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HAUZ vs. ERET
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HAUZ vs. ERET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers International Real Estate ETF (HAUZ) and Ishares Environmentally Aware Real Estate ETF (ERET). The values are adjusted to include any dividend payments, if applicable.

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HAUZ vs. ERET - Yearly Performance Comparison


2026 (YTD)2025202420232022
HAUZ
Xtrackers International Real Estate ETF
-2.65%22.70%-5.44%6.29%1.82%
ERET
Ishares Environmentally Aware Real Estate ETF
1.58%10.26%0.60%10.25%0.29%

Returns By Period

In the year-to-date period, HAUZ achieves a -2.65% return, which is significantly lower than ERET's 1.58% return.


HAUZ

1D
2.68%
1M
-11.73%
YTD
-2.65%
6M
-1.65%
1Y
16.33%
3Y*
6.84%
5Y*
-0.15%
10Y*
3.79%

ERET

1D
1.85%
1M
-8.43%
YTD
1.58%
6M
0.99%
1Y
9.41%
3Y*
7.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HAUZ vs. ERET - Expense Ratio Comparison

HAUZ has a 0.10% expense ratio, which is lower than ERET's 0.30% expense ratio.


Return for Risk

HAUZ vs. ERET — Risk / Return Rank

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

HAUZ
HAUZ Risk / Return Rank: 5757
Overall Rank
HAUZ Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
HAUZ Sortino Ratio Rank: 6363
Sortino Ratio Rank
HAUZ Omega Ratio Rank: 5959
Omega Ratio Rank
HAUZ Calmar Ratio Rank: 4646
Calmar Ratio Rank
HAUZ Martin Ratio Rank: 5252
Martin Ratio Rank

ERET
ERET Risk / Return Rank: 3434
Overall Rank
ERET Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
ERET Sortino Ratio Rank: 3232
Sortino Ratio Rank
ERET Omega Ratio Rank: 3232
Omega Ratio Rank
ERET Calmar Ratio Rank: 3737
Calmar Ratio Rank
ERET Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HAUZ vs. ERET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers International Real Estate ETF (HAUZ) and Ishares Environmentally Aware Real Estate ETF (ERET). 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.


HAUZERETDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.58

+0.52

Sortino ratio

Return per unit of downside risk

1.57

0.94

+0.64

Omega ratio

Gain probability vs. loss probability

1.21

1.13

+0.08

Calmar ratio

Return relative to maximum drawdown

1.14

0.92

+0.22

Martin ratio

Return relative to average drawdown

4.84

3.65

+1.19

HAUZ vs. ERET - Sharpe Ratio Comparison

The current HAUZ Sharpe Ratio is 1.11, which is higher than the ERET Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of HAUZ and ERET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HAUZERETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.58

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.43

-0.25

Correlation

The correlation between HAUZ and ERET is 0.81, 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

HAUZ vs. ERET - Dividend Comparison

HAUZ's dividend yield for the trailing twelve months is around 4.58%, more than ERET's 3.74% yield.


TTM20252024202320222021202020192018201720162015
HAUZ
Xtrackers International Real Estate ETF
4.58%4.46%4.50%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%
ERET
Ishares Environmentally Aware Real Estate ETF
3.74%3.79%4.26%3.67%0.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HAUZ vs. ERET - Drawdown Comparison

The maximum HAUZ drawdown since its inception was -39.51%, which is greater than ERET's maximum drawdown of -20.30%. Use the drawdown chart below to compare losses from any high point for HAUZ and ERET.


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Drawdown Indicators


HAUZERETDifference

Max Drawdown

Largest peak-to-trough decline

-39.51%

-20.30%

-19.21%

Max Drawdown (1Y)

Largest decline over 1 year

-14.08%

-10.85%

-3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-34.52%

Max Drawdown (10Y)

Largest decline over 10 years

-39.51%

Current Drawdown

Current decline from peak

-11.73%

-8.47%

-3.26%

Average Drawdown

Average peak-to-trough decline

-11.81%

-5.98%

-5.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

2.73%

+0.58%

Volatility

HAUZ vs. ERET - Volatility Comparison

Xtrackers International Real Estate ETF (HAUZ) has a higher volatility of 6.82% compared to Ishares Environmentally Aware Real Estate ETF (ERET) at 5.08%. This indicates that HAUZ's price experiences larger fluctuations and is considered to be riskier than ERET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAUZERETDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.82%

5.08%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

8.34%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

14.85%

16.17%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.75%

15.85%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

15.85%

+1.07%