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ISIN
US78463X8636
CUSIP
78463X863
Inception Date
Dec 15, 2006
Region
Developed Markets (Broad)
Category
REIT
Leveraged
1x (No leverage)
Index Tracked
Dow Jones Global ex-U.S. Real Estate Securities Index
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$278M

Share Price Chart


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Performance

RWX Performance Chart

SPDR DJ Wilshire International Real Estate ETF (RWX) is down 3.8% since the beginning of the year. RWX is currently trading at $26 per share. Investors who bought $1,000 worth of RWX shares 5 years ago would now be looking at an investment worth $876.


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S&P 500 Index

Returns By Period

SPDR DJ Wilshire International Real Estate ETF (RWX) has returned -3.84% so far this year and 2.91% over the past 12 months. Over the last ten years, RWX has returned 0.83% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


SPDR DJ Wilshire International Real Estate ETF

1D
-0.59%
1M
-2.41%
YTD
-3.84%
6M
-3.04%
1Y
2.91%
3Y*
6.53%
5Y*
-2.62%
10Y*
0.83%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RWX Monthly Returns History

Based on dividend-adjusted daily data since Dec 19, 2006, RWX's average daily return is +0.01%, while the average monthly return is +0.21%. At this rate, an investment would double in approximately 27.5 years.

Historically, 57% of months were positive and 43% were negative. The best month was May 2009 with a return of +15.7%, while the worst month was Oct 2008 at -25.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.

On a daily basis, RWX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +11.5%, while the worst single day was Mar 12, 2020 at -10.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.96%4.57%-11.93%6.09%-2.09%-3.31%-3.84%
20253.39%1.26%2.31%6.66%2.87%3.04%-3.01%4.87%0.82%-0.81%2.09%0.39%26.24%
2024-5.50%-3.49%5.61%-5.06%2.10%-3.84%6.38%6.38%2.58%-8.85%-1.51%-6.12%-12.15%
20236.46%-4.95%-2.11%4.19%-7.09%-0.91%6.26%-3.88%-4.98%-3.53%9.63%8.94%6.25%
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%

Benchmark Metrics

SPDR DJ Wilshire International Real Estate ETF has an annualized alpha of -5.40%, beta of 0.79, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since December 19, 2006.

  • This ETF participated in 107.34% of S&P 500 Index downside but only 71.44% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -5.40% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-5.40%
Beta
0.79
0.57
Upside Capture
71.44%
Downside Capture
107.34%

Expense Ratio

RWX has an expense ratio of 0.59%, placing it in the medium range.


Return for Risk

Risk / Return Rank

RWX ranks 11 for risk / return — in the bottom 11% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


RWX Risk / Return Rank: 1111
Overall Rank
RWX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
RWX Sortino Ratio Rank: 1010
Sortino Ratio Rank
RWX Omega Ratio Rank: 1010
Omega Ratio Rank
RWX Calmar Ratio Rank: 1111
Calmar Ratio Rank
RWX Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for SPDR DJ Wilshire International Real Estate ETF (RWX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RWXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.81

Sortino ratioReturn per unit of downside risk

-2.35

Omega ratioGain probability vs. loss probability

1.05

1.37

-0.32

Calmar ratioReturn relative to maximum drawdown

0.22

2.78

-2.57

Martin ratioReturn relative to average drawdown

0.57

12.44

-11.87

Dividends

Dividend History

SPDR DJ Wilshire International Real Estate ETF provided a 5.09% dividend yield over the last twelve months, with an annual payout of $1.34 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$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.34$1.02$1.00$1.06$1.08$1.64$1.00$3.47$1.87$1.12$3.15$1.15

Dividend yield

5.09%3.65%4.32%3.90%4.05%4.62%2.92%8.94%5.28%2.77%8.74%2.94%

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
2026$0.00$0.00$0.19$0.00$0.00$0.33$0.52
2025$0.00$0.00$0.20$0.00$0.00$0.27$0.00$0.00$0.29$0.00$0.00$0.27$1.02
2024$0.00$0.00$0.19$0.00$0.00$0.32$0.00$0.00$0.29$0.00$0.00$0.20$1.00
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$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

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.


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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 73.62%, occurring on Mar 9, 2009. Recovery took 2231 trading sessions.

The current SPDR DJ Wilshire International Real Estate ETF drawdown is 15.20%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-73.62%Mar 2009
1y 10mo8y 10mo
10y 8moMay 2007 - Jan 2018
COVID crash2020
-43.37%Mar 2020
1mo1y 2mo
1y 3moFeb 2020 - Jun 2021
Bear market2022
-35.91%Oct 2022
1y 2mo
4y 10moAug 2021 - now
Rate-hike selloffLate 2018
-13.97%Dec 2018
10mo 29d9mo 6d
1y 8moJan 2018 - Sep 2019
2007 correction2007
-10.03%Mar 2007
7d1mo 12d
1mo 19dFeb 2007 - Apr 2007

Drawdown Indicators


RWXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-73.62%

-56.78%

-16.84%

Max Drawdown (1Y)

Largest decline over 1 year

-13.58%

-9.10%

-4.48%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

-18.90%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-35.91%

-25.43%

-10.48%

Max Drawdown (10Y)

Largest decline over 10 years

-43.37%

-33.92%

-9.45%

Current Drawdown

Current decline from peak

-15.20%

-1.80%

-13.40%

Average Drawdown

Average peak-to-trough decline

-20.28%

-10.71%

-9.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

2.03%

+3.08%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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