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

Correlation

The correlation between RWX and GQRE 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

RWX vs. GQRE - Performance Comparison

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

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Key characteristics

Daily Std Dev

RWX:

17.77%

GQRE:

10.66%

Max Drawdown

RWX:

-2.25%

GQRE:

-0.84%

Current Drawdown

RWX:

-1.61%

GQRE:

0.00%

Returns By Period


RWX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GQRE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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RWX vs. GQRE - Expense Ratio Comparison

RWX has a 0.59% expense ratio, which is higher than GQRE's 0.45% expense ratio.


Risk-Adjusted Performance

RWX vs. GQRE — Risk-Adjusted Performance Rank

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

RWX
The Risk-Adjusted Performance Rank of RWX is 4343
Overall Rank
The Sharpe Ratio Rank of RWX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of RWX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of RWX is 4444
Omega Ratio Rank
The Calmar Ratio Rank of RWX is 3636
Calmar Ratio Rank
The Martin Ratio Rank of RWX is 3434
Martin Ratio Rank

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
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.

RWX vs. GQRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR DJ Wilshire International Real Estate ETF (RWX) and FlexShares Global Quality Real Estate Index Fund (GQRE). 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

RWX vs. GQRE - Dividend Comparison

RWX's dividend yield for the trailing twelve months is around 3.81%, which matches GQRE's 3.78% yield.


TTM20242023202220212020201920182017201620152014
RWX
SPDR DJ Wilshire International Real Estate ETF
3.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

RWX vs. GQRE - Drawdown Comparison

The maximum RWX drawdown since its inception was -2.25%, which is greater than GQRE's maximum drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for RWX and GQRE. For additional features, visit the drawdowns tool.


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Volatility

RWX vs. GQRE - Volatility Comparison


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