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HAUZ vs. PRFZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HAUZ vs. PRFZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers International Real Estate ETF (HAUZ) and Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ). 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 -0.58% return, which is significantly lower than PRFZ's 15.55% return. Over the past 10 years, HAUZ has underperformed PRFZ with an annualized return of 4.01%, while PRFZ has yielded a comparatively higher 11.95% annualized return.


HAUZ

1D
0.56%
1M
-0.62%
YTD
-0.58%
6M
1.03%
1Y
7.10%
3Y*
7.69%
5Y*
-1.46%
10Y*
4.01%

PRFZ

1D
0.87%
1M
6.43%
YTD
15.55%
6M
12.59%
1Y
35.58%
3Y*
16.84%
5Y*
8.16%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HAUZ vs. PRFZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAUZ
Xtrackers International Real Estate ETF
-0.58%22.70%-5.44%6.29%-22.24%9.82%-6.23%20.89%-9.12%27.52%
PRFZ
Invesco FTSE RAFI US 1500 Small-Mid ETF
15.55%11.26%12.68%20.21%-16.29%28.26%11.84%21.91%-11.43%13.82%

Correlation

The correlation between HAUZ and PRFZ is 0.58, 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

0.58

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

0.61

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

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2013

0.52

The correlation between HAUZ and PRFZ shifts across timeframes, from 0.52 (all time) to 0.63 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

HAUZ vs. PRFZ — Risk / Return Rank

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

HAUZ
HAUZ Risk / Return Rank: 1616
Overall Rank
HAUZ Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HAUZ Sortino Ratio Rank: 1616
Sortino Ratio Rank
HAUZ Omega Ratio Rank: 1616
Omega Ratio Rank
HAUZ Calmar Ratio Rank: 1515
Calmar Ratio Rank
HAUZ Martin Ratio Rank: 1616
Martin Ratio Rank

PRFZ
PRFZ Risk / Return Rank: 6565
Overall Rank
PRFZ Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PRFZ Sortino Ratio Rank: 6363
Sortino Ratio Rank
PRFZ Omega Ratio Rank: 5757
Omega Ratio Rank
PRFZ Calmar Ratio Rank: 7272
Calmar Ratio Rank
PRFZ Martin Ratio Rank: 6868
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. PRFZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers International Real Estate ETF (HAUZ) and Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ). 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.


HAUZPRFZDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.86

Omega ratioGain probability vs. loss probability

1.09

1.31

-0.22

Calmar ratioReturn relative to maximum drawdown

0.43

3.20

-2.76

Martin ratioReturn relative to average drawdown

1.21

11.02

-9.81

HAUZ vs. PRFZ - Sharpe Ratio Comparison

The current HAUZ Sharpe Ratio is 0.44, which is lower than the PRFZ Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of HAUZ and PRFZ, 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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Drawdowns

HAUZ vs. PRFZ - Drawdown Comparison

The maximum HAUZ drawdown since its inception was -39.51%, smaller than the maximum PRFZ drawdown of -62.41%. Use the drawdown chart below to compare losses from any high point for HAUZ and PRFZ.


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Drawdown Indicators


HAUZPRFZDifference

Max Drawdown

Largest peak-to-trough decline

-39.51%

-62.41%

+22.90%

Max Drawdown (1Y)

Largest decline over 1 year

-14.08%

-10.38%

-3.70%

Max Drawdown (3Y)

Largest decline over 3 years

-17.88%

-26.54%

+8.66%

Max Drawdown (5Y)

Largest decline over 5 years

-34.14%

-26.58%

-7.56%

Max Drawdown (10Y)

Largest decline over 10 years

-39.51%

-44.28%

+4.77%

Current Drawdown

Current decline from peak

-9.86%

0.00%

-9.86%

Average Drawdown

Average peak-to-trough decline

-11.75%

-9.41%

-2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.04%

3.01%

+2.03%

Volatility

HAUZ vs. PRFZ - Volatility Comparison

The current volatility for Xtrackers International Real Estate ETF (HAUZ) is 4.34%, while Invesco FTSE RAFI US 1500 Small-Mid ETF (PRFZ) has a volatility of 5.92%. This indicates that HAUZ experiences smaller price fluctuations and is considered to be less risky than PRFZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAUZPRFZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

5.92%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

11.67%

12.93%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.02%

18.33%

-4.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

21.38%

-5.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

22.46%

-5.49%

HAUZ vs. PRFZ - Expense Ratio Comparison

HAUZ has a 0.10% expense ratio, which is lower than PRFZ's 0.39% expense ratio.


Dividends

HAUZ vs. PRFZ - Dividend Comparison

HAUZ's dividend yield for the trailing twelve months is around 4.49%, more than PRFZ's 0.82% yield.


PositionTTM20252024202320222021202020192018201720162015
HAUZ
Xtrackers International Real Estate ETF
4.49%4.46%4.50%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%
PRFZ
Invesco FTSE RAFI US 1500 Small-Mid ETF
0.82%0.82%1.45%1.42%1.33%0.93%0.91%1.29%1.37%0.97%1.31%1.39%

Frequently Asked Questions


HAUZ and PRFZ have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRFZ has higher volatility (5.92%) compared to HAUZ (4.34%). In terms of maximum drawdown, HAUZ dropped -39.51% vs PRFZ's -62.41%.

On 10-year performance, PRFZ leads with 11.95% vs 4.01% for HAUZ. On fees, HAUZ is cheaper at 0.10% per year. On volatility, HAUZ has been the lower-risk option at 4.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PRFZ has performed better with a 11.95% return vs 4.01%. 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 0.39% for PRFZ.

HAUZ has the higher dividend yield at 4.49%, compared with 0.82% for PRFZ.

HAUZ is categorized as REIT, while PRFZ is Small Cap Blend Equities. HAUZ tracks iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index, while PRFZ tracks FTSE RAFI US 1500 Small-Mid Index. They also come from different issuers: DWS and Invesco. Their fees differ too: 0.10% for HAUZ and 0.39% for PRFZ.

PRFZ currently has the higher Sharpe Ratio (1.81 vs 0.44), 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

Find the right allocation for HAUZ and PRFZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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