In the last 15 Years, the SPDR S&P International Small Cap ETF (GWX) ETF obtained a 2.50% compound annual return, with a 19.51% standard deviation.
In 2021, the ETF granted a 2.95% dividend yield. If you are interested in getting periodic income, please refer to the SPDR S&P International Small Cap ETF (GWX) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Multi Cap
- Style: Blend
- Region: Developed Markets
- Country: Broad Developed Markets
Historical Returns as of Jul 31, 2022
Historical returns and stats of SPDR S&P International Small Cap ETF (GWX) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jul 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jul 2022
|
6.74
|
6.75
|
0.00
|
1 - 0
|
|
3M
|
-3.64
|
-5.97
|
-10.25
Jun 2022 - Jun 2022
|
2 - 1
|
|
6M
|
-11.00
|
-15.55
|
-16.62
Feb 2022 - Jun 2022
|
3 - 3
|
|
YTD
|
-17.08
|
-21.97
|
-22.32
Jan 2022 - Jun 2022
|
3 - 4
|
|
1Y
|
-17.87
|
-24.32
|
17.37
|
-24.49
Sep 2021 - Jun 2022
|
6 - 6
50% pos
|
3Y(*)
|
4.57
|
-0.33
|
20.42
|
-28.53
Jan 2020 - Mar 2020
|
23 - 13
64% pos
|
5Y(*)
|
1.42
|
-2.38
|
18.01
|
-34.78
Feb 2018 - Mar 2020
|
36 - 24
60% pos
|
10Y(*)
|
6.30
|
3.61
|
15.18
|
-34.78
Feb 2018 - Mar 2020
|
72 - 48
60% pos
|
15Y(*)
|
2.50
|
0.12
|
19.51
|
-60.56
Nov 2007 - Feb 2009
|
103 - 77
57% pos
|
MAX(*)
01 May 2007
|
2.68
|
0.28
|
19.36
|
-60.56
Nov 2007 - Feb 2009
|
105 - 78
57% pos
|
US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%
Correlations as of Jul 31, 2022
Monthly correlations of SPDR S&P International Small Cap ETF (GWX) ETF vs the main Asset Classes, over different timeframes.
Columns are sortable (click on table header to sort).
Correlation vs GWX | |||||
---|---|---|---|---|---|
|
|||||
Asset Class | 1 Year | 5 Years | 10 Years | Since May 2007 |
|
US Total Stock Market VTI |
0.91
|
0.92
|
0.86
|
0.87
|
|
US Large Cap SPY |
0.89
|
0.91
|
0.85
|
0.87
|
|
US Small Cap IJR |
0.97
|
0.90
|
0.80
|
0.81
|
|
US REITs VNQ |
0.81
|
0.73
|
0.60
|
0.69
|
|
US Technology QQQ |
0.80
|
0.79
|
0.75
|
0.79
|
|
Preferred Stocks PFF |
0.91
|
0.78
|
0.69
|
0.59
|
|
EAFE Stocks EFA |
0.95
|
0.96
|
0.93
|
0.95
|
|
World All Countries VT |
0.93
|
0.96
|
0.93
|
0.95
|
|
Emerging Markets EEM |
0.68
|
0.81
|
0.80
|
0.87
|
|
Europe VGK |
0.89
|
0.93
|
0.89
|
0.93
|
|
Pacific VPL |
0.98
|
0.97
|
0.93
|
0.93
|
|
Latin America FLLA |
0.55
|
0.64
|
0.64
|
0.76
|
|
US Total Bond Market BND |
0.65
|
0.28
|
0.23
|
0.20
|
|
Long Term Treasuries TLT |
0.39
|
-0.19
|
-0.17
|
-0.23
|
|
US Cash BIL |
-0.11
|
-0.30
|
-0.23
|
-0.19
|
|
TIPS TIP |
0.74
|
0.44
|
0.37
|
0.34
|
|
Investment Grade Bonds LQD |
0.76
|
0.54
|
0.47
|
0.44
|
|
High Yield Bonds HYG |
0.90
|
0.81
|
0.78
|
0.76
|
|
International Bond Market BNDX |
0.54
|
0.27
|
0.23
|
0.28
|
|
Emerging Market Bonds EMB |
0.85
|
0.71
|
0.66
|
0.68
|
|
Gold GLD |
0.30
|
0.15
|
0.14
|
0.20
|
|
Commodities DBC |
0.27
|
0.61
|
0.52
|
0.61
|
Capital Growth as of Jul 31, 2022
Capital growth, returns, stats are calculated assuming a reinvestment of dividends.
