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GQRE vs. RWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GQRE and RWO is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

GQRE vs. RWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Global Quality Real Estate Index Fund (GQRE) and SPDR Dow Jones Global Real Estate ETF (RWO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

GQRE:

10.66%

RWO:

9.71%

Max Drawdown

GQRE:

-0.84%

RWO:

-1.09%

Current Drawdown

GQRE:

0.00%

RWO:

-0.45%

Returns By Period


GQRE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

RWO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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GQRE vs. RWO - Expense Ratio Comparison

GQRE has a 0.45% expense ratio, which is lower than RWO's 0.50% expense ratio.


Risk-Adjusted Performance

GQRE vs. RWO — Risk-Adjusted Performance Rank

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

GQRE
The Risk-Adjusted Performance Rank of GQRE is 6767
Overall Rank
The Sharpe Ratio Rank of GQRE is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of GQRE is 7070
Sortino Ratio Rank
The Omega Ratio Rank of GQRE is 6767
Omega Ratio Rank
The Calmar Ratio Rank of GQRE is 6060
Calmar Ratio Rank
The Martin Ratio Rank of GQRE is 6969
Martin Ratio Rank

RWO
The Risk-Adjusted Performance Rank of RWO is 6161
Overall Rank
The Sharpe Ratio Rank of RWO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of RWO is 6666
Sortino Ratio Rank
The Omega Ratio Rank of RWO is 6262
Omega Ratio Rank
The Calmar Ratio Rank of RWO is 5858
Calmar Ratio Rank
The Martin Ratio Rank of RWO is 5656
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.

GQRE vs. RWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Global Quality Real Estate Index Fund (GQRE) and SPDR Dow Jones Global Real Estate ETF (RWO). 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.



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Dividends

GQRE vs. RWO - Dividend Comparison

GQRE's dividend yield for the trailing twelve months is around 3.78%, more than RWO's 3.67% yield.


TTM20242023202220212020201920182017201620152014
GQRE
FlexShares Global Quality Real Estate Index Fund
3.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RWO
SPDR Dow Jones Global Real Estate ETF
3.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GQRE vs. RWO - Drawdown Comparison

The maximum GQRE drawdown since its inception was -0.84%, smaller than the maximum RWO drawdown of -1.09%. Use the drawdown chart below to compare losses from any high point for GQRE and RWO. For additional features, visit the drawdowns tool.


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Volatility

GQRE vs. RWO - Volatility Comparison


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