HAUZ vs. SPHD
Compare and contrast key facts about Xtrackers International Real Estate ETF (HAUZ) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
HAUZ and SPHD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HAUZ is a passively managed fund by DWS that tracks the performance of the iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index. It was launched on Oct 1, 2013. SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012. Both HAUZ and SPHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HAUZ or SPHD.
Performance
HAUZ vs. SPHD - Performance Comparison
Returns By Period
In the year-to-date period, HAUZ achieves a -1.76% return, which is significantly lower than SPHD's 21.98% return. Over the past 10 years, HAUZ has underperformed SPHD with an annualized return of 1.39%, while SPHD has yielded a comparatively higher 8.70% annualized return.
HAUZ
-1.76%
-7.02%
-1.04%
7.06%
-2.88%
1.39%
SPHD
21.98%
-1.47%
12.55%
31.23%
7.70%
8.70%
Key characteristics
| HAUZ | SPHD | |
|---|---|---|
| Sharpe Ratio | 0.54 | 2.79 |
| Sortino Ratio | 0.84 | 4.00 |
| Omega Ratio | 1.10 | 1.52 |
| Calmar Ratio | 0.30 | 2.20 |
| Martin Ratio | 1.93 | 19.19 |
| Ulcer Index | 4.27% | 1.62% |
| Daily Std Dev | 15.37% | 11.16% |
| Max Drawdown | -39.51% | -41.39% |
| Current Drawdown | -21.47% | -1.47% |
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HAUZ vs. SPHD - Expense Ratio Comparison
HAUZ has a 0.10% expense ratio, which is lower than SPHD's 0.30% expense ratio.
Correlation
The correlation between HAUZ and SPHD is 0.45, 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.
Risk-Adjusted Performance
HAUZ vs. SPHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers International Real Estate ETF (HAUZ) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.
Dividends
HAUZ vs. SPHD - Dividend Comparison
HAUZ's dividend yield for the trailing twelve months is around 3.79%, more than SPHD's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HAUZ Xtrackers International Real Estate ETF | 3.79% | 3.50% | 1.99% | 4.84% | 3.37% | 3.69% | 1.93% | 2.59% | 2.18% | 9.42% | 4.98% | 0.06% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.35% | 4.48% | 3.89% | 3.46% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% | 3.68% |
Drawdowns
HAUZ vs. SPHD - Drawdown Comparison
The maximum HAUZ drawdown since its inception was -39.51%, roughly equal to the maximum SPHD drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for HAUZ and SPHD. For additional features, visit the drawdowns tool.
Volatility
HAUZ vs. SPHD - Volatility Comparison
Xtrackers International Real Estate ETF (HAUZ) has a higher volatility of 4.48% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 2.58%. This indicates that HAUZ's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.