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RMAX.TO vs. WTRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RMAX.TO vs. WTRE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) and WisdomTree New Economy Real Estate ETF (WTRE). The values are adjusted to include any dividend payments, if applicable.

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RMAX.TO vs. WTRE - Yearly Performance Comparison


2026 (YTD)20252024
RMAX.TO
Hamilton REITs YIELD MAXIMIZER ETF
1.02%5.39%9.70%
WTRE
WisdomTree New Economy Real Estate ETF
3.19%20.56%6.50%
Different Trading Currencies

RMAX.TO is traded in CAD, while WTRE is traded in USD. To make them comparable, the WTRE 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 1.02% return, which is significantly lower than WTRE's 3.19% return.


RMAX.TO

1D
0.76%
1M
-4.81%
YTD
1.02%
6M
-2.74%
1Y
4.08%
3Y*
5Y*
10Y*

WTRE

1D
3.70%
1M
-6.90%
YTD
3.19%
6M
-1.37%
1Y
23.80%
3Y*
12.09%
5Y*
0.85%
10Y*
2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RMAX.TO vs. WTRE - Expense Ratio Comparison

RMAX.TO has a 0.79% expense ratio, which is higher than WTRE's 0.58% expense ratio.


Return for Risk

RMAX.TO vs. WTRE — 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: 2121
Overall Rank
RMAX.TO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
RMAX.TO Sortino Ratio Rank: 1919
Sortino Ratio Rank
RMAX.TO Omega Ratio Rank: 1818
Omega Ratio Rank
RMAX.TO Calmar Ratio Rank: 2525
Calmar Ratio Rank
RMAX.TO Martin Ratio Rank: 2424
Martin Ratio Rank

WTRE
WTRE Risk / Return Rank: 6969
Overall Rank
WTRE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
WTRE Sortino Ratio Rank: 7373
Sortino Ratio Rank
WTRE Omega Ratio Rank: 6363
Omega Ratio Rank
WTRE Calmar Ratio Rank: 7676
Calmar Ratio Rank
WTRE Martin Ratio Rank: 5656
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. WTRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) and WisdomTree New Economy Real Estate ETF (WTRE). 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.TOWTREDifference

Sharpe ratio

Return per unit of total volatility

0.30

1.17

-0.87

Sortino ratio

Return per unit of downside risk

0.50

1.63

-1.13

Omega ratio

Gain probability vs. loss probability

1.07

1.21

-0.14

Calmar ratio

Return relative to maximum drawdown

0.56

1.65

-1.09

Martin ratio

Return relative to average drawdown

1.87

4.15

-2.28

RMAX.TO vs. WTRE - Sharpe Ratio Comparison

The current RMAX.TO Sharpe Ratio is 0.30, which is lower than the WTRE Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of RMAX.TO and WTRE, 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


RMAX.TOWTREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.17

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.43

+0.27

Correlation

The correlation between RMAX.TO and WTRE is 0.61, 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

RMAX.TO vs. WTRE - Dividend Comparison

RMAX.TO's dividend yield for the trailing twelve months is around 9.98%, more than WTRE's 2.39% yield.


TTM20252024202320222021202020192018201720162015
RMAX.TO
Hamilton REITs YIELD MAXIMIZER ETF
9.98%10.65%4.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WTRE
WisdomTree New Economy Real Estate ETF
2.39%2.33%2.69%2.05%1.68%6.47%2.96%7.88%4.49%6.34%5.96%4.58%

Drawdowns

RMAX.TO vs. WTRE - Drawdown Comparison

The maximum RMAX.TO drawdown since its inception was -15.90%, smaller than the maximum WTRE drawdown of -45.51%. Use the drawdown chart below to compare losses from any high point for RMAX.TO and WTRE.


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Drawdown Indicators


RMAX.TOWTREDifference

Max Drawdown

Largest peak-to-trough decline

-15.90%

-74.18%

+58.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-14.22%

+4.15%

Max Drawdown (5Y)

Largest decline over 5 years

-43.87%

Max Drawdown (10Y)

Largest decline over 10 years

-48.47%

Current Drawdown

Current decline from peak

-5.00%

-18.90%

+13.90%

Average Drawdown

Average peak-to-trough decline

-3.94%

-25.15%

+21.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

5.26%

-2.17%

Volatility

RMAX.TO vs. WTRE - Volatility Comparison

The current volatility for Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) is 3.82%, while WisdomTree New Economy Real Estate ETF (WTRE) has a volatility of 8.25%. This indicates that RMAX.TO experiences smaller price fluctuations and is considered to be less risky than WTRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RMAX.TOWTREDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

8.25%

-4.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.99%

15.33%

-7.34%

Volatility (1Y)

Calculated over the trailing 1-year period

13.97%

20.46%

-6.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.07%

16.67%

-3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.07%

15.84%

-2.77%