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

Correlation

The correlation between RWX and GQRE is 0.77, 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.


-0.50.00.51.00.8

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.

-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.20%
-1.57%
RWX
GQRE

Key characteristics

Sharpe Ratio

RWX:

-0.02

GQRE:

0.83

Sortino Ratio

RWX:

0.06

GQRE:

1.19

Omega Ratio

RWX:

1.01

GQRE:

1.15

Calmar Ratio

RWX:

-0.01

GQRE:

0.46

Martin Ratio

RWX:

-0.04

GQRE:

2.94

Ulcer Index

RWX:

8.43%

GQRE:

3.88%

Daily Std Dev

RWX:

13.92%

GQRE:

13.73%

Max Drawdown

RWX:

-73.57%

GQRE:

-41.87%

Current Drawdown

RWX:

-26.76%

GQRE:

-13.88%

Returns By Period

In the year-to-date period, RWX achieves a 4.77% return, which is significantly higher than GQRE's 2.14% return. Over the past 10 years, RWX has underperformed GQRE with an annualized return of -1.29%, while GQRE has yielded a comparatively higher 2.96% annualized return.


RWX

YTD

4.77%

1M

2.90%

6M

-10.04%

1Y

-0.40%

5Y*

-4.68%

10Y*

-1.29%

GQRE

YTD

2.14%

1M

1.89%

6M

-1.36%

1Y

11.14%

5Y*

0.72%

10Y*

2.96%

*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.


Expense ratio chart for RWX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for GQRE: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

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 77
Overall Rank
The Sharpe Ratio Rank of RWX is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of RWX is 77
Sortino Ratio Rank
The Omega Ratio Rank of RWX is 77
Omega Ratio Rank
The Calmar Ratio Rank of RWX is 77
Calmar Ratio Rank
The Martin Ratio Rank of RWX is 77
Martin Ratio Rank

GQRE
The Risk-Adjusted Performance Rank of GQRE is 3030
Overall Rank
The Sharpe Ratio Rank of GQRE is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of GQRE is 3131
Sortino Ratio Rank
The Omega Ratio Rank of GQRE is 3030
Omega Ratio Rank
The Calmar Ratio Rank of GQRE is 2424
Calmar Ratio Rank
The Martin Ratio Rank of GQRE is 3333
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.


The chart of Sharpe ratio for RWX, currently valued at -0.02, compared to the broader market0.002.004.00-0.020.83
The chart of Sortino ratio for RWX, currently valued at 0.06, compared to the broader market-2.000.002.004.006.008.0010.0012.000.061.19
The chart of Omega ratio for RWX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.15
The chart of Calmar ratio for RWX, currently valued at -0.01, compared to the broader market0.005.0010.0015.0020.00-0.010.46
The chart of Martin ratio for RWX, currently valued at -0.04, compared to the broader market0.0020.0040.0060.0080.00100.00-0.042.94
RWX
GQRE

The current RWX Sharpe Ratio is -0.02, which is lower than the GQRE Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of RWX and GQRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
-0.02
0.83
RWX
GQRE

Dividends

RWX vs. GQRE - Dividend Comparison

RWX's dividend yield for the trailing twelve months is around 4.12%, more than GQRE's 3.70% yield.


TTM20242023202220212020201920182017201620152014
RWX
SPDR DJ Wilshire International Real Estate ETF
4.12%4.32%3.90%4.05%4.62%2.92%8.94%5.28%2.77%8.74%2.94%3.43%
GQRE
FlexShares Global Quality Real Estate Index Fund
3.70%3.77%2.90%2.56%2.36%2.05%4.29%3.22%1.97%4.16%2.32%2.57%

Drawdowns

RWX vs. GQRE - Drawdown Comparison

The maximum RWX drawdown since its inception was -73.57%, which is greater than GQRE's maximum drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for RWX and GQRE. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%SeptemberOctoberNovemberDecember2025February
-26.76%
-13.88%
RWX
GQRE

Volatility

RWX vs. GQRE - Volatility Comparison

SPDR DJ Wilshire International Real Estate ETF (RWX) and FlexShares Global Quality Real Estate Index Fund (GQRE) have volatilities of 3.24% and 3.40%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.24%
3.40%
RWX
GQRE