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

Correlation

The correlation between HAUZ and NURE is 0.49, 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.


-0.50.00.51.00.5

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.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
1.93%
6.71%
HAUZ
NURE

Key characteristics

Sharpe Ratio

HAUZ:

-0.21

NURE:

0.53

Sortino Ratio

HAUZ:

-0.19

NURE:

0.83

Omega Ratio

HAUZ:

0.98

NURE:

1.10

Calmar Ratio

HAUZ:

-0.12

NURE:

0.33

Martin Ratio

HAUZ:

-0.56

NURE:

2.28

Ulcer Index

HAUZ:

5.59%

NURE:

3.71%

Daily Std Dev

HAUZ:

15.03%

NURE:

15.80%

Max Drawdown

HAUZ:

-39.51%

NURE:

-46.05%

Current Drawdown

HAUZ:

-23.94%

NURE:

-14.17%

Returns By Period

In the year-to-date period, HAUZ achieves a -4.87% return, which is significantly lower than NURE's 7.38% return.


HAUZ

YTD

-4.87%

1M

-2.88%

6M

0.77%

1Y

-3.14%

5Y*

-4.00%

10Y*

1.06%

NURE

YTD

7.38%

1M

-4.55%

6M

5.99%

1Y

8.45%

5Y*

4.38%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HAUZ vs. NURE - Expense Ratio Comparison

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


NURE
Nuveen Short-Term REIT ETF
Expense ratio chart for NURE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for HAUZ: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for HAUZ, currently valued at -0.21, compared to the broader market0.002.004.00-0.210.53
The chart of Sortino ratio for HAUZ, currently valued at -0.19, compared to the broader market-2.000.002.004.006.008.0010.00-0.190.83
The chart of Omega ratio for HAUZ, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.10
The chart of Calmar ratio for HAUZ, currently valued at -0.12, compared to the broader market0.005.0010.0015.00-0.120.33
The chart of Martin ratio for HAUZ, currently valued at -0.56, compared to the broader market0.0020.0040.0060.0080.00100.00-0.562.28
HAUZ
NURE

The current HAUZ Sharpe Ratio is -0.21, which is lower than the NURE Sharpe Ratio of 0.53. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.21
0.53
HAUZ
NURE

Dividends

HAUZ vs. NURE - Dividend Comparison

HAUZ's dividend yield for the trailing twelve months is around 4.48%, more than NURE's 3.49% yield.


TTM20232022202120202019201820172016201520142013
HAUZ
Xtrackers International Real Estate ETF
4.48%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%4.98%0.06%
NURE
Nuveen Short-Term REIT ETF
3.49%3.74%2.81%1.34%2.88%3.28%4.11%3.82%0.48%0.00%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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-23.94%
-14.17%
HAUZ
NURE

Volatility

HAUZ vs. NURE - Volatility Comparison

The current volatility for Xtrackers International Real Estate ETF (HAUZ) is 4.34%, while Nuveen Short-Term REIT ETF (NURE) has a volatility of 5.36%. 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.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.34%
5.36%
HAUZ
NURE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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