DGT vs ETJ

Comparison between STATE STREET(R) SPDR(R) GLOBAL DOW ETF (DGT, ETF) and Eaton Vance Risk-Managed Diversified Equity Income Fund (ETJ, ETF).

5-Year PerformanceDGT has outperformed ETJ, delivering a return of +14.0% compared to +2.8%

DGT vs ETJ - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DGT(ETF)	ETJ(ETF)
Net Assets	$628M	$626M
Expense Ratio	0.50%	N/A
Max Drawdown	58.33%	67.20%
Sharpe Ratio	1.85	0.02
5Y Beta	0.78	0.68
P/E Ratio	24.84	N/A
Forward P/E	19.34	N/A
PEG Ratio	0.52	N/A
5Y Dividends CAGR	16.91%	-1.48%
5Y EPS CAGR	13.27%	N/A
P/S Ratio	2.02	N/A
P/B Ratio	3.93	N/A

Net Assets

Winner

DGT

$628M

ETJ

$626M

Expense Ratio

DGT

0.50%

ETJ

N/A

Max Drawdown

Winner

DGT

58.33%

ETJ

67.20%

Sharpe Ratio

Winner

DGT

1.85

ETJ

0.02

5Y Beta

DGT

0.78

Winner

ETJ

0.68

P/E Ratio

DGT

24.84

ETJ

N/A

Forward P/E

DGT

19.34

ETJ

N/A

PEG Ratio

DGT

0.52

ETJ

N/A

5Y Dividends CAGR

Winner

DGT

16.91%

ETJ

-1.48%

5Y EPS CAGR

DGT

13.27%

ETJ

N/A

P/S Ratio

DGT

2.02

ETJ

N/A

P/B Ratio

DGT

3.93

ETJ

N/A

DGT vs ETJ - Historical Returns

Returns include dividend reinvestment.

Period	DGT	ETJ
1 month	+3.14%	+1.87%
3 months	+9.90%	+1.62%
6 months	+14.23%	+1.29%
1 year	+29.84%	+3.91%
5 years(CAGR)	+13.97%	+2.79%
10 years(CAGR)	+14.42%	+8.43%
Max(CAGR)	+5.60%	+5.38%

Winner

DGT

+3.14%

ETJ

+1.87%

Winner

DGT

+9.90%

ETJ

+1.62%

Winner

DGT

+14.23%

ETJ

+1.29%

Winner

DGT

+29.84%

ETJ

+3.91%

5Y(CAGR)

Winner

DGT

+13.97%

ETJ

+2.79%

10Y(CAGR)

Winner

DGT

+14.42%

ETJ

+8.43%

Max(CAGR)

Winner

DGT

+5.60%

ETJ

+5.38%

DGT vs ETJ - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

Year	DGT	ETJ
2026	+12.62%	-0.67%
2025	+30.03%	+4.37%
2024	+14.54%	+30.50%
2023	+20.34%	+14.46%
2022	-8.80%	-23.01%
2021	+21.88%	+15.18%
2020	+8.54%	+22.42%
2019	+21.99%	+26.64%
2018	-10.53%	-8.47%
2017	+24.07%	+18.00%
2016	+10.81%	+0.02%
2015	-3.86%	+4.14%
2014	+4.02%	+4.34%
2013	+23.45%	+17.40%
2012	+11.86%	+9.78%
2011	-12.82%	-13.13%
2010	+2.85%	-11.37%
2009	+19.97%	+3.45%
2008	-37.15%	+6.37%
2007	+5.86%	-4.18%
2006	+17.48%	N/A
2005	+3.80%	N/A
2004	+7.15%	N/A
2003	+21.09%	N/A
2002	-23.14%	N/A
2001	-11.47%	N/A
2000	-9.42%	N/A

DGT vs ETJ Drawdown Comparison

The maximum drawdown for DGT was -55.36%, occurring on Mar 9, 2009. Recovery took 1614 trading sessions.

The maximum drawdown for ETJ was -32.81%, occurring on Mar 18, 2020. Recovery took 73 trading sessions.

The current DGT drawdown is -0.45%. The current ETJ drawdown is -2.72%.

Rank	DGT	ETJ
#1	-55.36% Oct 31, 2007 - Apr 1, 2014	-32.81% Feb 19, 2020 - Jun 3, 2020
#2	-46.20% Oct 4, 2000 - Jan 24, 2007	-31.32% Apr 22, 2010 - Jan 14, 2014
#3	-34.40% Feb 12, 2020 - Nov 10, 2020	-30.40% Jul 31, 2008 - Jul 21, 2009
#4	-25.20% Feb 9, 2022 - Jul 3, 2023	-28.53% Nov 12, 2021 - Aug 16, 2024
#5	-21.38% May 18, 2015 - Dec 8, 2016	-19.65% Oct 1, 2018 - Apr 17, 2019
#6	-19.38% Jan 29, 2018 - Nov 25, 2019	-15.45% Dec 26, 2024 - Jun 30, 2025
#7	-14.67% Feb 18, 2025 - May 12, 2025	-15.30% Jul 27, 2007 - Apr 24, 2008
#8	-10.27% Jul 31, 2023 - Dec 13, 2023	-12.54% Jun 18, 2015 - Jul 8, 2016
#9	-9.34% Jul 24, 2014 - Apr 15, 2015	-10.41% Feb 2, 2026 - Mar 27, 2026
#10	-8.76% Jul 17, 2007 - Oct 1, 2007	-9.84% Aug 22, 2016 - Jan 25, 2017
#11	-8.38% Feb 26, 2026 - Apr 30, 2026	-8.46% Jan 12, 2018 - Jun 4, 2018
#12	-7.04% Jul 16, 2024 - Aug 19, 2024	-8.25% Nov 28, 2014 - Jun 18, 2015
#13	-6.46% Jun 4, 2021 - Oct 15, 2021	-8.19% Sep 18, 2014 - Nov 28, 2014
#14	-6.38% Nov 8, 2021 - Jan 3, 2022	-7.97% Sep 1, 2020 - Nov 13, 2020
#15	-5.85% Feb 14, 2007 - Apr 13, 2007	-6.75% Sep 18, 2009 - Jan 8, 2010

Correlation

Correlation between DGT and ETJ is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2000 - 2026)

DGT vs ETJ dividend yield comparison.

Year	DGT	ETJ
2026	0.28%	4.67%
2025	2.78%	8.86%
2024	2.83%	8.16%
2023	2.53%	8.86%
2022	3.15%	11.68%
2021	2.66%	8.53%
2020	1.97%	8.79%
2019	2.76%	9.77%
2018	2.50%	11.23%
2017	1.93%	9.82%
2016	2.31%	12.46%
2015	2.37%	10.98%
2014	2.68%	10.47%
2013	2.18%	9.90%
2012	2.37%	11.09%
2011	2.64%	12.23%
2010	2.17%	13.55%
2009	2.57%	10.80%
2008	4.09%	10.01%
2007	2.16%	2.41%
2006	2.02%	0.00%
2005	2.07%	0.00%
2004	1.94%	0.00%
2003	1.85%	0.00%
2002	1.65%	0.00%
2001	1.07%	0.00%
2000	0.17%	0.00%