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SPDR Dow Jones Global Real Estate ETF (RWO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78463X7497
CUSIP78463X749
IssuerState Street
Inception DateMay 13, 2008
RegionDeveloped Markets (Broad)
CategoryREIT
Leveraged1x
Index TrackedDow Jones Global Select Real Estate Securities Index
Home Pagewww.ssga.com
Asset ClassReal Estate

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

RWO features an expense ratio of 0.50%, falling within the medium range.


Expense ratio chart for RWO: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: RWO vs. RWX, RWO vs. VNQI, RWO vs. GQRE, RWO vs. REET, RWO vs. VNQ, RWO vs. ^GSPC, RWO vs. SCHD, RWO vs. SLYV, RWO vs. VOO, RWO vs. vnqi

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR Dow Jones Global Real Estate ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
21.29%
16.33%
RWO (SPDR Dow Jones Global Real Estate ETF)
Benchmark (^GSPC)

Returns By Period

SPDR Dow Jones Global Real Estate ETF had a return of 10.47% year-to-date (YTD) and 27.47% in the last 12 months. Over the past 10 years, SPDR Dow Jones Global Real Estate ETF had an annualized return of 4.07%, while the S&P 500 had an annualized return of 11.99%, indicating that SPDR Dow Jones Global Real Estate ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.47%22.49%
1 month-1.98%3.72%
6 months21.29%16.33%
1 year27.47%33.60%
5 years (annualized)1.31%14.41%
10 years (annualized)4.07%11.99%

Monthly Returns

The table below presents the monthly returns of RWO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.28%0.12%2.84%-6.56%3.82%0.98%5.71%6.06%2.94%10.47%
20239.41%-4.72%-2.80%1.55%-3.97%3.32%3.70%-3.43%-6.23%-4.37%10.48%9.50%10.94%
2022-6.05%-2.88%5.14%-5.28%-4.85%-8.50%8.18%-6.81%-12.10%3.62%6.91%-3.58%-25.11%
2021-0.81%3.86%3.52%6.46%1.93%1.18%4.60%1.10%-5.56%6.31%-1.73%7.27%31.03%
20200.31%-8.13%-23.49%6.86%0.55%1.73%2.64%2.00%-2.53%-3.22%12.61%4.50%-10.44%
201910.39%0.06%2.82%-0.78%-0.32%1.78%0.40%1.66%2.68%2.28%-1.17%0.05%21.17%
2018-1.04%-6.76%3.13%1.58%1.53%1.92%0.81%1.22%-2.12%-3.43%3.57%-5.96%-6.04%
20170.17%2.66%-1.77%0.59%0.78%0.77%1.76%-0.58%-0.22%-0.90%2.98%1.38%7.80%
2016-3.80%-0.29%9.87%-1.04%0.76%3.96%4.07%-3.00%-1.23%-6.12%-1.99%3.66%3.90%
20155.38%-0.89%0.09%-2.62%-0.99%-3.60%3.86%-6.26%2.04%5.78%-1.63%0.55%1.00%
20140.07%5.20%0.45%3.43%2.97%1.30%-0.24%2.32%-6.17%7.40%1.00%0.13%18.67%
20132.06%0.51%3.02%6.99%-8.27%-1.64%1.12%-5.83%6.29%3.26%-3.96%-0.03%2.38%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RWO is 41, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of RWO is 4141
Combined Rank
The Sharpe Ratio Rank of RWO is 4444Sharpe Ratio Rank
The Sortino Ratio Rank of RWO is 4848Sortino Ratio Rank
The Omega Ratio Rank of RWO is 4545Omega Ratio Rank
The Calmar Ratio Rank of RWO is 3232Calmar Ratio Rank
The Martin Ratio Rank of RWO is 3535Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate ETF (RWO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


