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HAUZ vs. FPRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HAUZ vs. FPRO - Performance Comparison

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

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Returns By Period

In the year-to-date period, HAUZ achieves a -2.64% return, which is significantly lower than FPRO's 9.97% return.


HAUZ

1D
-1.44%
1M
-4.21%
YTD
-2.64%
6M
-1.65%
1Y
5.96%
3Y*
7.04%
5Y*
-1.54%
10Y*
3.62%

FPRO

1D
0.12%
1M
-1.08%
YTD
9.97%
6M
9.24%
1Y
10.32%
3Y*
9.14%
5Y*
3.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HAUZ vs. FPRO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HAUZ
Xtrackers International Real Estate ETF
-2.64%22.70%-5.44%6.29%-22.24%10.52%
FPRO
Fidelity Real Estate Investment ETF
9.97%2.60%5.63%10.93%-25.02%40.13%

Correlation

The correlation between HAUZ and FPRO is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.63

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.63

The correlation between HAUZ and FPRO has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.

HAUZ vs. FPRO - Sectors Allocation Comparison


Sectors
HAUZ
FPRO

Real Estate

96.5%
99.4%

Industrials

1.3%

-

Communication Services

1.2%
0.6%

Consumer Cyclical

0.3%

-

Financial Services

0.3%

-

Utilities

0.1%

-

Technology

0.1%

-

Basic Materials

0.1%

-

Healthcare

0.0%

-

Energy

0.0%

-

Consumer Defensive

0.0%

-

Real Estate

HAUZ
96.5%
FPRO
99.4%

Industrials

HAUZ
1.3%
FPRO

-

Communication Services

HAUZ
1.2%
FPRO
0.6%

Consumer Cyclical

HAUZ
0.3%
FPRO

-

Financial Services

HAUZ
0.3%
FPRO

-

Utilities

HAUZ
0.1%
FPRO

-

Technology

HAUZ
0.1%
FPRO

-

Basic Materials

HAUZ
0.1%
FPRO

-

Healthcare

HAUZ
0.0%
FPRO

-

Energy

HAUZ
0.0%
FPRO

-

Consumer Defensive

HAUZ
0.0%
FPRO

-

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Return for Risk

HAUZ vs. FPRO — Risk / Return Rank

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

HAUZ
HAUZ Risk / Return Rank: 1515
Overall Rank
HAUZ Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
HAUZ Sortino Ratio Rank: 1515
Sortino Ratio Rank
HAUZ Omega Ratio Rank: 1515
Omega Ratio Rank
HAUZ Calmar Ratio Rank: 1414
Calmar Ratio Rank
HAUZ Martin Ratio Rank: 1515
Martin Ratio Rank

FPRO
FPRO Risk / Return Rank: 2424
Overall Rank
FPRO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FPRO Sortino Ratio Rank: 2121
Sortino Ratio Rank
FPRO Omega Ratio Rank: 2121
Omega Ratio Rank
FPRO Calmar Ratio Rank: 2828
Calmar Ratio Rank
FPRO Martin Ratio Rank: 2727
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. FPRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers International Real Estate ETF (HAUZ) and Fidelity Real Estate Investment ETF (FPRO). 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.


HAUZFPRODifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.09

1.14

-0.06

Calmar ratioReturn relative to maximum drawdown

0.43

1.35

-0.93

Martin ratioReturn relative to average drawdown

1.28

3.88

-2.59

HAUZ vs. FPRO - Sharpe Ratio Comparison

The current HAUZ Sharpe Ratio is 0.43, which is lower than the FPRO Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of HAUZ and FPRO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HAUZFPRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.79

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.17

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.35

-0.17

Drawdowns

HAUZ vs. FPRO - Drawdown Comparison

The maximum HAUZ drawdown since its inception was -39.51%, which is greater than FPRO's maximum drawdown of -32.81%. Use the drawdown chart below to compare losses from any high point for HAUZ and FPRO.


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Drawdown Indicators


HAUZFPRODifference

Max Drawdown

Largest peak-to-trough decline

-39.51%

-32.81%

-6.70%

Max Drawdown (1Y)

Largest decline over 1 year

-14.08%

-7.67%

-6.41%

Max Drawdown (3Y)

Largest decline over 3 years

-17.88%

-16.83%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-34.52%

-32.81%

-1.71%

Max Drawdown (10Y)

Largest decline over 10 years

-39.51%

Current Drawdown

Current decline from peak

-11.73%

-2.73%

-9.00%

Average Drawdown

Average peak-to-trough decline

-11.75%

-12.66%

+0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

2.67%

+1.98%

Volatility

HAUZ vs. FPRO - Volatility Comparison

Xtrackers International Real Estate ETF (HAUZ) has a higher volatility of 4.73% compared to Fidelity Real Estate Investment ETF (FPRO) at 3.54%. This indicates that HAUZ's price experiences larger fluctuations and is considered to be riskier than FPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAUZFPRODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

3.54%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.47%

9.13%

+2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

13.83%

13.10%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.96%

18.62%

-2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

18.37%

-1.40%

HAUZ vs. FPRO - Expense Ratio Comparison

HAUZ has a 0.10% expense ratio, which is lower than FPRO's 0.59% expense ratio.


Dividends

HAUZ vs. FPRO - Dividend Comparison

HAUZ's dividend yield for the trailing twelve months is around 4.58%, more than FPRO's 2.57% yield.


PositionTTM20252024202320222021202020192018201720162015
FPRO
Fidelity Real Estate Investment ETF
2.57%2.69%2.50%2.83%2.67%1.69%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


HAUZ and FPRO have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HAUZ has higher volatility (4.73%) compared to FPRO (3.54%). In terms of maximum drawdown, HAUZ dropped -39.51% vs FPRO's -32.81%.

On 5-year performance, FPRO leads with 3.13% vs -1.54% for HAUZ. On fees, HAUZ is cheaper at 0.10% per year. On volatility, FPRO has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FPRO has performed better with a 3.13% return vs -1.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HAUZ is cheaper with a 0.10% expense ratio, compared with 0.59% for FPRO.

HAUZ has the higher dividend yield at 4.58%, compared with 2.57% for FPRO.

They also come from different issuers: DWS and Fidelity. Their fees differ too: 0.10% for HAUZ and 0.59% for FPRO.

FPRO currently has the higher Sharpe Ratio (0.79 vs 0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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