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SPDR DJ Wilshire International Real Estate ETF (RW...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US78463X8636

CUSIP

78463X863

Issuer

State Street

Inception Date

Dec 15, 2006

Region

Developed Markets (Broad)

Category

REIT

Leveraged

1x

Index Tracked

Dow Jones Global ex-U.S. Real Estate Securities Index

Home Page

www.ssga.com

Asset Class

Real Estate

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

RWX features an expense ratio of 0.59%, falling within the medium range.


Expense ratio chart for RWX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

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:
RWX vs. RWO RWX vs. VNQI RWX vs. FIVA RWX vs. IFGL RWX vs. WPS RWX vs. SCHD RWX vs. VNQ RWX vs. XLRE RWX vs. SPY RWX vs. VTI
Popular comparisons:
RWX vs. RWO RWX vs. VNQI RWX vs. FIVA RWX vs. IFGL RWX vs. WPS RWX vs. SCHD RWX vs. VNQ 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%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
-8.71%
316.04%
RWX (SPDR DJ Wilshire International Real Estate ETF)
Benchmark (^GSPC)

Returns By Period

SPDR DJ Wilshire International Real Estate ETF had a return of -12.52% year-to-date (YTD) and -11.28% in the last 12 months. Over the past 10 years, SPDR DJ Wilshire International Real Estate ETF had an annualized return of -1.23%, while the S&P 500 had an annualized return of 11.06%, indicating that SPDR DJ Wilshire International Real Estate ETF did not perform as well as the benchmark.


RWX

YTD

-12.52%

1M

-3.94%

6M

-2.53%

1Y

-11.28%

5Y*

-5.97%

10Y*

-1.23%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.50%-3.49%5.61%-5.06%2.10%-3.84%6.38%6.38%2.58%-8.85%-1.51%-12.52%
20236.46%-4.95%-2.11%4.19%-7.09%-0.85%6.26%-3.88%-4.98%-3.53%9.63%8.94%6.31%
2022-4.30%-1.76%2.35%-6.74%-0.06%-10.31%6.27%-7.30%-12.07%1.45%9.89%0.62%-21.84%
2021-1.32%1.37%1.48%4.73%3.13%-0.55%3.21%0.37%-5.98%3.24%-3.68%3.53%9.34%
20200.13%-7.85%-24.49%4.63%2.78%1.06%2.26%3.70%-1.92%-3.90%13.56%5.87%-9.03%
20199.73%-1.47%3.26%-1.78%-0.49%2.07%-1.57%2.02%2.53%3.72%-0.95%1.76%19.88%
20183.88%-6.70%2.50%1.97%-2.03%-1.21%1.53%-1.31%-1.46%-4.73%1.98%-2.44%-8.25%
20172.30%1.33%0.53%2.09%2.49%-1.70%3.28%-0.33%-1.30%0.23%2.44%3.28%15.50%
2016-3.17%1.29%8.47%2.17%-1.51%0.19%3.54%-2.12%0.16%-6.55%-2.95%1.57%0.32%
20153.58%3.07%-2.02%2.33%-1.92%-2.65%1.03%-6.72%0.42%5.39%-3.35%-1.77%-3.23%
2014-4.17%5.07%-0.10%3.74%3.37%1.44%-0.59%1.71%-6.78%5.07%-1.26%-2.46%4.34%
20130.53%0.51%3.36%7.21%-10.82%-1.55%1.53%-4.05%9.10%2.42%-2.06%-0.41%4.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RWX is 3, meaning it’s performing worse than 97% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of RWX is 33
Overall Rank
The Sharpe Ratio Rank of RWX is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of RWX is 33
Sortino Ratio Rank
The Omega Ratio Rank of RWX is 33
Omega Ratio Rank
The Calmar Ratio Rank of RWX is 44
Calmar Ratio Rank
The Martin Ratio Rank of RWX is 33
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 DJ Wilshire International Real Estate ETF (RWX) 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 RWX, currently valued at -0.69, compared to the broader market0.002.004.00-0.692.10
The chart of Sortino ratio for RWX, currently valued at -0.89, compared to the broader market-2.000.002.004.006.008.0010.00-0.892.80
The chart of Omega ratio for RWX, currently valued at 0.90, compared to the broader market0.501.001.502.002.503.000.901.39
The chart of Calmar ratio for RWX, currently valued at -0.31, compared to the broader market0.005.0010.0015.00-0.313.09
The chart of Martin ratio for RWX, currently valued at -1.31, compared to the broader market0.0020.0040.0060.0080.00100.00-1.3113.49
RWX
^GSPC

The current SPDR DJ Wilshire International Real Estate ETF Sharpe ratio is -0.69. 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 DJ Wilshire International 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.69
2.10
RWX (SPDR DJ Wilshire International Real Estate ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR DJ Wilshire International Real Estate ETF provided a 3.45% dividend yield over the last twelve months, with an annual payout of $0.80 per share.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.80$1.06$1.08$1.64$1.00$3.47$1.87$1.12$3.15$1.15$1.42$1.87

Dividend yield

3.45%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.19$0.00$0.00$0.32$0.00$0.00$0.29$0.00$0.00$0.00$0.80
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$1.06
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$1.08
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$1.64
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$1.00
2019$0.00$0.00$0.18$0.00$0.00$0.44$0.00$0.00$0.37$0.00$0.00$2.48$3.47
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$1.87
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$1.12
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$3.15
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$1.15
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$1.42
2013$0.17$0.00$0.00$0.56$0.00$0.00$0.28$0.00$0.00$0.86$1.87

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.39%
-2.62%
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 30.39%.


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 4.01%, 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
4.01%
3.79%
RWX (SPDR DJ Wilshire International Real Estate 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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