HAUZ vs. SPHD

Last updated Jun 4, 2026

HAUZ (Xtrackers International Real Estate ETF) and SPHD (Invesco S&P 500® High Dividend Low Volatility ETF) are both exchange-traded funds - HAUZ is a REIT fund tracking the iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index, while SPHD is a Dividend fund tracking the S&P 500 Low Volatility High Dividend Index. Both are passively managed. Over the past 10 years, HAUZ returned 3.62%/yr vs 7.08%/yr for SPHD. At a 0.45 correlation, their price movements are largely independent. HAUZ charges 0.10%/yr vs 0.30%/yr for SPHD.

Performance

HAUZ vs. SPHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers International Real Estate ETF (HAUZ) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, HAUZ achieves a -2.64% return, which is significantly lower than SPHD's 4.38% return. Over the past 10 years, HAUZ has underperformed SPHD with an annualized return of 3.62%, while SPHD has yielded a comparatively higher 7.08% annualized return.

HAUZ

• 1D: -1.44%
• 1M: -4.21%
• YTD: -2.64%
• 6M: -1.65%
• 1Y: 5.96%
• 3Y*: 7.04%
• 5Y*: -1.54%
• 10Y*: 3.62%

SPHD

• 1D: -0.89%
• 1M: -0.82%
• YTD: 4.38%
• 6M: 4.63%
• 1Y: 8.12%
• 3Y*: 11.42%
• 5Y*: 5.48%
• 10Y*: 7.08%

*Multi-year figures are annualized to reflect compound growth (CAGR)

HAUZ vs. SPHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HAUZ Xtrackers International Real Estate ETF	-2.64%	22.70%	-5.44%	6.29%	-22.24%	9.82%	-6.23%	20.89%	-9.12%	27.52%
SPHD Invesco S&P 500® High Dividend Low Volatility ETF	4.38%	3.41%	18.08%	1.32%	0.58%	24.98%	-9.98%	20.26%	-6.17%	11.90%

Correlation

The correlation between HAUZ and SPHD is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.55
Correlation (10Y) Calculated over the trailing 10-year period	0.48
Correlation (All Time) Calculated using the full available price history since Oct 2, 2013	0.45

The correlation between HAUZ and SPHD has been stable across timeframes, ranging from 0.45 to 0.55 - a consistent structural relationship.

HAUZ vs. SPHD - Sectors Allocation Comparison

Sectors	HAUZ	SPHD
Real Estate	96.5%	20.1%
Industrials	1.3%	0.0%
Communication Services	1.2%	8.6%
Consumer Cyclical	0.3%	3.4%
Financial Services	0.3%	15.6%
Utilities	0.1%	13.7%
Technology	0.1%	1.5%
Basic Materials	0.1%	-
Healthcare	0.0%	5.1%
Energy	0.0%	14.1%
Consumer Defensive	0.0%	17.8%

Return for Risk

HAUZ vs. SPHD — Risk / Return Rank

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

HAUZ

HAUZ Risk / Return Rank: 15
HAUZ Sharpe Ratio Rank: 15
HAUZ Sortino Ratio Rank: 15
HAUZ Omega Ratio Rank: 15
HAUZ Calmar Ratio Rank: 14
HAUZ Martin Ratio Rank: 15

SPHD

SPHD Risk / Return Rank: 21
SPHD Sharpe Ratio Rank: 21
SPHD Sortino Ratio Rank: 21
SPHD Omega Ratio Rank: 19
SPHD Calmar Ratio Rank: 23
SPHD Martin Ratio Rank: 22

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. SPHD - Risk-Adjusted Trends 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.

