HAUZ vs. FRI
HAUZ (Xtrackers International Real Estate ETF) and FRI (First Trust S&P REIT Index Fund) are both REIT funds - HAUZ tracks the iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index while FRI tracks the S&P United States REIT. Both are passively managed. Over the past 10 years, HAUZ returned 3.55%/yr vs 5.93%/yr for FRI. At a 0.47 correlation, their price movements are largely independent. HAUZ charges 0.10%/yr vs 0.50%/yr for FRI.
Performance
HAUZ vs. FRI - Performance Comparison
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Returns By Period
In the year-to-date period, HAUZ achieves a -4.40% return, which is significantly lower than FRI's 16.71% return. Over the past 10 years, HAUZ has underperformed FRI with an annualized return of 3.55%, while FRI has yielded a comparatively higher 5.93% annualized return.
HAUZ
- 1D
- -1.04%
- 1M
- -4.05%
- YTD
- -4.40%
- 6M
- -4.49%
- 1Y
- 1.08%
- 3Y*
- 7.77%
- 5Y*
- -1.89%
- 10Y*
- 3.55%
FRI
- 1D
- 1.36%
- 1M
- 1.57%
- YTD
- 16.71%
- 6M
- 17.19%
- 1Y
- 17.99%
- 3Y*
- 13.61%
- 5Y*
- 5.21%
- 10Y*
- 5.93%
HAUZ vs. FRI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HAUZ Xtrackers International Real Estate ETF | -4.40% | 22.70% | -5.44% | 6.29% | -22.24% | 9.82% | -6.23% | 20.89% | -9.12% | 27.52% |
FRI First Trust S&P REIT Index Fund | 16.71% | 2.80% | 7.84% | 13.33% | -24.66% | 42.55% | -7.90% | 23.67% | -4.28% | 3.86% |
Correlation
The correlation between HAUZ and FRI is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2013 | 0.47 |
The correlation between HAUZ and FRI shifts across timeframes, from 0.47 (all time) to 0.64 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
HAUZ vs. FRI — Risk / Return Rank
HAUZ
FRI
HAUZ vs. FRI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers International Real Estate ETF (HAUZ) and First Trust S&P REIT Index Fund (FRI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HAUZ | FRI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.62 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.23 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | 2.39 | -2.31 |
| Martin ratioReturn relative to average drawdown | 0.20 | 7.53 | -7.33 |
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Drawdowns
HAUZ vs. FRI - Drawdown Comparison
The maximum HAUZ drawdown since its inception was -39.51%, smaller than the maximum FRI drawdown of -71.95%. Use the drawdown chart below to compare losses from any high point for HAUZ and FRI.
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Drawdown Indicators
| HAUZ | FRI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.51% | -71.95% | +32.44% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -7.57% | -6.51% |
Max Drawdown (3Y)Largest decline over 3 years | -17.88% | -18.90% | +1.02% |
Max Drawdown (5Y)Largest decline over 5 years | -34.14% | -31.21% | -2.93% |
Max Drawdown (10Y)Largest decline over 10 years | -39.51% | -44.16% | +4.65% |
Current DrawdownCurrent decline from peak | -13.33% | -0.25% | -13.08% |
Average DrawdownAverage peak-to-trough decline | -11.75% | -13.67% | +1.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.35% | 2.40% | +2.95% |
Volatility
HAUZ vs. FRI - Volatility Comparison
The current volatility for Xtrackers International Real Estate ETF (HAUZ) is 4.07%, while First Trust S&P REIT Index Fund (FRI) has a volatility of 5.30%. This indicates that HAUZ experiences smaller price fluctuations and is considered to be less risky than FRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HAUZ | FRI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 5.30% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.80% | 9.99% | +1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.08% | 13.70% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.97% | 18.69% | -2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 21.10% | -4.15% |
HAUZ vs. FRI - Expense Ratio Comparison
HAUZ has a 0.10% expense ratio, which is lower than FRI's 0.50% expense ratio.
Dividends
HAUZ vs. FRI - Dividend Comparison
HAUZ's dividend yield for the trailing twelve months is around 3.72%, more than FRI's 2.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRI First Trust S&P REIT Index Fund | 2.49% | 2.99% | 3.33% | 3.24% | 2.52% | 1.44% | 3.08% | 2.28% | 3.21% | 2.82% | 3.27% | 2.66% |
HAUZ Xtrackers International Real Estate ETF | 3.72% | 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 FRI have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FRI has higher volatility (5.30%) compared to HAUZ (4.07%). In terms of maximum drawdown, HAUZ dropped -39.51% vs FRI's -71.95%.
On 10-year performance, FRI leads with 5.93% vs 3.55% for HAUZ. On fees, HAUZ is cheaper at 0.10% per year. On volatility, HAUZ has been the lower-risk option at 4.07%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, FRI has performed better with a 5.93% return vs 3.55%. 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 0.50% for FRI.
HAUZ has the higher dividend yield at 3.72%, compared with 2.49% for FRI.
HAUZ tracks iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index, while FRI tracks S&P United States REIT. They also come from different issuers: DWS and First Trust. Their fees differ too: 0.10% for HAUZ and 0.50% for FRI.
FRI currently has the higher Sharpe Ratio (1.32 vs 0.08), 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.
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