SPDW
SPDR(R) PORTFOLIO DEVELOPED WORLD EX-US ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPDW Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 30.52% | 30.52% | 5.37% | 8.63% | 5.35% | 9.41% | 3.58% | 9.28% |
| Sharpe Ratio | 1.83 | 1.83 | 0.39 | 0.51 | 0.42 | 0.52 | 0.26 | 0.48 |
| Max Drawdown | -11.55% | -11.55% | -30.10% | -30.21% | -30.10% | -34.98% | -34.45% | -34.98% |
| % Time Invested | 100.0% | 100.0% | 73.8% | 100.0% | 62.4% | 100.0% | 61.4% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 1.2 | 0.0 | 1.2 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2023-11-08 | Open | Open | 100% | $28.67 | $47.76 | 66.58% | Mark-to-Market |
| 2023-01-20 | 2023-11-08 | Interest | 100% | $1.00 | $1.03 | 3.15% | Interest Income |
| 2023-01-18 | 2023-01-20 | Completed | 100% | $29.40 | $28.92 | -1.64% | Signal |
| 2022-08-31 | 2023-01-18 | Interest | 100% | $1.00 | $1.01 | 1.39% | Interest Income |
| 2022-07-08 | 2022-08-31 | Completed | 100% | $25.82 | $25.94 | 0.45% | Signal |
| 2022-06-14 | 2022-07-08 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2022-03-30 | 2022-06-14 | Completed | 100% | $30.73 | $26.16 | -14.88% | Stop |
| 2022-03-08 | 2022-03-30 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2021-03-09 | 2022-03-08 | Completed | 100% | $29.89 | $27.90 | -6.68% | Stop |
| 2021-02-12 | 2021-03-09 | Interest | 100% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-02-10 | 2021-02-12 | Completed | 100% | $30.25 | $30.21 | -0.14% | Signal |
| 2020-12-31 | 2021-02-10 | Interest | 100% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-07-29 | 2020-12-31 | Completed | 100% | $24.61 | $29.00 | 17.85% | Signal |
| 2020-06-25 | 2020-07-29 | Interest | 100% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-06-11 | 2020-06-25 | Completed | 100% | $23.50 | $23.26 | -1.02% | Signal |
| 2020-04-22 | 2020-06-11 | Interest | 100% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-04-01 | 2020-04-22 | Completed | 100% | $19.39 | $20.68 | 6.70% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 100% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-02-04 | 2020-03-10 | Completed | 100% | $25.96 | $22.30 | -14.10% | Stop |
| 2019-09-17 | 2020-02-04 | Interest | 100% | $1.00 | $1.01 | 0.67% | Interest Income |
| 2019-09-13 | 2019-09-17 | Completed | 100% | $24.50 | $24.31 | -0.81% | Signal |
| 2019-02-20 | 2019-09-13 | Interest | 100% | $1.00 | $1.01 | 1.24% | Interest Income |
| 2018-11-15 | 2019-02-20 | Completed | 100% | $22.47 | $23.51 | 4.62% | Signal |
| 2018-10-24 | 2018-11-15 | Interest | 100% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2017-04-20 | 2018-10-24 | Completed | 100% | $21.38 | $22.67 | 6.02% | Stop |
| 2015-10-13 | 2017-04-20 | Interest | 100% | $1.00 | $1.03 | 3.06% | Interest Income |
| 2015-10-09 | 2015-10-13 | Completed | 100% | $20.00 | $19.66 | -1.66% | Signal |
| 2015-07-13 | 2015-10-09 | Interest | 100% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2014-11-07 | 2015-07-13 | Completed | 100% | $19.91 | $21.06 | 5.77% | Signal |
| 2014-10-16 | 2014-11-07 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2013-03-06 | 2014-10-16 | Completed | 100% | $18.16 | $18.71 | 3.02% | Stop |
| 2012-12-17 | 2013-03-06 | Interest | 100% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2012-12-13 | 2012-12-17 | Completed | 100% | $17.01 | $17.03 | 0.08% | Signal |
| 2012-04-18 | 2012-12-13 | Interest | 100% | $1.00 | $1.01 | 1.11% | Interest Income |
| 2011-10-27 | 2012-04-18 | Completed | 100% | $16.12 | $15.97 | -0.88% | Signal |
| 2011-10-05 | 2011-10-27 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-29 | 2011-10-05 | Completed | 100% | $15.37 | $13.70 | -10.91% | Stop |
| 2011-08-05 | 2011-08-29 | Interest | 100% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-05 | Completed | 100% | $13.37 | $15.80 | 18.17% | Stop |
| 2010-05-07 | 2010-06-01 | Interest | 100% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-17 | 2010-05-07 | Completed | 100% | $15.47 | $13.58 | -12.17% | Stop |
| 2010-01-04 | 2010-03-17 | Interest | 100% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2009-12-30 | 2010-01-04 | Completed | 100% | $15.17 | $15.56 | 2.60% | Signal |
| 2009-04-17 | 2009-12-30 | Interest | 100% | $1.00 | $1.02 | 2.42% | Interest Income |
Return Distribution Analysis