	HAUZ	SPHD	Difference
Sharpe ratio: Return per unit of total volatility	0.43	0.74	-0.30
Sortino ratio: Return per unit of downside risk	0.71	1.15	-0.44
Omega ratio: Gain probability vs. loss probability	1.09	1.13	-0.04
Calmar ratio: Return relative to maximum drawdown	0.43	1.11	-0.69
Martin ratio: Return relative to average drawdown	1.28	2.78	-1.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HAUZ vs. SPHD - Sharpe Ratio Comparison

The current HAUZ Sharpe Ratio is 0.43, which is lower than the SPHD Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of HAUZ and SPHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	HAUZ	SPHD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.43	0.74	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.10	0.39	-0.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.21	0.40	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.58	-0.41

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.

Drawdown Indicators

	HAUZ	SPHD	Difference
Max Drawdown Largest peak-to-trough decline	-39.51%	-41.39%	+1.88%
Max Drawdown (1Y) Largest decline over 1 year	-14.08%	-7.33%	-6.75%
Max Drawdown (3Y) Largest decline over 3 years	-17.88%	-13.29%	-4.59%
Max Drawdown (5Y) Largest decline over 5 years	-34.52%	-19.50%	-15.02%
Max Drawdown (10Y) Largest decline over 10 years	-39.51%	-41.39%	+1.88%
Current Drawdown Current decline from peak	-11.73%	-5.37%	-6.36%
Average Drawdown Average peak-to-trough decline	-11.75%	-4.70%	-7.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.65%	2.93%	+1.72%

Volatility

HAUZ vs. SPHD - Volatility Comparison

Xtrackers International Real Estate ETF (HAUZ) has a higher volatility of 4.73% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 2.99%. 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.

Volatility by Period

	HAUZ	SPHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	2.99%	+1.74%
Volatility (6M) Calculated over the trailing 6-month period	11.47%	7.55%	+3.92%
Volatility (1Y) Calculated over the trailing 1-year period	13.83%	11.04%	+2.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.96%	14.16%	+1.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.97%	17.64%	-0.67%

HAUZ vs. SPHD - Expense Ratio Comparison

HAUZ has a 0.10% expense ratio, which is lower than SPHD's 0.30% expense ratio.

Dividends

HAUZ vs. SPHD - Dividend Comparison

HAUZ's dividend yield for the trailing twelve months is around 4.58%, which matches SPHD's 4.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HAUZ Xtrackers International Real Estate ETF	4.58%	4.46%	4.50%	3.50%	1.99%	4.84%	3.37%	3.69%	1.93%	2.59%	2.18%	9.42%
SPHD Invesco S&P 500® High Dividend Low Volatility ETF	4.62%	4.02%	3.41%	4.48%	3.89%	3.45%	4.89%	4.07%	4.40%	3.14%	3.83%	3.49%

Frequently Asked Questions

Can I hold both HAUZ and SPHD in my portfolio?

HAUZ and SPHD have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HAUZ or SPHD?

HAUZ has higher volatility (4.73%) compared to SPHD (2.99%). In terms of maximum drawdown, HAUZ dropped -39.51% vs SPHD's -41.39%.

Which ETF is better, HAUZ or SPHD?

On 10-year performance, SPHD leads with 7.08% vs 3.62% for HAUZ. On fees, HAUZ is cheaper at 0.10% per year. On volatility, SPHD has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HAUZ or SPHD?

Over the 10-year period, SPHD has performed better with a 7.08% return vs 3.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HAUZ or SPHD?

HAUZ is cheaper with a 0.10% expense ratio, compared with 0.30% for SPHD.

Which ETF pays a higher dividend yield, HAUZ or SPHD?

SPHD has the higher dividend yield at 4.62%, compared with 4.58% for HAUZ.

What is the main difference between HAUZ and SPHD?

HAUZ is categorized as REIT, while SPHD is Dividend. HAUZ tracks iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index, while SPHD tracks S&P 500 Low Volatility High Dividend Index. They also come from different issuers: DWS and Invesco. Their fees differ too: 0.10% for HAUZ and 0.30% for SPHD.

Which has better risk-adjusted returns?

SPHD currently has the higher Sharpe Ratio (0.74 vs 0.43), 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.