See what your fund actually adds

State Street SPDR Portfolio MSCI Global Stock Market ETF SPGM

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

SPGM compared with its replication portfolio
MeasureSPGMReplication
Annualized growth11.3%12.4%
Annualized volatility14.8%15.2%
Sharpe ratio0.800.84
Maximum drawdown25.3%24.8%
Replication fit (R²)0.98 · Tracking error 2.0%

Replication portfolio

The published portfolio below is the investable basket used to model SPGM’s historical return behavior.

SPGM replication basket weights
TickerBuilding blockWeight
VEAIntl · Developed24.9%
VOOUS Large Cap21.2%
VTIUS Broad Market20.9%
DBEFIntl · Dev Hedged17.4%
VUGStyle · Growth15.5%