RWO
Sharpe ratio
The chart of Sharpe ratio for RWO, currently valued at 1.71, compared to the broader market0.002.004.001.71
Sortino ratio
The chart of Sortino ratio for RWO, currently valued at 2.52, compared to the broader market-2.000.002.004.006.008.0010.0012.002.52
Omega ratio
The chart of Omega ratio for RWO, currently valued at 1.31, compared to the broader market1.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for RWO, currently valued at 0.85, compared to the broader market0.005.0010.0015.000.85
Martin ratio
The chart of Martin ratio for RWO, currently valued at 6.83, compared to the broader market0.0020.0040.0060.0080.00100.006.83
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.69, compared to the broader market0.002.004.002.69
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market-2.000.002.004.006.008.0010.0012.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market1.001.502.002.503.001.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.005.0010.0015.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.43, compared to the broader market0.0020.0040.0060.0080.00100.0016.43

Sharpe Ratio

The current SPDR Dow Jones Global Real Estate ETF Sharpe ratio is 1.71. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SPDR Dow Jones Global Real Estate ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.71
2.69
RWO (SPDR Dow Jones Global Real Estate ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Dow Jones Global Real Estate ETF granted a 3.28% dividend yield in the last twelve months. The annual payout for that period amounted to $1.54 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.54$1.54$1.51$1.58$1.45$2.05$1.73$1.59$1.77$1.39$1.47$1.57

Dividend yield

3.28%3.53%3.69%2.79%3.25%3.97%3.90%3.26%3.77%2.97%3.08%3.77%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Dow Jones Global Real Estate ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.25$0.00$0.00$0.41$0.00$0.00$0.40$0.00$1.07
2023$0.00$0.00$0.28$0.00$0.00$0.40$0.00$0.00$0.39$0.00$0.00$0.48$1.54
2022$0.00$0.00$0.22$0.00$0.00$0.39$0.00$0.00$0.47$0.00$0.00$0.43$1.51
2021$0.00$0.00$0.19$0.00$0.00$0.35$0.00$0.00$0.37$0.00$0.00$0.66$1.58
2020$0.00$0.00$0.28$0.00$0.00$0.32$0.00$0.00$0.33$0.00$0.00$0.52$1.45
2019$0.00$0.00$0.24$0.00$0.00$0.47$0.00$0.00$0.43$0.00$0.00$0.91$2.05
2018$0.00$0.00$0.24$0.00$0.00$0.52$0.00$0.00$0.49$0.00$0.00$0.48$1.73
2017$0.00$0.00$0.26$0.00$0.00$0.41$0.00$0.00$0.39$0.00$0.00$0.53$1.59
2016$0.00$0.00$0.35$0.00$0.00$0.39$0.00$0.00$0.39$0.00$0.00$0.64$1.77
2015$0.00$0.00$0.21$0.00$0.00$0.38$0.00$0.00$0.36$0.00$0.00$0.45$1.39
2014$0.00$0.00$0.23$0.00$0.00$0.47$0.00$0.00$0.36$0.00$0.00$0.41$1.47
2013$0.20$0.00$0.00$0.66$0.00$0.00$0.31$0.00$0.00$0.40$1.57

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-8.25%
-0.30%
RWO (SPDR Dow Jones Global Real Estate ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Dow Jones Global Real Estate ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR Dow Jones Global Real Estate ETF was 68.60%, occurring on Mar 9, 2009. Recovery took 887 trading sessions.

The current SPDR Dow Jones Global Real Estate ETF drawdown is 8.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.6%May 19, 2008201Mar 9, 2009887Sep 12, 20121088
-43.27%Feb 18, 202025Mar 23, 2020300Jun 1, 2021325
-32.84%Jan 5, 2022456Oct 27, 2023
-15.56%Jan 27, 2015264Feb 11, 201659May 6, 2016323
-15.3%May 22, 201323Jun 24, 2013226May 16, 2014249

Volatility

Volatility Chart

The current SPDR Dow Jones Global Real Estate ETF volatility is 2.85%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.85%
3.03%
RWO (SPDR Dow Jones Global Real Estate ETF)
Benchmark (^GSPC)