^DWRTFT vs. HPRO.L
Compare and contrast key facts about Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) and HSBC FTSE EPRA/NAREIT Developed UCITS ETF (HPRO.L).
HPRO.L is a passively managed fund by HSBC that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Jun 20, 2011.
Performance
^DWRTFT vs. HPRO.L - Performance Comparison
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^DWRTFT vs. HPRO.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^DWRTFT Dow Jones U.S. Select REIT Total Return Index | 4.64% | 3.67% | 8.10% | 13.96% | -25.96% | 45.91% | -11.20% | 23.10% | -4.22% | 3.76% |
HPRO.L HSBC FTSE EPRA/NAREIT Developed UCITS ETF | 0.25% | 11.46% | -0.29% | 10.31% | -24.72% | 26.71% | -8.64% | 21.38% | -5.90% | 11.37% |
Different Trading Currencies
^DWRTFT is traded in USD, while HPRO.L is traded in GBp. To make them comparable, the HPRO.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ^DWRTFT achieves a 4.64% return, which is significantly higher than HPRO.L's 0.25% return. Over the past 10 years, ^DWRTFT has outperformed HPRO.L with an annualized return of 4.77%, while HPRO.L has yielded a comparatively lower 3.04% annualized return.
^DWRTFT
- 1D
- 1.47%
- 1M
- -5.67%
- YTD
- 4.64%
- 6M
- 3.82%
- 1Y
- 7.23%
- 3Y*
- 9.15%
- 5Y*
- 5.13%
- 10Y*
- 4.77%
HPRO.L
- 1D
- 0.26%
- 1M
- -9.45%
- YTD
- 0.25%
- 6M
- 0.84%
- 1Y
- 8.96%
- 3Y*
- 7.34%
- 5Y*
- 1.82%
- 10Y*
- 3.04%
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Return for Risk
^DWRTFT vs. HPRO.L — Risk / Return Rank
^DWRTFT
HPRO.L
^DWRTFT vs. HPRO.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) and HSBC FTSE EPRA/NAREIT Developed UCITS ETF (HPRO.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ^DWRTFT | HPRO.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.43 | 0.61 | -0.18 |
Sortino ratioReturn per unit of downside risk | 0.70 | 0.90 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.12 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.62 | 0.76 | -0.14 |
Martin ratioReturn relative to average drawdown | 2.71 | 2.99 | -0.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ^DWRTFT | HPRO.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.61 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.11 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.18 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.29 | +0.11 |
Correlation
The correlation between ^DWRTFT and HPRO.L is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Drawdowns
^DWRTFT vs. HPRO.L - Drawdown Comparison
The maximum ^DWRTFT drawdown since its inception was -75.15%, which is greater than HPRO.L's maximum drawdown of -42.35%. Use the drawdown chart below to compare losses from any high point for ^DWRTFT and HPRO.L.
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Drawdown Indicators
| ^DWRTFT | HPRO.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.15% | -35.45% | -39.70% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -10.13% | -3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -32.35% | -26.38% | -5.97% |
Max Drawdown (10Y)Largest decline over 10 years | -44.29% | -35.45% | -8.84% |
Current DrawdownCurrent decline from peak | -6.08% | -7.76% | +1.68% |
Average DrawdownAverage peak-to-trough decline | -12.09% | -8.85% | -3.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 2.75% | +0.30% |
Volatility
^DWRTFT vs. HPRO.L - Volatility Comparison
The current volatility for Dow Jones U.S. Select REIT Total Return Index (^DWRTFT) is 4.44%, while HSBC FTSE EPRA/NAREIT Developed UCITS ETF (HPRO.L) has a volatility of 4.73%. This indicates that ^DWRTFT experiences smaller price fluctuations and is considered to be less risky than HPRO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^DWRTFT | HPRO.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 4.73% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 8.41% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.98% | 14.68% | +2.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.09% | 16.08% | +3.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 17.04% | +4.50% |