ETJ vs DGT

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

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

ETJ vs DGT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

ETJ

$626M

Winner

DGT

$628M

Expense Ratio

ETJ

N/A

DGT

0.50%

Max Drawdown

ETJ

67.20%

Winner

DGT

58.33%

Sharpe Ratio

ETJ

0.02

Winner

DGT

1.85

5Y Beta

Winner

ETJ

0.68

DGT

0.78

P/E Ratio

ETJ

N/A

DGT

24.84

Forward P/E

ETJ

N/A

DGT

19.34

PEG Ratio

ETJ

N/A

DGT

0.52

5Y Dividends CAGR

ETJ

-1.48%

Winner

DGT

16.91%

5Y EPS CAGR

ETJ

N/A

DGT

13.27%

P/S Ratio

ETJ

N/A

DGT

2.02

P/B Ratio

ETJ

N/A

DGT

3.93

ETJ vs DGT - Historical Returns

Returns include dividend reinvestment.

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

ETJ

+1.87%

Winner

DGT

+3.14%

ETJ

+1.62%

Winner

DGT

+9.90%

ETJ

+1.29%

Winner

DGT

+14.23%

ETJ

+3.91%

Winner

DGT

+29.84%

5Y(CAGR)

ETJ

+2.79%

Winner

DGT

+13.97%

10Y(CAGR)

ETJ

+8.43%

Winner

DGT

+14.42%

Max(CAGR)

ETJ

+5.38%

Winner

DGT

+5.60%

ETJ vs DGT - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

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

ETJ vs DGT Drawdown Comparison

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

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

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

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

Correlation

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

0.95

-101

Dividend Comparison (2000 - 2026)

ETJ vs DGT dividend yield comparison.

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