RIET vs. STWD
RIET (Hoya Capital High Dividend Yield ETF) is REIT fund tracking the Hoya Capital High Dividend Yield Index, while STWD (Starwood Property Trust, Inc.) is a stock. Over the past 3 years, RIET returned 9.52%/yr vs 6.92%/yr for STWD. Their correlation of 0.81 suggests significant overlap in exposure.
Performance
RIET vs. STWD - Performance Comparison
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Returns By Period
In the year-to-date period, RIET achieves a 8.46% return, which is significantly higher than STWD's -4.41% return.
RIET
- 1D
- 1.06%
- 1M
- 1.00%
- YTD
- 8.46%
- 6M
- 9.41%
- 1Y
- 12.07%
- 3Y*
- 9.52%
- 5Y*
- —
- 10Y*
- —
STWD
- 1D
- 0.60%
- 1M
- -3.18%
- YTD
- -4.41%
- 6M
- -4.22%
- 1Y
- -8.33%
- 3Y*
- 6.92%
- 5Y*
- 0.24%
- 10Y*
- 7.70%
RIET vs. STWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RIET Hoya Capital High Dividend Yield ETF | 8.46% | 2.43% | 1.18% | 13.04% | -25.29% | 5.14% |
STWD Starwood Property Trust, Inc. | -4.41% | 4.91% | -0.56% | 26.70% | -17.33% | 1.10% |
Correlation
The correlation between RIET and STWD is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 2021 | 0.81 |
The correlation between RIET and STWD has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
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Return for Risk
RIET vs. STWD — Risk / Return Rank
RIET
STWD
RIET vs. STWD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hoya Capital High Dividend Yield ETF (RIET) and Starwood Property Trust, Inc. (STWD). 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.
| RIET | STWD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.41 | ||
| Sortino ratioReturn per unit of downside risk | +1.92 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.93 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | -0.58 | +1.96 |
| Martin ratioReturn relative to average drawdown | 3.60 | -0.93 | +4.53 |
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Drawdowns
RIET vs. STWD - Drawdown Comparison
The maximum RIET drawdown since its inception was -34.61%, smaller than the maximum STWD drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for RIET and STWD.
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Drawdown Indicators
| RIET | STWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.61% | -66.34% | +31.73% |
Max Drawdown (1Y)Largest decline over 1 year | -8.76% | -14.53% | +5.77% |
Max Drawdown (3Y)Largest decline over 3 years | -18.38% | -16.66% | -1.72% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.65% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.34% | — |
Current DrawdownCurrent decline from peak | -6.51% | -13.65% | +7.14% |
Average DrawdownAverage peak-to-trough decline | -16.31% | -7.58% | -8.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.36% | 8.95% | -5.59% |
Volatility
RIET vs. STWD - Volatility Comparison
The current volatility for Hoya Capital High Dividend Yield ETF (RIET) is 3.94%, while Starwood Property Trust, Inc. (STWD) has a volatility of 4.68%. This indicates that RIET experiences smaller price fluctuations and is considered to be less risky than STWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RIET | STWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 4.68% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.50% | 12.29% | -2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.30% | 16.79% | -3.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 24.22% | -5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 30.14% | -11.19% |
Dividends
RIET vs. STWD - Dividend Comparison
RIET's dividend yield for the trailing twelve months is around 10.74%, less than STWD's 11.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RIET Hoya Capital High Dividend Yield ETF | 10.74% | 11.04% | 10.17% | 9.33% | 9.33% | 1.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STWD Starwood Property Trust, Inc. | 11.47% | 10.66% | 10.13% | 9.13% | 10.47% | 7.90% | 9.95% | 7.72% | 9.74% | 8.99% | 8.75% | 9.34% |
Frequently Asked Questions
RIET and STWD have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STWD has higher volatility (4.68%) compared to RIET (3.94%). In terms of maximum drawdown, RIET dropped -34.61% vs STWD's -66.34%.
RIET currently has the higher Sharpe Ratio (0.91 vs -0.50), 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.
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