SPGM vs BDVL
Comparison between STATE STREET(R) SPDR(R) PORTFOLIO MSCI GLOBAL STOCK MARKET ETF (SPGM, ETF) and iShares Disciplined Volatility Equity Active ETF (BDVL, ETF).
SPGM vs BDVL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SPGM
$1.70B
BDVL
$1.70B
Expense Ratio
Winner
SPGM
0.09%
BDVL
0.40%
Max Drawdown
SPGM
33.97%
Winner
BDVL
7.71%
Sharpe Ratio
Winner
SPGM
1.52
BDVL
0.94
5Y Beta
SPGM
0.91
Winner
BDVL
0.60
P/E Ratio
SPGM
26.13
Winner
BDVL
22.79
Forward P/E
Winner
SPGM
19.82
BDVL
21.38
5Y Dividends CAGR
SPGM
13.19%
BDVL
N/A
5Y EPS CAGR
Winner
SPGM
24.24%
BDVL
19.54%
Debt to Equity
SPGM
N/A
BDVL
48.12%
P/S Ratio
Winner
SPGM
0.20
BDVL
2.28
P/B Ratio
Winner
SPGM
4.83
BDVL
4.90
SPGM vs BDVL - Holdings Comparison
SPGM and BDVL have 154 common holdings. Overlap is 11.36%
SPGM's top 25 holdings weight is 29.28%. BDVL's top 25 holdings weight is 43.39%.
| Rank | SPGM | BDVL |
|---|---|---|
| #1 | NVIDIA CORP (NVDA) - 4.15% | INR/USD PURCHASED (n/a) - 4.37% |
| #2 | APPLE INC (AAPL) - 3.64% | EUR/USD PURCHASED (n/a) - 4.19% |
| #3 | MICROSOFT CORP (MSFT) - 2.61% | JPY/USD PURCHASED (n/a) - 3.90% |
| #4 | AMAZON.COM INC (AMZN) - 1.85% | USD CASH (n/a) - 3.55% |
| #5 | ALPHABET INC CLASS A (GOOGL) - 1.53% | ISHARES MSCI INDIA ETF (INDA) - 2.53% |
| #6 | ALPHABET INC CLASS C (GOOG) - 1.52% | HKD/USD PURCHASED (n/a) - 2.52% |
| #7 | BROADCOM INC (AVGO) - 1.40% | ASML HOLDING NV (n/a) - 1.62% |
| #8 | n/a (TSM) - 1.38% | ALPHABET INC CLASS C (GOOG) - 1.44% |
| #9 | META PLATFORMS INC CLASS A (META) - 1.29% | MASTERCARD INC CLASS A (MA) - 1.34% |
| #10 | TESLA INC (TSLA) - 1.06% | AMAZON.COM INC (AMZN) - 1.26% |
| #11 | JPMORGAN CHASE & CO (JPM) - 0.90% | HOWMET AEROSPACE INC (HWM) - 1.26% |
| #12 | EXXON MOBIL CORP (XOM) - 0.80% | JOHNSON & JOHNSON (JNJ) - 1.17% |
| #13 | ELI LILLY AND CO (LLY) - 0.70% | INTEL CORP (INTC) - 1.15% |
| #14 | SAMSUNG ELECTRONICS CO LTD DR (SSNHZ) - 0.66% | PROGRESSIVE CORP (PGR) - 1.15% |
| #15 | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 0.63% | CISCO SYSTEMS INC (CSCO) - 1.14% |
| #16 | VISA INC CLASS A (V) - 0.58% | KEYSIGHT TECHNOLOGIES INC (KEYS) - 1.13% |
| #17 | ASML HOLDING NV (n/a) - 0.56% | REPUBLIC SERVICES INC (RSG) - 1.12% |
| #18 | CHEVRON CORP (CVX) - 0.53% | TJX COMPANIES INC (TJX) - 1.10% |
| #19 | COSTCO WHOLESALE CORP (COST) - 0.52% | CADENCE DESIGN SYSTEMS INC (CDNS) - 1.10% |
| #20 | WALMART INC (WMT) - 0.51% | MCKESSON CORP (MCK) - 1.09% |
| #21 | JOHNSON & JOHNSON (JNJ) - 0.51% | VISA INC CLASS A (V) - 1.08% |
| #22 | CHUBB LTD (CB) - 0.50% | SOUTHERN CO (SO) - 1.07% |
| #23 | TENCENT HOLDINGS LTD (n/a) - 0.50% | TWD/USD PURCHASED (n/a) - 1.05% |
| #24 | NESTLE SA (n/a) - 0.50% | n/a (n/a) - 1.04% |
| #25 | CATERPILLAR INC (CAT) - 0.45% | MICROSOFT CORP (MSFT) - 1.02% |
| Total Holdings | 2333 | 561 |
SPGM vs BDVL - Historical Returns
Returns include dividend reinvestment.
