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HAUZ vs. NURE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HAUZ and NURE is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

HAUZ vs. NURE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers International Real Estate ETF (HAUZ) and Nuveen Short-Term REIT ETF (NURE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

HAUZ:

0.65

NURE:

0.34

Sortino Ratio

HAUZ:

0.98

NURE:

0.55

Omega Ratio

HAUZ:

1.12

NURE:

1.07

Calmar Ratio

HAUZ:

0.36

NURE:

0.22

Martin Ratio

HAUZ:

1.14

NURE:

0.79

Ulcer Index

HAUZ:

8.64%

NURE:

7.43%

Daily Std Dev

HAUZ:

15.76%

NURE:

19.30%

Max Drawdown

HAUZ:

-39.51%

NURE:

-46.05%

Current Drawdown

HAUZ:

-15.04%

NURE:

-17.94%

Returns By Period

In the year-to-date period, HAUZ achieves a 12.38% return, which is significantly higher than NURE's -3.74% return.


HAUZ

YTD

12.38%

1M

2.68%

6M

6.21%

1Y

9.73%

3Y*

-0.03%

5Y*

3.11%

10Y*

1.55%

NURE

YTD

-3.74%

1M

0.54%

6M

-10.06%

1Y

4.66%

3Y*

-1.36%

5Y*

8.92%

10Y*

N/A

*Annualized

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Nuveen Short-Term REIT ETF

HAUZ vs. NURE - Expense Ratio Comparison

HAUZ has a 0.10% expense ratio, which is lower than NURE's 0.35% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

HAUZ vs. NURE — Risk-Adjusted Performance Rank

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

HAUZ
The Risk-Adjusted Performance Rank of HAUZ is 4747
Overall Rank
The Sharpe Ratio Rank of HAUZ is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of HAUZ is 5757
Sortino Ratio Rank
The Omega Ratio Rank of HAUZ is 4949
Omega Ratio Rank
The Calmar Ratio Rank of HAUZ is 3939
Calmar Ratio Rank
The Martin Ratio Rank of HAUZ is 3636
Martin Ratio Rank

NURE
The Risk-Adjusted Performance Rank of NURE is 2929
Overall Rank
The Sharpe Ratio Rank of NURE is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of NURE is 2929
Sortino Ratio Rank
The Omega Ratio Rank of NURE is 2828
Omega Ratio Rank
The Calmar Ratio Rank of NURE is 2828
Calmar Ratio Rank
The Martin Ratio Rank of NURE is 2828
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.

HAUZ vs. NURE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers International Real Estate ETF (HAUZ) and Nuveen Short-Term REIT ETF (NURE). 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 current HAUZ Sharpe Ratio is 0.65, which is higher than the NURE Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of HAUZ and NURE, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

HAUZ vs. NURE - Dividend Comparison

HAUZ's dividend yield for the trailing twelve months is around 4.01%, more than NURE's 3.67% yield.


TTM20242023202220212020201920182017201620152014
HAUZ
Xtrackers International Real Estate ETF
4.01%4.50%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%4.98%
NURE
Nuveen Short-Term REIT ETF
3.67%3.51%3.74%2.81%1.34%2.88%3.28%4.11%3.82%0.48%0.00%0.00%

Drawdowns

HAUZ vs. NURE - Drawdown Comparison

The maximum HAUZ drawdown since its inception was -39.51%, smaller than the maximum NURE drawdown of -46.05%. Use the drawdown chart below to compare losses from any high point for HAUZ and NURE.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

HAUZ vs. NURE - Volatility Comparison

The current volatility for Xtrackers International Real Estate ETF (HAUZ) is 3.34%, while Nuveen Short-Term REIT ETF (NURE) has a volatility of 6.06%. This indicates that HAUZ experiences smaller price fluctuations and is considered to be less risky than NURE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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