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RLY vs. EDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RLY vs. EDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Multi-Asset Real Return ETF (RLY) and SPDR S&P Emerging Markets Dividend ETF (EDIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RLY achieves a 13.94% return, which is significantly higher than EDIV's 9.11% return. Both investments have delivered pretty close results over the past 10 years, with RLY having a 8.02% annualized return and EDIV not far ahead at 8.40%.


RLY

1D
-0.31%
1M
1.21%
6M
8.76%
YTD
13.94%
1Y
24.26%
3Y*
12.31%
5Y*
10.60%
10Y*
8.02%
ALL TIME*
4.68%

EDIV

1D
-0.52%
1M
1.79%
6M
6.50%
YTD
9.11%
1Y
13.09%
3Y*
16.35%
5Y*
12.20%
10Y*
8.40%
ALL TIME*
3.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RLY vs. EDIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RLY
State Street Multi-Asset Real Return ETF
13.94%20.26%2.53%2.56%7.86%22.85%-0.59%15.63%-11.72%10.40%
EDIV
SPDR S&P Emerging Markets Dividend ETF
9.11%16.45%12.75%41.91%-15.31%11.21%-9.95%11.80%-6.16%28.20%

Correlation

The correlation between RLY and EDIV is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.52

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

0.53

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

0.58

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2012

0.63

The correlation between RLY and EDIV shifts across timeframes, from 0.45 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RLY vs. EDIV — Risk / Return Rank

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

RLY
RLY Risk / Return Rank: 8686
Overall Rank
RLY Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
RLY Sortino Ratio Rank: 8989
Sortino Ratio Rank
RLY Omega Ratio Rank: 8989
Omega Ratio Rank
RLY Calmar Ratio Rank: 8282
Calmar Ratio Rank
RLY Martin Ratio Rank: 8181
Martin Ratio Rank

EDIV
EDIV Risk / Return Rank: 3636
Overall Rank
EDIV Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EDIV Sortino Ratio Rank: 3737
Sortino Ratio Rank
EDIV Omega Ratio Rank: 3737
Omega Ratio Rank
EDIV Calmar Ratio Rank: 3333
Calmar Ratio Rank
EDIV Martin Ratio Rank: 3333
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.

RLY vs. EDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Multi-Asset Real Return ETF (RLY) and SPDR S&P Emerging Markets Dividend ETF (EDIV). 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.


RLYEDIVDifference
Sharpe ratioReturn per unit of total volatility

+1.28

Sortino ratioReturn per unit of downside risk

+1.65

Omega ratioGain probability vs. loss probability

1.42

1.19

+0.23

Calmar ratioReturn relative to maximum drawdown

3.23

1.27

+1.96

Martin ratioReturn relative to average drawdown

11.48

3.70

+7.78

RLY vs. EDIV - Sharpe Ratio Comparison

The current RLY Sharpe Ratio is 2.31, which is higher than the EDIV Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of RLY and EDIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RLY vs. EDIV - Drawdown Comparison

The maximum RLY drawdown since its inception was -37.75%, smaller than the maximum EDIV drawdown of -53.36%. Use the drawdown chart below to compare losses from any high point for RLY and EDIV.


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Drawdown Indicators


RLYEDIVDifference

Max Drawdown

Largest peak-to-trough decline

-37.75%

-53.36%

+15.61%

Max Drawdown (1Y)

Largest decline over 1 year

-7.54%

-10.36%

+2.82%

Max Drawdown (3Y)

Largest decline over 3 years

-10.08%

-13.84%

+3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

-28.32%

+9.38%

Max Drawdown (10Y)

Largest decline over 10 years

-34.17%

-40.76%

+6.59%

Current Drawdown

Current decline from peak

-4.28%

-1.64%

-2.64%

Average Drawdown

Average peak-to-trough decline

-9.42%

-19.23%

+9.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.12%

3.54%

-1.42%

Volatility

RLY vs. EDIV - Volatility Comparison

The current volatility for State Street Multi-Asset Real Return ETF (RLY) is 2.91%, while SPDR S&P Emerging Markets Dividend ETF (EDIV) has a volatility of 3.83%. This indicates that RLY experiences smaller price fluctuations and is considered to be less risky than EDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RLYEDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

3.83%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

11.05%

-2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

10.56%

12.80%

-2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.47%

13.94%

-0.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.79%

17.30%

-3.51%

RLY vs. EDIV - Expense Ratio Comparison

RLY has a 0.50% expense ratio, which is higher than EDIV's 0.49% expense ratio.


Dividends

RLY vs. EDIV - Dividend Comparison

RLY's dividend yield for the trailing twelve months is around 3.11%, less than EDIV's 4.16% yield.


PositionTTM20252024202320222021202020192018201720162015
EDIV
SPDR S&P Emerging Markets Dividend ETF
4.16%4.69%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.94%5.33%
RLY
State Street Multi-Asset Real Return ETF
3.11%3.24%3.31%3.71%5.66%12.15%2.16%3.45%2.76%1.85%2.07%1.80%

Frequently Asked Questions


RLY and EDIV have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDIV has higher volatility (3.83%) compared to RLY (2.91%). In terms of maximum drawdown, RLY dropped -37.75% vs EDIV's -53.36%.

On 10-year performance, EDIV leads with 8.40% vs 8.02% for RLY. On fees, EDIV is cheaper at 0.49% per year. On volatility, RLY has been the lower-risk option at 2.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EDIV has performed better with a 8.40% return vs 8.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EDIV is cheaper with a 0.49% expense ratio, compared with 0.50% for RLY.

EDIV has the higher dividend yield at 4.16%, compared with 3.11% for RLY.

RLY is categorized as Hedge Fund, while EDIV is Emerging Markets Equities. RLY tracks Bloomberg U.S. Government Inflation-Linked Bond Index, while EDIV tracks S&P Emerging Markets Dividend Opportunities Index. Their fees differ too: 0.50% for RLY and 0.49% for EDIV.

RLY currently has the higher Sharpe Ratio (2.31 vs 1.03), 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

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