PortfoliosLab logo
FRI vs. EWRE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FRI and EWRE is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

FRI vs. EWRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust S&P REIT Index Fund (FRI) and Invesco S&P 500® Equal Weight Real Estate ETF (EWRE). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
59.34%
59.75%
FRI
EWRE

Key characteristics

Returns By Period


FRI

YTD

-2.76%

1M

-3.15%

6M

-7.62%

1Y

12.95%

5Y*

9.60%

10Y*

4.55%

EWRE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FRI vs. EWRE - Expense Ratio Comparison

FRI has a 0.50% expense ratio, which is higher than EWRE's 0.40% expense ratio.


Expense ratio chart for FRI: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FRI: 0.50%
Expense ratio chart for EWRE: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWRE: 0.40%

Risk-Adjusted Performance

FRI vs. EWRE — Risk-Adjusted Performance Rank

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

FRI
The Risk-Adjusted Performance Rank of FRI is 6565
Overall Rank
The Sharpe Ratio Rank of FRI is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FRI is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FRI is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FRI is 6666
Calmar Ratio Rank
The Martin Ratio Rank of FRI is 6464
Martin Ratio Rank

EWRE
The Risk-Adjusted Performance Rank of EWRE is 6565
Overall Rank
The Sharpe Ratio Rank of EWRE is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of EWRE is 6262
Sortino Ratio Rank
The Omega Ratio Rank of EWRE is 9696
Omega Ratio Rank
The Calmar Ratio Rank of EWRE is 2424
Calmar Ratio Rank
The Martin Ratio Rank of EWRE is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FRI vs. EWRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust S&P REIT Index Fund (FRI) and Invesco S&P 500® Equal Weight Real Estate ETF (EWRE). 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.


The chart of Sharpe ratio for FRI, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.00
FRI: 0.66
The chart of Sortino ratio for FRI, currently valued at 1.01, compared to the broader market-2.000.002.004.006.008.00
FRI: 1.01
The chart of Omega ratio for FRI, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
FRI: 1.13
The chart of Calmar ratio for FRI, currently valued at 0.57, compared to the broader market0.002.004.006.008.0010.0012.00
FRI: 0.57
EWRE: 0.00
The chart of Martin ratio for FRI, currently valued at 2.27, compared to the broader market0.0020.0040.0060.00
FRI: 2.27


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.66
1.00
FRI
EWRE

Dividends

FRI vs. EWRE - Dividend Comparison

FRI's dividend yield for the trailing twelve months is around 3.51%, while EWRE has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
FRI
First Trust S&P REIT Index Fund
3.51%3.33%3.24%2.51%1.44%3.08%2.28%3.21%2.82%3.27%2.66%2.07%
EWRE
Invesco S&P 500® Equal Weight Real Estate ETF
0.00%1.49%2.91%3.07%2.56%3.82%2.55%3.02%2.17%2.01%1.03%0.00%

Drawdowns

FRI vs. EWRE - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.49%
-21.18%
FRI
EWRE

Volatility

FRI vs. EWRE - Volatility Comparison

First Trust S&P REIT Index Fund (FRI) has a higher volatility of 11.13% compared to Invesco S&P 500® Equal Weight Real Estate ETF (EWRE) at 0.00%. This indicates that FRI's price experiences larger fluctuations and is considered to be riskier than EWRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.13%
0
FRI
EWRE