AWP vs. SWASX

Last updated Jun 4, 2026

AWP (abrdn Global Premier Properties Fund) and SWASX (Schwab Global Real Estate Fund™) are both REIT funds. Over the past 10 years, AWP returned 6.71%/yr vs 3.62%/yr for SWASX. A 0.67 correlation means they provide meaningful diversification when combined. AWP charges 1.19%/yr vs 1.05%/yr for SWASX.

Performance

AWP vs. SWASX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in abrdn Global Premier Properties Fund (AWP) and Schwab Global Real Estate Fund™ (SWASX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AWP achieves a 3.18% return, which is significantly lower than SWASX's 6.48% return. Over the past 10 years, AWP has outperformed SWASX with an annualized return of 6.71%, while SWASX has yielded a comparatively lower 3.62% annualized return.

AWP

• 1D: -0.44%
• 1M: -3.34%
• YTD: 3.18%
• 6M: 2.11%
• 1Y: 7.44%
• 3Y*: 12.51%
• 5Y*: -0.49%
• 10Y*: 6.71%

SWASX

• 1D: 0.14%
• 1M: -1.52%
• YTD: 6.48%
• 6M: 6.65%
• 1Y: 12.40%
• 3Y*: 8.97%
• 5Y*: 1.03%
• 10Y*: 3.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AWP vs. SWASX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AWP abrdn Global Premier Properties Fund	3.18%	12.43%	12.23%	12.58%	-37.13%	40.41%	-10.29%	42.52%	-18.47%	44.91%
SWASX Schwab Global Real Estate Fund™	6.48%	11.33%	1.42%	8.49%	-25.10%	25.32%	-12.10%	27.81%	-7.66%	14.38%

Correlation

The correlation between AWP and SWASX is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.69
Correlation (All Time) Calculated using the full available price history since Jun 1, 2007	0.67

The correlation between AWP and SWASX has been stable across timeframes, ranging from 0.67 to 0.75 - a consistent structural relationship.

Return for Risk

AWP vs. SWASX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AWP

AWP Risk / Return Rank: 6
AWP Sharpe Ratio Rank: 7
AWP Sortino Ratio Rank: 6
AWP Omega Ratio Rank: 6
AWP Calmar Ratio Rank: 6
AWP Martin Ratio Rank: 7

SWASX

SWASX Risk / Return Rank: 14
SWASX Sharpe Ratio Rank: 15
SWASX Sortino Ratio Rank: 14
SWASX Omega Ratio Rank: 15
SWASX Calmar Ratio Rank: 11
SWASX Martin Ratio Rank: 15

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.

AWP vs. SWASX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Global Premier Properties Fund (AWP) and Schwab Global Real Estate Fund™ (SWASX). 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.

	AWP	SWASX	Difference
Sharpe ratio: Return per unit of total volatility	0.53	1.09	-0.55
Sortino ratio: Return per unit of downside risk	0.83	1.56	-0.72
Omega ratio: Gain probability vs. loss probability	1.10	1.20	-0.10
Calmar ratio: Return relative to maximum drawdown	0.53	1.11	-0.58
Martin ratio: Return relative to average drawdown	2.15	4.32	-2.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AWP vs. SWASX - Sharpe Ratio Comparison

The current AWP Sharpe Ratio is 0.53, which is lower than the SWASX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of AWP and SWASX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AWP	SWASX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.53	1.09	-0.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	0.07	-0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.28	0.21	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.11	-0.05

Drawdowns

AWP vs. SWASX - Drawdown Comparison

The maximum AWP drawdown since its inception was -85.93%, which is greater than SWASX's maximum drawdown of -69.47%. Use the drawdown chart below to compare losses from any high point for AWP and SWASX.

Drawdown Indicators

	AWP	SWASX	Difference
Max Drawdown Largest peak-to-trough decline	-85.93%	-69.47%	-16.46%
Max Drawdown (1Y) Largest decline over 1 year	-14.14%	-10.89%	-3.25%
Max Drawdown (3Y) Largest decline over 3 years	-23.09%	-17.23%	-5.86%
Max Drawdown (5Y) Largest decline over 5 years	-43.93%	-32.31%	-11.62%
Max Drawdown (10Y) Largest decline over 10 years	-53.95%	-44.19%	-9.76%
Current Drawdown Current decline from peak	-7.85%	-4.40%	-3.45%
Average Drawdown Average peak-to-trough decline	-27.39%	-15.51%	-11.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.46%	2.80%	+0.66%

Volatility

AWP vs. SWASX - Volatility Comparison

abrdn Global Premier Properties Fund (AWP) has a higher volatility of 4.42% compared to Schwab Global Real Estate Fund™ (SWASX) at 3.34%. This indicates that AWP's price experiences larger fluctuations and is considered to be riskier than SWASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AWP	SWASX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.42%	3.34%	+1.08%
Volatility (6M) Calculated over the trailing 6-month period	11.12%	8.44%	+2.68%
Volatility (1Y) Calculated over the trailing 1-year period	14.00%	11.15%	+2.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.16%	15.45%	+6.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.63%	17.08%	+6.55%

AWP vs. SWASX - Expense Ratio Comparison

AWP has a 1.19% expense ratio, which is higher than SWASX's 1.05% expense ratio.

Dividends

AWP vs. SWASX - Dividend Comparison

AWP's dividend yield for the trailing twelve months is around 12.74%, more than SWASX's 3.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AWP abrdn Global Premier Properties Fund	12.74%	12.50%	12.44%	12.37%	12.31%	7.02%	9.13%	8.49%	12.05%	8.90%	11.70%	10.40%
SWASX Schwab Global Real Estate Fund™	3.26%	3.11%	3.32%	3.29%	3.00%	3.71%	2.94%	7.38%	4.24%	3.32%	4.67%	3.00%

Frequently Asked Questions

Can I hold both AWP and SWASX in my portfolio?

AWP and SWASX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AWP or SWASX?

AWP has higher volatility (4.42%) compared to SWASX (3.34%). In terms of maximum drawdown, AWP dropped -85.93% vs SWASX's -69.47%.

Which has better risk-adjusted returns?

SWASX currently has the higher Sharpe Ratio (1.09 vs 0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.