If you are interested in getting periodic income, please refer to the SPDR S&P International Small Cap ETF (GWX) ETF: Dividend Yield page.
The Inflation Adjusted Capital now would be 1018.08$, with a net total return of 1.81% (0.12% annualized).
The Inflation Adjusted Capital now would be 1043.72$, with a net total return of 4.37% (0.28% annualized).
Drawdowns
Worst drawdowns since August 2007.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-60.56% | Nov 2007 | Feb 2009 | 16 | Dec 2013 | 58 | 74 |
-34.78% | Feb 2018 | Mar 2020 | 26 | Dec 2020 | 9 | 35 |
-24.49% | Sep 2021 | Jun 2022 | 10 | in progress | 1 | 11 |
-13.96% | Jul 2014 | Feb 2016 | 20 | Jul 2016 | 5 | 25 |
-5.07% | Oct 2016 | Nov 2016 | 2 | Jan 2017 | 2 | 4 |
-3.97% | Aug 2007 | Aug 2007 | 1 | Oct 2007 | 2 | 3 |
-2.95% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-0.95% | Aug 2016 | Aug 2016 | 1 | Sep 2016 | 1 | 2 |
-0.73% | Mar 2014 | Apr 2014 | 2 | May 2014 | 1 | 3 |
-0.70% | Jun 2021 | Jun 2021 | 1 | Aug 2021 | 2 | 3 |
-0.59% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 |
Worst drawdowns since May 2007.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-60.56% | Nov 2007 | Feb 2009 | 16 | Dec 2013 | 58 | 74 |
-34.78% | Feb 2018 | Mar 2020 | 26 | Dec 2020 | 9 | 35 |
-24.49% | Sep 2021 | Jun 2022 | 10 | in progress | 1 | 11 |
-13.96% | Jul 2014 | Feb 2016 | 20 | Jul 2016 | 5 | 25 |
-5.07% | Oct 2016 | Nov 2016 | 2 | Jan 2017 | 2 | 4 |
-3.97% | Aug 2007 | Aug 2007 | 1 | Oct 2007 | 2 | 3 |
-2.95% | Jan 2014 | Jan 2014 | 1 | Feb 2014 | 1 | 2 |
-0.95% | Aug 2016 | Aug 2016 | 1 | Sep 2016 | 1 | 2 |
-0.73% | Mar 2014 | Apr 2014 | 2 | May 2014 | 1 | 3 |
-0.70% | Jun 2021 | Jun 2021 | 1 | Aug 2021 | 2 | 3 |
-0.59% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 |
-0.33% | Jun 2007 | Jun 2007 | 1 | Jul 2007 | 1 | 2 |
Rolling Returns ( more details)
SPDR S&P International Small Cap ETF (GWX) ETF: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
6.19 |
70.96 Mar 2009 - Feb 2010 |
-52.54 Nov 2007 - Oct 2008 |
40.12% |
2 Years |
6.29 |
49.16 Mar 2009 - Feb 2011 |
-26.71 May 2007 - Apr 2009 |
27.50% |
3 Years |
5.88 |
27.27 Mar 2009 - Feb 2012 |
-11.53 Jul 2007 - Jun 2010 |
12.16% |
5 Years |
6.17 |
21.34 Mar 2009 - Feb 2014 |
-5.17 Jun 2007 - May 2012 |
8.87% |
7 Years |
6.11 |
13.12 Apr 2009 - Mar 2016 |
-0.25 Nov 2007 - Oct 2014 |
1.00% |
10 Years |
6.21 |
11.95 Mar 2009 - Feb 2019 |
2.66 Jun 2007 - May 2017 |
0.00% |
15 Years |
2.61 |
2.98 May 2007 - Apr 2022 |
2.13 Jul 2007 - Jun 2022 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the SPDR S&P International Small Cap ETF (GWX) ETF: Rolling Returns page.
