PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPDR DJ Wilshire International Real Estate ETF (RW...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78463X8636
CUSIP78463X863
IssuerState Street
Inception DateDec 15, 2006
RegionDeveloped Markets (Broad)
CategoryREIT
Index TrackedDow Jones Global ex-U.S. Real Estate Securities Index
Home Pagewww.ssga.com
Asset ClassReal Estate

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The SPDR DJ Wilshire International Real Estate ETF has a high expense ratio of 0.59%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.59%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with RWX

SPDR DJ Wilshire International Real Estate ETF

Popular comparisons: RWX vs. VNQI, RWX vs. FIVA, RWX vs. RWO, RWX vs. IFGL, RWX vs. SCHD, RWX vs. VNQ, RWX vs. WPS, RWX vs. XLRE, RWX vs. SPY, RWX vs. VTI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR DJ Wilshire International 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%50.00%100.00%150.00%200.00%250.00%OctoberNovemberDecember2024FebruaryMarch
0.51%
268.58%
RWX (SPDR DJ Wilshire International Real Estate ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR DJ Wilshire International Real Estate ETF had a return of -3.68% year-to-date (YTD) and 5.51% in the last 12 months. Over the past 10 years, SPDR DJ Wilshire International Real Estate ETF had an annualized return of 0.19%, while the S&P 500 had an annualized return of 10.89%, indicating that SPDR DJ Wilshire International Real Estate ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-3.68%10.16%
1 month4.94%3.47%
6 months12.12%22.20%
1 year5.51%30.45%
5 years (annualized)-3.09%13.16%
10 years (annualized)0.19%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.50%-3.49%
2023-3.88%-4.98%-3.53%9.63%8.94%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for SPDR DJ Wilshire International Real Estate ETF (RWX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
RWX
SPDR DJ Wilshire International Real Estate ETF
0.40
^GSPC
S&P 500
2.79

Sharpe Ratio

The current SPDR DJ Wilshire International Real Estate ETF Sharpe ratio is 0.40. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
0.40
2.79
RWX (SPDR DJ Wilshire International Real Estate ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR DJ Wilshire International Real Estate ETF granted a 3.92% dividend yield in the last twelve months. The annual payout for that period amounted to $1.02 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.02$1.06$1.08$1.64$1.00$3.47$1.87$1.12$3.15$1.15$1.42$1.87

Dividend yield

3.92%3.90%4.05%4.62%2.92%8.94%5.28%2.77%8.74%2.94%3.43%4.54%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.23$0.00$0.00$0.46$0.00$0.00$0.27$0.00$0.00$0.11
2022$0.00$0.00$0.15$0.00$0.00$0.29$0.00$0.00$0.37$0.00$0.00$0.27
2021$0.00$0.00$0.16$0.00$0.00$0.29$0.00$0.00$0.28$0.00$0.00$0.92
2020$0.00$0.00$0.22$0.00$0.00$0.28$0.00$0.00$0.27$0.00$0.00$0.23
2019$0.00$0.00$0.17$0.00$0.00$0.44$0.00$0.00$0.37$0.00$0.00$2.48
2018$0.00$0.00$0.20$0.00$0.00$0.36$0.00$0.00$0.40$0.00$0.00$0.91
2017$0.00$0.00$0.20$0.00$0.00$0.38$0.00$0.00$0.34$0.00$0.00$0.21
2016$0.00$0.00$0.16$0.00$0.00$0.35$0.00$0.00$0.36$0.00$0.00$2.29
2015$0.00$0.00$0.16$0.00$0.00$0.48$0.00$0.00$0.27$0.00$0.00$0.24
2014$0.00$0.00$0.26$0.00$0.00$0.54$0.00$0.00$0.30$0.00$0.00$0.33
2013$0.17$0.00$0.00$0.56$0.00$0.00$0.28$0.00$0.00$0.86

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-23.35%
0
RWX (SPDR DJ Wilshire International Real Estate ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR DJ Wilshire International 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 DJ Wilshire International Real Estate ETF was 73.57%, occurring on Mar 9, 2009. Recovery took 2231 trading sessions.

The current SPDR DJ Wilshire International Real Estate ETF drawdown is 23.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.57%May 8, 2007463Mar 9, 20092231Jan 17, 20182694
-43.37%Feb 18, 202023Mar 19, 2020306Jun 7, 2021329
-35.91%Aug 6, 2021301Oct 14, 2022
-13.97%Jan 29, 2018229Dec 24, 2018190Sep 26, 2019419
-10.03%Feb 26, 20076Mar 5, 200729Apr 16, 200735

Volatility

Volatility Chart

The current SPDR DJ Wilshire International Real Estate ETF volatility is 2.78%, 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%7.00%OctoberNovemberDecember2024FebruaryMarch
2.78%
2.80%
RWX (SPDR DJ Wilshire International Real Estate ETF)
Benchmark (^GSPC)