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

Correlation

The correlation between NURE and HAUZ 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

NURE vs. HAUZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Short-Term REIT ETF (NURE) and Xtrackers International Real Estate ETF (HAUZ). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
64.59%
12.94%
NURE
HAUZ

Key characteristics

Sharpe Ratio

NURE:

0.52

HAUZ:

-0.23

Sortino Ratio

NURE:

0.81

HAUZ:

-0.22

Omega Ratio

NURE:

1.10

HAUZ:

0.97

Calmar Ratio

NURE:

0.32

HAUZ:

-0.13

Martin Ratio

NURE:

2.24

HAUZ:

-0.63

Ulcer Index

NURE:

3.69%

HAUZ:

5.53%

Daily Std Dev

NURE:

15.81%

HAUZ:

15.05%

Max Drawdown

NURE:

-46.05%

HAUZ:

-39.51%

Current Drawdown

NURE:

-14.84%

HAUZ:

-24.48%

Returns By Period

In the year-to-date period, NURE achieves a 6.55% return, which is significantly higher than HAUZ's -5.54% return.


NURE

YTD

6.55%

1M

-5.29%

6M

4.01%

1Y

7.60%

5Y*

4.29%

10Y*

N/A

HAUZ

YTD

-5.54%

1M

-3.57%

6M

-0.63%

1Y

-3.82%

5Y*

-4.04%

10Y*

0.99%

Compare stocks, funds, or ETFs

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


NURE vs. HAUZ - Expense Ratio Comparison

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

NURE vs. HAUZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Short-Term REIT ETF (NURE) and Xtrackers International Real Estate ETF (HAUZ). 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 NURE, currently valued at 0.52, compared to the broader market0.002.004.000.52-0.23
The chart of Sortino ratio for NURE, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.0010.000.81-0.22
The chart of Omega ratio for NURE, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.100.97
The chart of Calmar ratio for NURE, currently valued at 0.32, compared to the broader market0.005.0010.0015.000.32-0.13
The chart of Martin ratio for NURE, currently valued at 2.24, compared to the broader market0.0020.0040.0060.0080.00100.002.24-0.63
NURE
HAUZ

The current NURE Sharpe Ratio is 0.52, which is higher than the HAUZ Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of NURE and HAUZ, 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
0.52
-0.23
NURE
HAUZ

Dividends

NURE vs. HAUZ - Dividend Comparison

NURE's dividend yield for the trailing twelve months is around 3.51%, less than HAUZ's 4.51% yield.


TTM20232022202120202019201820172016201520142013
NURE
Nuveen Short-Term REIT ETF
3.51%3.74%2.81%1.34%2.88%3.28%4.11%3.82%0.48%0.00%0.00%0.00%
HAUZ
Xtrackers International Real Estate ETF
4.51%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%4.98%0.06%

Drawdowns

NURE vs. HAUZ - Drawdown Comparison

The maximum NURE drawdown since its inception was -46.05%, which is greater than HAUZ's maximum drawdown of -39.51%. Use the drawdown chart below to compare losses from any high point for NURE and HAUZ. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-14.84%
-24.48%
NURE
HAUZ

Volatility

NURE vs. HAUZ - Volatility Comparison

Nuveen Short-Term REIT ETF (NURE) has a higher volatility of 5.38% compared to Xtrackers International Real Estate ETF (HAUZ) at 4.31%. This indicates that NURE's price experiences larger fluctuations and is considered to be riskier than HAUZ 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
5.38%
4.31%
NURE
HAUZ
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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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