NYSEArca - Delayed Quote USD

SPDR Portfolio MSCI Global Stock Market ETF (SPGM)

65.24 +0.37 (+0.57%)
At close: October 18 at 4:00 PM EDT

ETF Summary

The fund generally invests substantially all, but at least 80%, of its total assets in the securities comprising the index and in depositary receipts based on securities comprising the index. The index is a free float-adjusted market capitalization-weighted index that is designed to measure the combined equity market performance of developed and emerging markets.

Risk Overview

Performance & Risk

YTD Return 18.30%
5y Average Return 12.25%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 1.00
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
SPGMCategory AverageSPGMCategory AverageSPGMCategory Average
Alpha -0.04 -0.9 0.17 -1.01 0.29 -0.29
BETA 1 0.97 1 0.96 1 0.95
Mean Annual Return 0.76 0.68 1.11 0.97 0.87 0.78
R-squared 99.76 92.08 99.74 92.93 99.71 91.96
Standard Deviation 16.55 16.78 17.48 17.4 14.84 14.57
Sharpe Ratio 0.32 0.26 0.62 0.53 0.58 0.53
Treynor Ratio 4.17 3.26 9.9 8.46 7.95 7.33

Related Tickers