RS.TO vs. XRE.TO
Compare and contrast key facts about Real Estate Split Corp. (RS.TO) and iShares S&P/TSX Capped REIT Index ETF (XRE.TO).
XRE.TO is a passively managed fund by iShares that tracks the performance of the Morningstar DM REIT NR CAD. It was launched on Oct 17, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RS.TO or XRE.TO.
Key characteristics
| RS.TO | XRE.TO | |
|---|---|---|
| YTD Return | -2.00% | 4.29% |
| 1Y Return | 8.34% | 13.75% |
| 3Y Return (Ann) | -6.16% | -4.64% |
| Sharpe Ratio | 0.45 | 0.69 |
| Sortino Ratio | 0.74 | 1.14 |
| Omega Ratio | 1.10 | 1.13 |
| Calmar Ratio | 0.24 | 0.43 |
| Martin Ratio | 2.09 | 2.39 |
| Ulcer Index | 4.38% | 4.88% |
| Daily Std Dev | 20.15% | 16.78% |
| Max Drawdown | -40.60% | -57.06% |
| Current Drawdown | -28.29% | -13.87% |
Correlation
The correlation between RS.TO and XRE.TO is 0.51, 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.
Performance
RS.TO vs. XRE.TO - Performance Comparison
In the year-to-date period, RS.TO achieves a -2.00% return, which is significantly lower than XRE.TO's 4.29% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RS.TO vs. XRE.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Real Estate Split Corp. (RS.TO) and iShares S&P/TSX Capped REIT Index ETF (XRE.TO). 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.
Dividends
RS.TO vs. XRE.TO - Dividend Comparison
RS.TO's dividend yield for the trailing twelve months is around 12.48%, more than XRE.TO's 4.73% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RS.TO Real Estate Split Corp. | 12.48% | 12.13% | 11.14% | 7.11% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XRE.TO iShares S&P/TSX Capped REIT Index ETF | 4.73% | 4.52% | 4.85% | 2.59% | 4.45% | 4.82% | 4.80% | 4.71% | 5.20% | 5.59% | 4.93% | 4.93% |
Drawdowns
RS.TO vs. XRE.TO - Drawdown Comparison
The maximum RS.TO drawdown since its inception was -40.60%, smaller than the maximum XRE.TO drawdown of -57.06%. Use the drawdown chart below to compare losses from any high point for RS.TO and XRE.TO. For additional features, visit the drawdowns tool.
Volatility
RS.TO vs. XRE.TO - Volatility Comparison
Real Estate Split Corp. (RS.TO) has a higher volatility of 7.49% compared to iShares S&P/TSX Capped REIT Index ETF (XRE.TO) at 4.79%. This indicates that RS.TO's price experiences larger fluctuations and is considered to be riskier than XRE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.