38124949356
2020-08-0114884.166599141075
2020-09-0114289.806336601572
2020-10-0113907.92885503606
2020-11-0116148.265942792317
2020-12-0116825.014180374365
2021-01-0116733.87488858277
2021-02-0117848.533344137428
2021-03-0118589.316100802207
2021-04-0119108.662182967346
2021-05-0119915.3229073819
2021-06-0119628.757799205898
2021-07-0119542.94627663885
2021-08-0119935.195689166198
2021-09-0119456.689085163278
2021-10-0120172.31180617454
2021-11-0119297.74734624423
2021-12-0120442.447937768415
2022-01-0120665.07981524998
2022-02-0120018.35345595981
2022-03-0120348.715663236366
2022-04-0118896.300948059317
2022-05-0119568.795073332793
2022-06-0117635.503605866623
2022-07-0118334.71760797342
2022-08-0117803.905680252818
2022-09-0115957.195527104775
2022-10-0117424.499635361804
2022-11-0119267.745725630015
2022-12-0118805.222429300706
2023-01-0120356.413580747103
2023-02-0119820.982902520056
2023-03-0120090.187180941575
2023-04-0120509.80471598736
2023-05-0119852.584879669394
2023-06-0121314.15606514869
2023-07-0122098.067417551254
2023-08-0121465.29859816871
2023-09-0120698.646787132326
2023-10-0120149.987845393403
2023-11-0121756.583745239444
2023-12-0122749.453042703186
2024-01-0122867.75788023661
2024-02-0123674.66169678308
2024-03-0124645.004456689087
2024-04-0123943.01515274289
2024-05-0125044.99230208249
2024-06-0124833.623693379795
2024-07-0125547.74734624423
2024-08-0126326.249898711612
2024-09-0126817.640385706185
2024-10-0126103.942144072604
2024-11-0126841.17980714691
2024-12-0125968.86394943684
2025-01-0127290.47483996435
2025-02-0128067.518839640226
2025-03-0127583.86678551171
2025-04-0127579.916538368045
2025-05-0128915.70780325743
2025-06-0130002.28911757556
2025-07-0129962.138400453772
2025-08-0131246.19155659995
2025-09-0132289.867109634557
2025-10-0132903.857061826435
2025-11-0133130.439186451666
2025-12-0133769.548658941734
2026-01-0135138.96766874646
2026-02-0136569.15971153067
2026-03-0134346.89247224699
2026-04-0136141.722712908195
Annual Return Matrix
YearAnnual Return
20170.2487254095077167
2018-0.09627220962532523
20190.2219300000645399
20200.0966991409157052
20210.21500331105893666
2022-0.08008950363732392
20230.20974123694792945
20240.14151596966707158
20250.3003860594246006
20260.07024595080983809
Total Factor Risk
0.1304942106580161
VTI.US Exposure
0.08415665257589731
VEA.US Exposure
0.5138480259167246
VWO.US Exposure
0.10021842494856019
QQQ.US Exposure
0.03594521752616427
VTV.US Exposure
0.42386927073427155
IJR.US Exposure
-0.045378341183488095
QUAL.US Exposure
-0.09980543024377644
SHV.US Exposure
0.013333937975424036
TLT.US Exposure
-0.0042668696294113915
LQD.US Exposure
-0.014365887799438593
HYG.US Exposure
0.007979643785351929
GLD.US Exposure
-0.021189609482565656
USO.US Exposure
-0.0012895078768846867
VNQ.US Exposure
-0.06325657890881434
BTC-USD.CC Exposure
-0.0007974231915639344
CPER.US Exposure
0.019671877819635815
VIX.INDX Exposure
0.0058968372165951
UUP.US Exposure
0.010232682704403988
TIP.US Exposure
0.01223549110131352
Idiosyncratic Exposure
0.02296158601160071
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
13.0%

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
$108
Avg Yield on Cost
1.08%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$107.771.08%Solid

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 →
+2.3%
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 →
+9.2%
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 →
0.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is SPDR® Global Dow ETF a high-risk investment?

SPDR® Global Dow ETF (DGT.US) has an annualized volatility of 13.0% and experienced a maximum drawdown of 23.9% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, DGT.US has generated a Compound Annual Growth Rate (CAGR) of 13.7%. It has had a positive return in 80% 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.

Run a Full Backtest on SPDR® Global Dow ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest