DFREX vs. RSPR
Compare and contrast key facts about DFA Real Estate Securities Portfolio Class I (DFREX) and Invesco S&P 500 Equal Weight Real Estate ETF (RSPR).
DFREX is managed by Dimensional. It was launched on Jan 5, 1993. RSPR is a passively managed fund by Invesco that tracks the performance of the S&P 500 Equal Weighted / Real Estate - SEC. It was launched on Aug 12, 2015.
Performance
DFREX vs. RSPR - Performance Comparison
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DFREX vs. RSPR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFREX DFA Real Estate Securities Portfolio Class I | 1.79% | 1.52% | 5.52% | 11.20% | -24.93% | 41.88% | -5.03% | 28.12% | -3.01% | 4.25% |
RSPR Invesco S&P 500 Equal Weight Real Estate ETF | -0.36% | -1.88% | 8.61% | 11.59% | -25.16% | 49.61% | -2.90% | 24.62% | -4.11% | 8.76% |
Returns By Period
In the year-to-date period, DFREX achieves a 1.79% return, which is significantly higher than RSPR's -0.36% return. Over the past 10 years, DFREX has underperformed RSPR with an annualized return of 4.83%, while RSPR has yielded a comparatively higher 5.36% annualized return.
DFREX
- 1D
- 0.37%
- 1M
- -7.68%
- YTD
- 1.79%
- 6M
- -0.53%
- 1Y
- 0.96%
- 3Y*
- 6.01%
- 5Y*
- 3.57%
- 10Y*
- 4.83%
RSPR
- 1D
- 1.38%
- 1M
- -6.13%
- YTD
- -0.36%
- 6M
- -4.86%
- 1Y
- -4.41%
- 3Y*
- 5.81%
- 5Y*
- 2.97%
- 10Y*
- 5.36%
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DFREX vs. RSPR - Expense Ratio Comparison
DFREX has a 0.18% expense ratio, which is lower than RSPR's 0.40% expense ratio.
Return for Risk
DFREX vs. RSPR — Risk / Return Rank
DFREX
RSPR
DFREX vs. RSPR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Real Estate Securities Portfolio Class I (DFREX) and Invesco S&P 500 Equal Weight Real Estate ETF (RSPR). 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.
| DFREX | RSPR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | -0.26 | +0.38 |
Sortino ratioReturn per unit of downside risk | 0.28 | -0.24 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.04 | 0.97 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | -0.29 | +0.43 |
Martin ratioReturn relative to average drawdown | 0.54 | -0.83 | +1.37 |
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
| DFREX | RSPR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | -0.26 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.16 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.25 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.26 | +0.10 |
Correlation
The correlation between DFREX and RSPR is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DFREX vs. RSPR - Dividend Comparison
DFREX's dividend yield for the trailing twelve months is around 2.84%, less than RSPR's 2.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFREX DFA Real Estate Securities Portfolio Class I | 2.84% | 2.84% | 2.97% | 3.59% | 6.24% | 2.56% | 3.36% | 2.23% | 4.88% | 1.89% | 2.83% | 2.86% |
RSPR Invesco S&P 500 Equal Weight Real Estate ETF | 2.90% | 2.70% | 2.58% | 2.91% | 3.14% | 2.56% | 3.82% | 2.48% | 3.02% | 3.01% | 2.06% | 1.03% |
Drawdowns
DFREX vs. RSPR - Drawdown Comparison
The maximum DFREX drawdown since its inception was -74.36%, which is greater than RSPR's maximum drawdown of -41.96%. Use the drawdown chart below to compare losses from any high point for DFREX and RSPR.
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Drawdown Indicators
| DFREX | RSPR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.36% | -41.96% | -32.40% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -12.54% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -33.11% | -33.03% | -0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -41.49% | -41.96% | +0.47% |
Current DrawdownCurrent decline from peak | -8.98% | -11.51% | +2.53% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -9.47% | -1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 4.39% | -1.28% |
Volatility
DFREX vs. RSPR - Volatility Comparison
The current volatility for DFA Real Estate Securities Portfolio Class I (DFREX) is 4.12%, while Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) has a volatility of 4.86%. This indicates that DFREX experiences smaller price fluctuations and is considered to be less risky than RSPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFREX | RSPR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.86% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 9.96% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.10% | 17.19% | -1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 19.11% | -0.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 21.38% | -1.08% |