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RMAX.TO vs. SPY2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RMAX.TO vs. SPY2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) and SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

RMAX.TO is traded in CAD, while SPY2.DE is traded in EUR. To make them comparable, the SPY2.DE values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RMAX.TO achieves a 7.20% return, which is significantly lower than SPY2.DE's 8.52% return.


RMAX.TO

1D
-0.18%
1M
-0.46%
YTD
7.20%
6M
7.28%
1Y
9.43%
3Y*
5Y*
10Y*

SPY2.DE

1D
0.97%
1M
0.54%
YTD
8.52%
6M
6.19%
1Y
13.71%
3Y*
10.11%
5Y*
4.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RMAX.TO vs. SPY2.DE - Yearly Performance Comparison


2026 (YTD)20252024
RMAX.TO
Hamilton REITs YIELD MAXIMIZER ETF
7.20%5.39%9.70%
SPY2.DE
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating
8.52%5.11%10.28%

Correlation

The correlation between RMAX.TO and SPY2.DE is 0.53, 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

0.53

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2024

0.50

The correlation between RMAX.TO and SPY2.DE has been stable across timeframes, ranging from 0.50 to 0.53 - a consistent structural relationship.

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Return for Risk

RMAX.TO vs. SPY2.DE — Risk / Return Rank

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

RMAX.TO
RMAX.TO Risk / Return Rank: 2626
Overall Rank
RMAX.TO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
RMAX.TO Sortino Ratio Rank: 2424
Sortino Ratio Rank
RMAX.TO Omega Ratio Rank: 2424
Omega Ratio Rank
RMAX.TO Calmar Ratio Rank: 3030
Calmar Ratio Rank
RMAX.TO Martin Ratio Rank: 2626
Martin Ratio Rank

SPY2.DE
SPY2.DE Risk / Return Rank: 2626
Overall Rank
SPY2.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
SPY2.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
SPY2.DE Omega Ratio Rank: 2323
Omega Ratio Rank
SPY2.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SPY2.DE Martin Ratio Rank: 3030
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.

RMAX.TO vs. SPY2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) and SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE). 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.


RMAX.TOSPY2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.15

1.20

-0.05

Calmar ratioReturn relative to maximum drawdown

1.47

1.81

-0.34

Martin ratioReturn relative to average drawdown

3.53

5.77

-2.24

RMAX.TO vs. SPY2.DE - Sharpe Ratio Comparison

The current RMAX.TO Sharpe Ratio is 0.87, which is comparable to the SPY2.DE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of RMAX.TO and SPY2.DE, 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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Sharpe Ratios by Period


RMAX.TOSPY2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

1.14

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.13

+0.77

Drawdowns

RMAX.TO vs. SPY2.DE - Drawdown Comparison

The maximum RMAX.TO drawdown since its inception was -15.90%, smaller than the maximum SPY2.DE drawdown of -37.75%. Use the drawdown chart below to compare losses from any high point for RMAX.TO and SPY2.DE.


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Drawdown Indicators


RMAX.TOSPY2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.90%

-37.75%

+21.85%

Max Drawdown (1Y)

Largest decline over 1 year

-6.43%

-7.49%

+1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-17.33%

Max Drawdown (5Y)

Largest decline over 5 years

-28.10%

Current Drawdown

Current decline from peak

-2.28%

-2.49%

+0.21%

Average Drawdown

Average peak-to-trough decline

-3.71%

-11.99%

+8.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.36%

+0.32%

Volatility

RMAX.TO vs. SPY2.DE - Volatility Comparison

The current volatility for Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) is 3.36%, while SPDR Dow Jones Global Real Estate UCITS ETF Accumulating (SPY2.DE) has a volatility of 3.58%. This indicates that RMAX.TO experiences smaller price fluctuations and is considered to be less risky than SPY2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RMAX.TOSPY2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

3.58%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

8.84%

-0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

10.86%

11.91%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.98%

14.88%

-1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.98%

18.97%

-5.99%

RMAX.TO vs. SPY2.DE - Expense Ratio Comparison

RMAX.TO has a 0.79% expense ratio, which is higher than SPY2.DE's 0.40% expense ratio.


Dividends

RMAX.TO vs. SPY2.DE - Dividend Comparison

RMAX.TO's dividend yield for the trailing twelve months is around 10.64%, while SPY2.DE has not paid dividends to shareholders.


PositionTTM20252024
RMAX.TO
Hamilton REITs YIELD MAXIMIZER ETF
10.64%10.65%4.88%
SPY2.DE
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating
0.00%0.00%0.00%

Frequently Asked Questions


RMAX.TO and SPY2.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPY2.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPY2.DE is cheaper with a 0.40% expense ratio, compared with 0.79% for RMAX.TO.

They also come from different issuers: Hamilton ETFs and State Street. Their fees differ too: 0.79% for RMAX.TO and 0.40% for SPY2.DE.

Portfolio Optimizer

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