PHP.L vs. RWR
Compare and contrast key facts about Primary Health Properties (PHP.L) and SPDR Dow Jones REIT ETF (RWR).
RWR is a passively managed fund by State Street that tracks the performance of the Dow Jones U.S. Select REIT Index. It was launched on Apr 23, 2001.
Performance
PHP.L vs. RWR - Performance Comparison
Loading graphics...
PHP.L vs. RWR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PHP.L Primary Health Properties | -3.67% | 13.36% | -3.49% | 0.11% | -23.05% | 3.17% | -0.83% | 50.58% | -0.19% | 10.16% |
RWR SPDR Dow Jones REIT ETF | 5.39% | -4.15% | 9.62% | 8.07% | -17.31% | 46.85% | -14.00% | 18.05% | 1.19% | -5.48% |
Different Trading Currencies
PHP.L is traded in GBp, while RWR is traded in USD. To make them comparable, the RWR values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, PHP.L achieves a -3.67% return, which is significantly lower than RWR's 5.39% return. Over the past 10 years, PHP.L has underperformed RWR with an annualized return of 4.52%, while RWR has yielded a comparatively higher 5.13% annualized return.
PHP.L
- 1D
- -0.33%
- 1M
- -14.42%
- YTD
- -3.67%
- 6M
- 5.38%
- 1Y
- 4.47%
- 3Y*
- 3.85%
- 5Y*
- -3.24%
- 10Y*
- 4.52%
RWR
- 1D
- 1.08%
- 1M
- -4.21%
- YTD
- 5.39%
- 6M
- 4.31%
- 1Y
- 3.36%
- 3Y*
- 5.95%
- 5Y*
- 5.53%
- 10Y*
- 5.13%
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
PHP.L vs. RWR — Risk / Return Rank
PHP.L
RWR
PHP.L vs. RWR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Primary Health Properties (PHP.L) and SPDR Dow Jones REIT ETF (RWR). 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.
| PHP.L | RWR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 0.20 | +0.05 |
Sortino ratioReturn per unit of downside risk | 0.47 | 0.39 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.05 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.28 | 0.36 | -0.08 |
Martin ratioReturn relative to average drawdown | 0.70 | 0.96 | -0.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| PHP.L | RWR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.20 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.31 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | 0.24 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.22 | +0.21 |
Correlation
The correlation between PHP.L and RWR is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
PHP.L vs. RWR - Dividend Comparison
PHP.L's dividend yield for the trailing twelve months is around 7.93%, more than RWR's 3.69% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHP.L Primary Health Properties | 7.93% | 7.25% | 7.40% | 6.45% | 5.87% | 4.10% | 3.86% | 3.50% | 4.86% | 4.50% | 4.62% | 4.65% |
RWR SPDR Dow Jones REIT ETF | 3.69% | 3.78% | 3.76% | 3.75% | 3.81% | 2.79% | 3.73% | 3.36% | 4.19% | 3.05% | 4.39% | 3.17% |
Drawdowns
PHP.L vs. RWR - Drawdown Comparison
The maximum PHP.L drawdown since its inception was -52.64%, smaller than the maximum RWR drawdown of -61.99%. Use the drawdown chart below to compare losses from any high point for PHP.L and RWR.
Loading graphics...
Drawdown Indicators
| PHP.L | RWR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.64% | -74.92% | +22.28% |
Max Drawdown (1Y)Largest decline over 1 year | -15.84% | -13.42% | -2.42% |
Max Drawdown (5Y)Largest decline over 5 years | -42.78% | -32.58% | -10.20% |
Max Drawdown (10Y)Largest decline over 10 years | -42.78% | -44.39% | +1.61% |
Current DrawdownCurrent decline from peak | -26.79% | -6.44% | -20.35% |
Average DrawdownAverage peak-to-trough decline | -12.82% | -13.19% | +0.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.33% | 3.13% | +3.20% |
Volatility
PHP.L vs. RWR - Volatility Comparison
Primary Health Properties (PHP.L) has a higher volatility of 7.20% compared to SPDR Dow Jones REIT ETF (RWR) at 4.20%. This indicates that PHP.L's price experiences larger fluctuations and is considered to be riskier than RWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| PHP.L | RWR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 4.20% | +3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 9.73% | +3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.24% | 17.27% | +0.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.01% | 17.98% | +3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.73% | 21.38% | -1.65% |