Seasonality
SPDR S&P International Small Cap ETF (GWX) ETF: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
-1.26 40% |
0.31 67% |
1.14 67% |
2.83 80% |
-0.14 63% |
-0.74 38% |
2.02 63% |
-0.53 40% |
-0.04 60% |
-0.78 60% |
-0.59 47% |
2.36 67% |
Best Year |
8.0 2012 |
6.2 2015 |
9.2 2016 |
14.6 2009 |
15.4 2009 |
4.4 2012 |
8.9 2010 |
6.8 2009 |
10.7 2010 |
8.6 2011 |
12.7 2020 |
11.1 2010 |
Worst Year |
-11.3 2008 |
-10.6 2009 |
-16.3 2020 |
-7.6 2022 |
-11.8 2010 |
-10.2 2022 |
-3.8 2008 |
-7.5 2011 |
-14.2 2011 |
-25.2 2008 |
-8.0 2007 |
-7.4 2018 |
Monthly/Yearly Returns
SPDR S&P International Small Cap ETF (GWX) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-17.08 | -21.97 | -6.8 | -0.1 | 0.0 | -7.6 | 0.6 | -10.2 | 6.7 | |||||
2021 |
+9.67 | +2.46 | -0.6 | 3.0 | 3.1 | 2.8 | 2.3 | -0.7 | 0.4 | 1.9 | -2.7 | 2.1 | -6.2 | 4.4 |
2020 |
+13.39 | +11.87 | -5.4 | -9.8 | -16.3 | 10.8 | 7.7 | 1.9 | 3.7 | 6.5 | 0.5 | -2.9 | 12.7 | 7.4 |
2019 |
+18.17 | +15.53 | 6.9 | 2.1 | -0.5 | 1.9 | -5.7 | 4.2 | -2.0 | -2.4 | 2.6 | 3.9 | 2.2 | 4.3 |
2018 |
-18.94 | -20.46 | 5.0 | -4.9 | -0.1 | 0.6 | -0.3 | -3.1 | 0.3 | -0.2 | 0.0 | -11.0 | 1.3 | -7.4 |
2017 |
+28.88 | +26.21 | 4.3 | 2.3 | 1.8 | 2.0 | 2.2 | 1.5 | 3.1 | 0.2 | 1.6 | 1.6 | 2.2 | 2.8 |
2016 |
+7.07 | +4.90 | -6.5 | -0.9 | 9.2 | 3.0 | 0.9 | -1.9 | 5.3 | -0.9 | 3.5 | -3.1 | -2.0 | 1.3 |
2015 |
+6.17 | +5.40 | -0.3 | 6.2 | 0.2 | 5.6 | 0.6 | -0.6 | -1.9 | -4.9 | -3.4 | 5.6 | 0.0 | -0.5 |
2014 |
-7.76 | -8.46 | -2.9 | 4.8 | -0.7 | 0.0 | 0.9 | 3.5 | -2.2 | 1.5 | -6.7 | -1.5 | -3.0 | -1.2 |
2013 |
+21.86 | +20.06 | 3.7 | 0.8 | 3.1 | 2.4 | -5.0 | -2.6 | 5.9 | -1.0 | 8.2 | 2.4 | -0.3 | 3.1 |
2012 |
+16.27 | +14.28 | 8.0 | 4.5 | 1.3 | -1.7 | -11.6 | 4.4 | -1.0 | 2.7 | 4.2 | 0.6 | 0.8 | 4.4 |
2011 |
-15.71 | -18.13 | 0.6 | 2.1 | -0.3 | 4.6 | -3.2 | -0.3 | -0.3 | -7.5 | -14.2 | 8.6 | -2.1 | -3.1 |
2010 |
+24.93 | +23.09 | -2.6 | 1.2 | 7.1 | 1.8 | -11.8 | -0.6 | 8.9 | -1.9 | 10.7 | 3.8 | -2.8 | 11.1 |
2009 |
+38.31 | +34.64 | -10.8 | -10.6 | 8.2 | 14.6 | 15.4 | 0.8 | 8.0 | 6.8 | 4.7 | -3.2 | 1.3 | 1.7 |
2008 |
-44.78 | -44.83 | -11.3 | 3.9 | 0.9 | 1.7 | 2.1 | -7.7 | -3.8 | -4.7 | -13.3 | -25.2 | -4.9 | 9.6 |
2007 |
- | - | 2.5 | -0.3 | 1.1 | -4.0 | 3.8 | 6.6 | -8.0 | -2.6 |