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SPDR Dow Jones REIT ETF (RWR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78464A6073

CUSIP

78464A607

Issuer

State Street

Inception Date

Apr 23, 2001

Region

North America (U.S.)

Category

REIT

Leveraged

1x

Index Tracked

Dow Jones U.S. Select REIT Index

Home Page

www.ssga.com

Asset Class

Real Estate

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

RWR has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for RWR: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

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:
RWR vs. SCHH RWR vs. VGSLX RWR vs. VNQ RWR vs. VTIP RWR vs. VOO RWR vs. SPY RWR vs. VEA RWR vs. schh RWR vs. FREL RWR vs. SCHD
Popular comparisons:
RWR vs. SCHH RWR vs. VGSLX RWR vs. VNQ RWR vs. VTIP RWR vs. VOO RWR vs. SPY RWR vs. VEA RWR vs. schh RWR vs. FREL RWR vs. SCHD

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.97%
7.29%
RWR (SPDR Dow Jones REIT ETF)
Benchmark (^GSPC)

Returns By Period

SPDR Dow Jones REIT ETF had a return of 6.57% year-to-date (YTD) and 7.07% in the last 12 months. Over the past 10 years, SPDR Dow Jones REIT ETF had an annualized return of 4.50%, while the S&P 500 had an annualized return of 11.01%, indicating that SPDR Dow Jones REIT ETF did not perform as well as the benchmark.


RWR

YTD

6.57%

1M

-5.05%

6M

8.54%

1Y

7.07%

5Y*

3.24%

10Y*

4.50%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.16%1.77%1.98%-7.27%4.75%2.69%5.91%6.26%2.68%-3.25%4.62%6.57%
202310.89%-4.93%-2.68%0.71%-2.81%5.12%2.94%-3.23%-7.09%-4.53%10.79%10.11%13.79%
2022-6.67%-3.38%6.97%-4.80%-6.98%-7.71%8.89%-6.27%-12.26%4.51%5.63%-5.16%-26.09%
2021-0.17%5.26%4.79%8.01%0.95%2.30%5.24%1.78%-5.50%8.14%-0.63%8.90%45.47%
20200.46%-8.36%-22.40%7.85%-0.61%1.72%3.41%0.68%-3.24%-2.54%12.34%3.10%-11.40%
201911.41%0.99%2.80%-0.24%-0.31%1.30%1.56%2.37%2.66%1.11%-1.39%-1.03%22.71%
2018-4.10%-7.23%3.98%1.45%4.02%4.32%0.32%2.99%-2.76%-2.54%4.90%-8.66%-4.47%
2017-0.95%3.47%-2.90%-0.21%-0.63%2.47%0.87%-0.79%0.23%-1.12%3.14%0.04%3.47%
2016-4.06%-0.85%10.36%-2.96%1.98%6.46%4.39%-3.44%-2.06%-5.66%-1.35%4.75%6.43%
20156.56%-3.67%1.87%-5.89%-0.03%-4.41%5.91%-5.91%3.38%5.79%-0.61%2.20%4.11%
20143.89%5.23%0.79%3.72%2.45%0.91%0.14%2.78%-5.82%10.60%2.15%1.88%31.83%
20133.43%0.81%2.58%6.78%-5.96%-1.70%0.72%-6.93%3.26%4.04%-5.52%0.47%0.93%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RWR is 25, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of RWR is 2525
Overall Rank
The Sharpe Ratio Rank of RWR is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of RWR is 2525
Sortino Ratio Rank
The Omega Ratio Rank of RWR is 2424
Omega Ratio Rank
The Calmar Ratio Rank of RWR is 2424
Calmar Ratio Rank
The Martin Ratio Rank of RWR is 2929
Martin 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 REIT ETF (RWR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for RWR, currently valued at 0.49, compared to the broader market0.002.004.000.491.90
The chart of Sortino ratio for RWR, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.0010.000.762.54
The chart of Omega ratio for RWR, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.001.091.35
The chart of Calmar ratio for RWR, currently valued at 0.33, compared to the broader market0.005.0010.0015.000.332.81
The chart of Martin ratio for RWR, currently valued at 2.04, compared to the broader market0.0020.0040.0060.0080.00100.002.0412.39
RWR
^GSPC

The current SPDR Dow Jones REIT ETF Sharpe ratio is 0.49. 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 REIT 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.49
1.90
RWR (SPDR Dow Jones REIT ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Dow Jones REIT ETF provided a 2.31% dividend yield over the last twelve months, with an annual payout of $2.29 per share.


3.00%3.50%4.00%$0.00$1.00$2.00$3.00$4.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.29$3.57$3.32$3.41$3.23$3.43$3.61$2.86$4.10$2.91$2.78$2.42

Dividend yield

2.31%3.75%3.81%2.79%3.73%3.36%4.19%3.05%4.39%3.17%3.06%3.39%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Dow Jones REIT 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$0.55$0.00$0.00$0.90$0.00$0.00$0.84$0.00$0.00$0.00$2.29
2023$0.00$0.00$0.61$0.00$0.00$0.88$0.00$0.00$0.82$0.00$0.00$1.26$3.57
2022$0.00$0.00$0.50$0.00$0.00$0.77$0.00$0.00$0.97$0.00$0.00$1.07$3.32
2021$0.00$0.00$0.78$0.00$0.00$0.70$0.00$0.00$0.77$0.00$0.00$1.16$3.41
2020$0.00$0.00$0.58$0.00$0.00$0.71$0.00$0.00$0.65$0.00$0.00$1.29$3.23
2019$0.00$0.00$0.54$0.00$0.00$0.87$0.00$0.00$0.87$0.00$0.00$1.15$3.43
2018$0.00$0.00$0.52$0.00$0.00$0.84$0.00$0.00$1.16$0.00$0.00$1.08$3.61
2017$0.00$0.00$0.61$0.00$0.00$0.80$0.00$0.00$0.76$0.00$0.00$0.69$2.86
2016$0.00$0.00$1.03$0.00$0.00$0.78$0.00$0.00$0.77$0.00$0.00$1.53$4.10
2015$0.00$0.00$0.49$0.00$0.00$0.70$0.00$0.00$0.77$0.00$0.00$0.95$2.91
2014$0.00$0.00$0.49$0.00$0.00$0.66$0.00$0.00$0.67$0.00$0.00$0.96$2.78
2013$0.41$0.00$0.00$0.64$0.00$0.00$0.62$0.00$0.00$0.75$2.42

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.38%
-3.58%
RWR (SPDR Dow Jones REIT ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Dow Jones REIT 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 REIT ETF was 74.92%, occurring on Mar 6, 2009. Recovery took 1026 trading sessions.

The current SPDR Dow Jones REIT ETF drawdown is 10.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.92%Feb 8, 2007523Mar 6, 20091026Apr 4, 20131549
-44.39%Feb 19, 202024Mar 23, 2020295May 24, 2021319
-32.57%Jan 3, 2022458Oct 27, 2023
-18%May 22, 201362Aug 19, 2013197Jun 2, 2014259
-17.8%Apr 2, 200427May 11, 200472Aug 24, 200499

Volatility

Volatility Chart

The current SPDR Dow Jones REIT ETF volatility is 5.05%, 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%JulyAugustSeptemberOctoberNovemberDecember
5.05%
3.64%
RWR (SPDR Dow Jones REIT ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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