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RIET vs. RWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RIET vs. RWX - Performance Comparison

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

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RIET vs. RWX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RIET
Hoya Capital High Dividend Yield ETF
-0.60%2.43%1.18%13.04%-25.29%2.35%
RWX
SPDR DJ Wilshire International Real Estate ETF
-4.26%26.24%-12.15%6.25%-21.84%-0.50%

Returns By Period

In the year-to-date period, RIET achieves a -0.60% return, which is significantly higher than RWX's -4.26% return.


RIET

1D
1.12%
1M
-5.58%
YTD
-0.60%
6M
-1.46%
1Y
-0.11%
3Y*
6.00%
5Y*
10Y*

RWX

1D
1.84%
1M
-11.93%
YTD
-4.26%
6M
-2.67%
1Y
12.85%
3Y*
4.43%
5Y*
-1.20%
10Y*
0.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RIET vs. RWX - Expense Ratio Comparison

RIET has a 0.50% expense ratio, which is lower than RWX's 0.59% expense ratio.


Return for Risk

RIET vs. RWX — Risk / Return Rank

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

RIET
RIET Risk / Return Rank: 1212
Overall Rank
RIET Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
RIET Sortino Ratio Rank: 1111
Sortino Ratio Rank
RIET Omega Ratio Rank: 1111
Omega Ratio Rank
RIET Calmar Ratio Rank: 1313
Calmar Ratio Rank
RIET Martin Ratio Rank: 1313
Martin Ratio Rank

RWX
RWX Risk / Return Rank: 4646
Overall Rank
RWX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
RWX Sortino Ratio Rank: 5151
Sortino Ratio Rank
RWX Omega Ratio Rank: 4545
Omega Ratio Rank
RWX Calmar Ratio Rank: 3838
Calmar Ratio Rank
RWX Martin Ratio Rank: 4444
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.

RIET vs. RWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hoya Capital High Dividend Yield ETF (RIET) 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.


RIETRWXDifference

Sharpe ratio

Return per unit of total volatility

-0.01

0.92

-0.93

Sortino ratio

Return per unit of downside risk

0.10

1.33

-1.23

Omega ratio

Gain probability vs. loss probability

1.01

1.17

-0.16

Calmar ratio

Return relative to maximum drawdown

0.04

0.92

-0.88

Martin ratio

Return relative to average drawdown

0.12

4.00

-3.88

RIET vs. RWX - Sharpe Ratio Comparison

The current RIET Sharpe Ratio is -0.01, which is lower than the RWX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of RIET and RWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RIETRWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

0.92

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.03

-0.16

Correlation

The correlation between RIET and RWX is 0.66, 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.


Dividends

RIET vs. RWX - Dividend Comparison

RIET's dividend yield for the trailing twelve months is around 11.41%, more than RWX's 3.82% yield.


TTM20252024202320222021202020192018201720162015
RIET
Hoya Capital High Dividend Yield ETF
11.41%11.04%10.17%9.33%9.33%1.99%0.00%0.00%0.00%0.00%0.00%0.00%
RWX
SPDR DJ Wilshire International Real Estate ETF
3.82%3.65%4.32%3.90%4.05%4.62%2.92%8.94%5.28%2.77%8.74%2.94%

Drawdowns

RIET vs. RWX - Drawdown Comparison

The maximum RIET drawdown since its inception was -34.61%, smaller than the maximum RWX drawdown of -73.62%. Use the drawdown chart below to compare losses from any high point for RIET and RWX.


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Drawdown Indicators


RIETRWXDifference

Max Drawdown

Largest peak-to-trough decline

-34.61%

-73.62%

+39.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-13.58%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-35.91%

Max Drawdown (10Y)

Largest decline over 10 years

-43.37%

Current Drawdown

Current decline from peak

-14.32%

-15.57%

+1.25%

Average Drawdown

Average peak-to-trough decline

-16.72%

-20.37%

+3.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

3.13%

+1.21%

Volatility

RIET vs. RWX - Volatility Comparison

The current volatility for Hoya Capital High Dividend Yield ETF (RIET) is 5.11%, while SPDR DJ Wilshire International Real Estate ETF (RWX) has a volatility of 5.79%. This indicates that RIET experiences smaller price fluctuations and is considered to be less risky than RWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIETRWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

5.79%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

9.46%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

14.05%

+1.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.15%

15.67%

+3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.15%

16.42%

+2.73%