Snapshot*
Top 10 Holdings
What is DGT?
The SPDR Global Dow ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the Global Dow Index (the Index ). The Global Dow Index is made up of 150 constituents from around the world selected by an Averages Committee comprised of the managing editor of the Wall Street Journal, the head of Dow Jones Indexes research and the head of CME Group research. The index returns are reflective of the Dow Jones Global Titans Index from fund inception until 5/2/2011 and of The Global Dow effective 5/2/2011.
DGTPerformance Measures**
for the time period Sep 29, 2000 to Dec 4, 2025
1M Trailing Return: 2.7%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: 6.6%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -56.5%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 21.3%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: 0.32
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: 0.08
The annualized return divided by the max drawdown for the selected time period.
ETFs related toDGT
ETFs correlated to DGT include SPGM, VT, SPDW
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Trading Strategies
Related toDGT
SPDRverse
Category
Cross-asset momentum, sector rotation, SPDR ETFs, daily rebalancing, tactical allocation
OOS Cumulative Return
-3.32%
Create your own algorithmic trading strategy with DGT using Composer
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.