First Trust RBA Deglobalization ETF (DGLO) Performance
DGLO total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +15.4% since Dec 31, 2025
- 1 year
- +14.5% total return
- Since first price
- +18.9% since 2025
DGLO trailing returns vs SPY, QQQ, AGG
| Period | DGLO total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +2.9% | +2.8% | −1.0% | −5.0% | +0.9% |
| 3 months | −3.4% | −3.4% | +3.2% | +1.9% | −0.4% |
| 6 months | +1.8% | +1.6% | +7.8% | +8.4% | −1.5% |
| YTD | +15.4% | +15.1% | +12.3% | +15.1% | −1.0% |
| 1 year | +14.5% | +13.6% | +14.4% | +15.9% | −1.1% |
| Since inceptionAug 7, 2025 | +18.9% | +18.1% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: DGLO vs SPY
From Aug 7, 2025: DGLO grew to $11,893, SPY to $12,183.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
DGLO returns by calendar year
2026 is year to date.
DGLO annual returns table
| Year | DGLO | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +15.4% | −10.5% | +12.3% | +15.1% | −1.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
DGLO largest drawdowns
Now 6.1% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Aug 17, 2026 | −10.5% | Sep 30, 2026 | not yet | 44 days | 2 months so far |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
DGLO risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +8.5% |
| Volatility (annualized) | 12.9% |
| Sharpe ratio | 0.41 |
| Sortino ratio | 0.69 |
| Best month | +7.1% |
| Worst month | −6.2% |
| Best 12 months | +16.5% |
| Worst 12 months | +9.4% |
| Positive months | 62% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
DGLO rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 3 | +9.4% | +16.4% | +16.5% | 100% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
DGLO performance overview
First Trust RBA Deglobalization ETF (DGLO) returned +14.5% over the past year, with distributions reinvested. Since its first recorded price on Aug 7, 2025 it has returned +18.9%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −10.5%, from Aug 17, 2026 to Sep 30, 2026; the fund has not yet regained that high. Volatility has been 12.9% a year.
Related: DGLO chart, DGLO holdings, DGLO dividends, DGLO valuation. See the DGLO overview for the latest quote and fund facts.
DGLO performance FAQ
What is the DGLO return over the past year?
DGLO returned +14.5% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 13.6%.
How much would $10,000 invested in DGLO be worth?
$10,000 invested in DGLO at its first recorded close on August 7, 2025 would be worth about $11,893 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of DGLO?
The largest peak-to-trough decline was −10.5% between August 17, 2026 and September 30, 2026. It has not yet recovered to that high; it is 6.1% below its peak.
How volatile is DGLO?
Over the past history DGLO had an annualized volatility of 12.9% and a Sharpe ratio of 0.41 (excess return over 1–3 month T-bills per unit of risk).