Summary
DGT
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 30.91% Volatility 16.47% Sharpe 1.32
Official loaded data — not a live quote.

SPDR(R) GLOBAL DOW ETF

Symbol: DGT

Exchange: NYSE

Sector: Technology

Category: Global Large-Stock Value

Inception date: 25/09/2000

Latest date: 03/06/2026

Current price: $187.30

Expense ratio: 0.50%

Assets under management
$586.2M
-0.73% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

5.01%

Ann. -39.14% (Sharpe / Sortino numerator)

Volatility

20.14%

Sharpe ratio

-2.123

VaR 95%

-2.00%

CVaR 95%: -2.30%
Max drawdown: -6.22%
Sortino ratio: -3.291
Calmar ratio: -6.29

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

7.37%

Ann. 8.98% (Sharpe / Sortino numerator)

Volatility

15.17%

Sharpe ratio

0.353

VaR 95%

-1.59%

CVaR 95%: -1.96%
Max drawdown: -8.68%
Sortino ratio: 0.480
Calmar ratio: 1.03

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

14.40%

Ann. 13.73% (Sharpe / Sortino numerator)

Volatility

13.05%

Sharpe ratio

0.774

VaR 95%

-1.51%

CVaR 95%: -1.88%
Max drawdown: -8.68%
Sortino ratio: 1.045
Calmar ratio: 1.58

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

30.91%

Ann. 25.32% (Sharpe / Sortino numerator)

Volatility

16.47%

Sharpe ratio

1.317

VaR 95%

-1.29%

CVaR 95%: -2.36%
Max drawdown: -9.20%
Sortino ratio: 1.518
Calmar ratio: 2.75

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

51.53%

Ann. 19.24% (Sharpe / Sortino numerator)

Volatility

14.35%

Sharpe ratio

1.087

VaR 95%

-1.28%

CVaR 95%: -2.09%
Max drawdown: -14.68%
Sortino ratio: 1.336
Calmar ratio: 1.31

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

85.87%

Ann. 20.00% (Sharpe / Sortino numerator)

Volatility

13.31%

Sharpe ratio

1.229

VaR 95%

-1.21%

CVaR 95%: -1.86%
Max drawdown: -14.68%
Sortino ratio: 1.602
Calmar ratio: 1.36

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.11%

Best day

2.862%

08/04/2026
Worst day

-2.26%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $188.68 $188.68 $187.30 $187.30 6,100
02/06/2026 $187.51 $188.54 $187.51 $188.39 7,100
01/06/2026 $187.46 $188.02 $186.41 $187.45 44,200
29/05/2026 $187.63 $187.97 $187.07 $187.35 12,800
28/05/2026 $187.00 $187.48 $186.03 $187.39 27,500
27/05/2026 $188.11 $188.11 $186.75 $187.20 10,600
26/05/2026 $188.44 $188.44 $187.40 $187.78 16,300
22/05/2026 $186.32 $187.15 $186.19 $186.62 11,600
21/05/2026 $184.90 $186.38 $183.67 $186.00 11,400
20/05/2026 $183.30 $185.55 $183.21 $185.38 15,200