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BBRE vs. RWR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBRE vs. RWR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) and SPDR Dow Jones REIT ETF (RWR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with BBRE having a 17.09% return and RWR slightly lower at 16.42%.


BBRE

1D
0.17%
1M
2.09%
YTD
17.09%
6M
16.78%
1Y
17.71%
3Y*
13.72%
5Y*
5.13%
10Y*

RWR

1D
0.25%
1M
2.21%
YTD
16.42%
6M
15.89%
1Y
19.36%
3Y*
13.72%
5Y*
4.85%
10Y*
5.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBRE vs. RWR - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBRE
JPMorgan BetaBuilders MSCI US REIT ETF
17.09%2.09%8.24%13.85%-24.68%42.99%-7.55%26.06%-2.41%
RWR
SPDR Dow Jones REIT ETF
16.42%3.20%7.74%13.76%-26.09%45.47%-11.40%22.71%-3.10%

Correlation

The correlation between BBRE and RWR is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2018

0.97

The correlation between BBRE and RWR has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

BBRE vs. RWR — Risk / Return Rank

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

BBRE
BBRE Risk / Return Rank: 4242
Overall Rank
BBRE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
BBRE Sortino Ratio Rank: 3737
Sortino Ratio Rank
BBRE Omega Ratio Rank: 3636
Omega Ratio Rank
BBRE Calmar Ratio Rank: 5050
Calmar Ratio Rank
BBRE Martin Ratio Rank: 4646
Martin Ratio Rank

RWR
RWR Risk / Return Rank: 4747
Overall Rank
RWR Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
RWR Sortino Ratio Rank: 4141
Sortino Ratio Rank
RWR Omega Ratio Rank: 4040
Omega Ratio Rank
RWR Calmar Ratio Rank: 5555
Calmar Ratio Rank
RWR Martin Ratio Rank: 5353
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.

BBRE vs. RWR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) and SPDR Dow Jones REIT ETF (RWR). 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.

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.


BBRERWRDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.22

1.24

-0.02

Calmar ratioReturn relative to maximum drawdown

2.20

2.42

-0.22

Martin ratioReturn relative to average drawdown

7.01

8.24

-1.24

BBRE vs. RWR - Sharpe Ratio Comparison

The current BBRE Sharpe Ratio is 1.27, which is comparable to the RWR Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of BBRE and RWR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBRE vs. RWR - Drawdown Comparison

The maximum BBRE drawdown since its inception was -43.61%, smaller than the maximum RWR drawdown of -74.92%. Use the drawdown chart below to compare losses from any high point for BBRE and RWR.


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Drawdown Indicators


BBRERWRDifference

Max Drawdown

Largest peak-to-trough decline

-43.61%

-74.92%

+31.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-8.04%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

-18.85%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-31.15%

-32.58%

+1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-44.39%

Current Drawdown

Current decline from peak

-0.10%

-0.21%

+0.11%

Average Drawdown

Average peak-to-trough decline

-10.45%

-13.08%

+2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.37%

+0.20%

Volatility

BBRE vs. RWR - Volatility Comparison

JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) and SPDR Dow Jones REIT ETF (RWR) have volatilities of 5.32% and 5.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBRERWRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

5.42%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

10.35%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

13.99%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.82%

19.05%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.54%

21.55%

+0.99%

BBRE vs. RWR - Expense Ratio Comparison

BBRE has a 0.11% expense ratio, which is lower than RWR's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BBRE vs. RWR - Dividend Comparison

BBRE's dividend yield for the trailing twelve months is around 2.65%, less than RWR's 3.36% yield.


PositionTTM20252024202320222021202020192018201720162015
BBRE
JPMorgan BetaBuilders MSCI US REIT ETF
2.65%3.24%3.19%3.68%2.62%1.70%3.17%2.19%1.96%0.00%0.00%0.00%
RWR
SPDR Dow Jones REIT ETF
3.36%3.78%3.76%3.75%3.81%2.79%3.73%3.36%4.19%3.05%4.39%3.17%

Frequently Asked Questions


With a correlation of 0.99, BBRE and RWR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

RWR has higher volatility (5.42%) compared to BBRE (5.32%). In terms of maximum drawdown, BBRE dropped -43.61% vs RWR's -74.92%.

On 5-year performance, BBRE leads with 5.13% vs 4.85% for RWR. On fees, BBRE is cheaper at 0.11% per year. On volatility, BBRE has been the lower-risk option at 5.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BBRE has performed better with a 5.13% return vs 4.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BBRE is cheaper with a 0.11% expense ratio, compared with 0.25% for RWR.

RWR has the higher dividend yield at 3.36%, compared with 2.65% for BBRE.

BBRE tracks MSCI US REIT Index, while RWR tracks Dow Jones U.S. Select REIT Index. They also come from different issuers: JPMorgan and State Street. Their fees differ too: 0.11% for BBRE and 0.25% for RWR.

RWR currently has the higher Sharpe Ratio (1.39 vs 1.27), 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.

Portfolio Optimizer

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