PortfoliosLab logoPortfoliosLab logo
IFGL vs. RWX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IFGL vs. RWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Developed Real Estate ETF (IFGL) and SPDR DJ Wilshire International Real Estate ETF (RWX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IFGL achieves a -2.59% return, which is significantly higher than RWX's -3.84% return. Over the past 10 years, IFGL has outperformed RWX with an annualized return of 1.88%, while RWX has yielded a comparatively lower 0.83% annualized return.


IFGL

1D
-0.38%
1M
-2.35%
YTD
-2.59%
6M
-1.51%
1Y
3.31%
3Y*
8.32%
5Y*
-2.62%
10Y*
1.88%

RWX

1D
-0.59%
1M
-2.41%
YTD
-3.84%
6M
-3.04%
1Y
2.91%
3Y*
6.53%
5Y*
-2.62%
10Y*
0.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFGL vs. RWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IFGL
iShares International Developed Real Estate ETF
-2.59%24.31%-7.25%5.40%-24.21%8.29%-7.62%20.65%-6.39%20.00%
RWX
SPDR DJ Wilshire International Real Estate ETF
-3.84%26.24%-12.15%6.25%-21.84%9.34%-9.03%19.88%-8.25%15.50%

Correlation

The correlation between IFGL and RWX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

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

0.92

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

0.93

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

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2007

0.91

The correlation between IFGL and RWX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

IFGL vs. RWX — Risk / Return Rank

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

IFGL
IFGL Risk / Return Rank: 1111
Overall Rank
IFGL Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 1111
Sortino Ratio Rank
IFGL Omega Ratio Rank: 1111
Omega Ratio Rank
IFGL Calmar Ratio Rank: 1111
Calmar Ratio Rank
IFGL Martin Ratio Rank: 1111
Martin Ratio Rank

RWX
RWX Risk / Return Rank: 1111
Overall Rank
RWX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
RWX Sortino Ratio Rank: 1010
Sortino Ratio Rank
RWX Omega Ratio Rank: 1010
Omega Ratio Rank
RWX Calmar Ratio Rank: 1111
Calmar Ratio Rank
RWX Martin Ratio Rank: 1111
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.

IFGL vs. RWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Real Estate ETF (IFGL) and SPDR DJ Wilshire International Real Estate ETF (RWX). 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.


IFGLRWXDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.05

1.05

+0.01

Calmar ratioReturn relative to maximum drawdown

0.23

0.22

+0.02

Martin ratioReturn relative to average drawdown

0.63

0.57

+0.06

IFGL vs. RWX - Sharpe Ratio Comparison

The current IFGL Sharpe Ratio is 0.24, which is comparable to the RWX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of IFGL and RWX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IFGL vs. RWX - Drawdown Comparison

The maximum IFGL drawdown since its inception was -68.93%, smaller than the maximum RWX drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for IFGL and RWX.


Loading charts...

Drawdown Indicators


IFGLRWXDifference

Max Drawdown

Largest peak-to-trough decline

-68.93%

-73.62%

+4.69%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-13.58%

-0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-18.77%

-19.05%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-38.00%

-35.91%

-2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-40.38%

-43.37%

+2.99%

Current Drawdown

Current decline from peak

-15.30%

-15.20%

-0.10%

Average Drawdown

Average peak-to-trough decline

-17.31%

-20.28%

+2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

5.11%

+0.16%

Volatility

IFGL vs. RWX - Volatility Comparison

iShares International Developed Real Estate ETF (IFGL) and SPDR DJ Wilshire International Real Estate ETF (RWX) have volatilities of 4.17% and 4.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IFGLRWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

4.01%

+0.16%

Volatility (6M)

Calculated over the trailing 6-month period

11.84%

11.26%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

13.95%

13.58%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.38%

15.85%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.58%

16.48%

+0.10%

IFGL vs. RWX - Expense Ratio Comparison

IFGL has a 0.48% expense ratio, which is lower than RWX's 0.59% expense ratio.


Dividends

IFGL vs. RWX - Dividend Comparison

IFGL's dividend yield for the trailing twelve months is around 4.22%, less than RWX's 5.09% yield.


PositionTTM20252024202320222021202020192018201720162015
IFGL
iShares International Developed Real Estate ETF
4.22%3.71%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%
RWX
SPDR DJ Wilshire International Real Estate ETF
5.09%3.65%4.32%3.90%4.05%4.62%2.92%8.94%5.28%2.77%8.74%2.94%

Frequently Asked Questions


With a correlation of 0.93, IFGL and RWX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IFGL has higher volatility (4.17%) compared to RWX (4.01%). In terms of maximum drawdown, IFGL dropped -68.93% vs RWX's -73.62%.

On 10-year performance, IFGL leads with 1.88% vs 0.83% for RWX. On fees, IFGL is cheaper at 0.48% per year. On volatility, RWX has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IFGL has performed better with a 1.88% return vs 0.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IFGL is cheaper with a 0.48% expense ratio, compared with 0.59% for RWX.

RWX has the higher dividend yield at 5.09%, compared with 4.22% for IFGL.

IFGL tracks FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index, while RWX tracks Dow Jones Global ex-U.S. Real Estate Securities Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.48% for IFGL and 0.59% for RWX.

IFGL currently has the higher Sharpe Ratio (0.24 vs 0.22), 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 IFGL and RWX

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

Open Portfolio Optimizer