1M
Winner
SPGM
+3.29%
BDVL
+3.07%
3M
Winner
SPGM
+5.43%
BDVL
+4.30%
6M
Winner
SPGM
+11.15%
BDVL
+6.81%
1Y
Winner
SPGM
+27.04%
BDVL
+11.53%
5Y(CAGR)
SPGM
+11.71%
BDVL
N/A
10Y(CAGR)
SPGM
+12.83%
BDVL
N/A
Max(CAGR)
SPGM
+11.48%
Winner
BDVL
+13.01%
SPGM vs BDVL - Annual Returns (2012 - 2026)
Returns include dividend reinvestment.
| Year | SPGM | BDVL |
|---|---|---|
| 2026 | +14.76% | +9.48% |
| 2025 | +23.70% | +1.98% |
| 2024 | +17.65% | N/A |
| 2023 | +21.33% | N/A |
| 2022 | -17.95% | N/A |
| 2021 | +20.77% | N/A |
| 2020 | +14.24% | N/A |
| 2019 | +26.23% | N/A |
| 2018 | -10.47% | N/A |
| 2017 | +22.11% | N/A |
| 2016 | +10.39% | N/A |
| 2015 | -2.10% | N/A |
| 2014 | +11.58% | N/A |
| 2013 | +20.65% | N/A |
| 2012 | +1.33% | N/A |
SPGM vs BDVL Drawdown Comparison
The maximum drawdown for SPGM was -33.97%, occurring on Mar 23, 2020. Recovery took 134 trading sessions.
The maximum drawdown for BDVL was -7.71%, occurring on Mar 27, 2026. Recovery took 47 trading sessions.
| Rank | SPGM | BDVL |
|---|---|---|
| #1 | -33.97% Feb 12, 2020 - Aug 24, 2020 | -7.71% Feb 27, 2026 - May 6, 2026 |
| #2 | -25.92% Jan 4, 2022 - Jan 25, 2024 | -3.36% Nov 12, 2025 - Dec 5, 2025 |
| #3 | -21.99% Jun 18, 2015 - Jan 24, 2017 | -2.31% May 26, 2026 - Jun 15, 2026 |
| #4 | -19.40% Jan 26, 2018 - Oct 24, 2019 | -1.99% Sep 17, 2025 - Oct 20, 2025 |
| #5 | -16.90% Feb 18, 2025 - Jun 2, 2025 | -1.79% Jul 10, 2026 - Jul 31, 2026 |
| #6 | -13.83% Jul 10, 2014 - Dec 3, 2014 | -1.55% Jun 15, 2026 - Jul 6, 2026 |
| #7 | -11.87% Mar 19, 2012 - Sep 13, 2012 | -1.51% May 6, 2026 - May 26, 2026 |
| #8 | -9.50% Feb 25, 2026 - Apr 15, 2026 | -1.48% Jan 12, 2026 - Jan 26, 2026 |
| #9 | -8.97% Dec 16, 2013 - May 27, 2014 | -1.43% Oct 27, 2025 - Nov 11, 2025 |
| #10 | -8.55% Jul 16, 2024 - Aug 30, 2024 | -1.05% Jan 27, 2026 - Feb 9, 2026 |
| #11 | -8.37% May 21, 2013 - Aug 8, 2013 | -0.87% Dec 11, 2025 - Dec 22, 2025 |
| #12 | -7.49% Sep 2, 2020 - Nov 9, 2020 | -0.75% Dec 26, 2025 - Jan 6, 2026 |
| #13 | -6.08% Sep 17, 2012 - Dec 18, 2012 | -0.72% Jul 6, 2026 - Jul 10, 2026 |
| #14 | -5.52% Sep 3, 2021 - Oct 25, 2021 | -0.69% Dec 5, 2025 - Dec 11, 2025 |
| #15 | -5.28% Nov 8, 2021 - Jan 4, 2022 | -0.64% Feb 11, 2026 - Feb 20, 2026 |
Correlation
Correlation between SPGM and BDVL is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
Dividend Comparison (2012 - 2026)
SPGM vs BDVL dividend yield comparison.
| Year | SPGM | BDVL |
|---|---|---|
| 2026 | 0.76% | 0.83% |
| 2025 | 1.89% | 2.79% |
| 2024 | 1.98% | 0.00% |
| 2023 | 2.09% | 0.00% |
| 2022 | 2.37% | 0.00% |
| 2021 | 1.94% | 0.00% |
| 2020 | 1.45% | 0.00% |
| 2019 | 2.46% | 0.00% |
| 2018 | 1.89% | 0.00% |
| 2017 | 2.29% | 0.00% |
| 2016 | 1.87% | 0.00% |
| 2015 | 3.70% | 0.00% |
| 2014 | 2.18% | 0.00% |
| 2013 | 1.75% | 0.00% |
| 2012 | 2.26% | 0.00% |
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