Find A Portfolio/Ticker
Comparison Box
SPDW: SPDR S&P World ex US (ETF)
Basic Info 35.7 0.05(0.14%) May 08
Asset Class: | EQUITY |
MyPlanIQ Rating: | (96%) |
Start Date: | 04/27/2007 |
Last Dividend Date: | 12/18/2023 |
12-Mo. Yield | 2.81% |
Expenses | - |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 05/03/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.2 | 5.0 | 11.0 | 1.8 | 7.1 | 3.6 | 5.3 | 5.3 | 17.8 | -16.0 | 11.4 | 9.9 | 22.4 | -14.2 | 24.3 | -0.2 | -4.3 | -8.3 | 15.8 | 16.2 | -16.0 | 8.4 | 27.6 | -42.9 | 0.5 |
Sharpe Ratio | NA | 0.79 | 0.64 | -0.03 | 0.24 | 0.14 | NA | 0.03 | 1.01 | -0.79 | 0.86 | 0.3 | 1.89 | -1.1 | 3.17 | -0.02 | -0.26 | -0.69 | 1.21 | 0.93 | -0.55 | 0.32 | 0.86 | -0.93 | -0.11 |
Draw Down(%) | NA | 4.7 | 12.3 | 30.2 | 34.8 | 35.0 | NA | 62.2 | 12.3 | 29.0 | 7.3 | 34.8 | 7.8 | 22.0 | 2.9 | 12.6 | 17.5 | 14.6 | 11.8 | 16.6 | 27.8 | 18.9 | 28.9 | 52.5 | 12.8 |
Standard Deviation(%) | NA | 11.4 | 12.6 | 16.6 | 20.0 | 17.2 | NA | 22.3 | 13.6 | 22.2 | 13.2 | 31.9 | 11.1 | 14.1 | 7.5 | 17.8 | 16.3 | 12.1 | 13.1 | 17.5 | 29.1 | 25.9 | 32.0 | 46.9 | 19.1 |
Treynor Ratio | NA | 0.12 | 0.09 | -0.01 | 0.06 | 0.03 | NA | 0.01 | 0.17 | -0.22 | 0.15 | 0.11 | 0.27 | -0.22 | 0.32 | 0.0 | -0.05 | -0.1 | 0.16 | 0.14 | -0.15 | 0.07 | 0.27 | -0.48 | -0.03 |
Alpha | NA | -0.02 | -0.04 | -0.01 | -0.02 | -0.02 | NA | -0.02 | -0.01 | 0.0 | -0.03 | -0.03 | 0.0 | -0.05 | 0.03 | -0.05 | -0.02 | -0.07 | -0.05 | -0.01 | -0.07 | -0.04 | 0.0 | -0.04 | 0.01 |
Beta | NA | 0.74 | 0.85 | 0.79 | 0.82 | 0.83 | NA | 0.92 | 0.8 | 0.79 | 0.79 | 0.85 | 0.77 | 0.7 | 0.74 | 1.12 | 0.91 | 0.84 | 0.98 | 1.16 | 1.1 | 1.2 | 1.03 | 0.9 | 0.73 |
RSquared | NA | 0.64 | 0.67 | 0.72 | 0.8 | 0.76 | NA | 0.72 | 0.65 | 0.78 | 0.67 | 0.87 | 0.77 | 0.72 | 0.48 | 0.74 | 0.73 | 0.66 | 0.72 | 0.75 | 0.85 | 0.76 | 0.82 | 0.62 | 0.46 |
Yield(%) | N/A | 0.0 | 2.8 | 2.6 | 3.1 | 1.9 | 1.9 | N/A | 3.1 | 2.5 | 3.3 | 2.0 | 3.7 | 2.5 | 0.9 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 1.1 | N/A | N/A | N/A | N/A | N/A | 1.1 | -17.1 | 79.0 | -36.7 | 21.0 | 252.2 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See EQUITY Asset Class Trend Rankings |