RSPR vs. DFREX
RSPR (Invesco S&P 500 Equal Weight Real Estate ETF) and DFREX (DFA Real Estate Securities Portfolio Class I) are both REIT funds. Over the past 10 years, RSPR returned 6.16%/yr vs 5.68%/yr for DFREX. Their correlation of 0.90 suggests significant overlap in exposure. RSPR charges 0.40%/yr vs 0.18%/yr for DFREX.
Performance
RSPR vs. DFREX - Performance Comparison
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Returns By Period
In the year-to-date period, RSPR achieves a 9.30% return, which is significantly lower than DFREX's 12.74% return. Over the past 10 years, RSPR has outperformed DFREX with an annualized return of 6.16%, while DFREX has yielded a comparatively lower 5.68% annualized return.
RSPR
- 1D
- 0.79%
- 1M
- 0.30%
- YTD
- 9.30%
- 6M
- 10.15%
- 1Y
- 6.48%
- 3Y*
- 9.90%
- 5Y*
- 2.56%
- 10Y*
- 6.16%
DFREX
- 1D
- -0.07%
- 1M
- -1.26%
- YTD
- 12.74%
- 6M
- 13.17%
- 1Y
- 12.26%
- 3Y*
- 9.38%
- 5Y*
- 3.40%
- 10Y*
- 5.68%
RSPR vs. DFREX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RSPR Invesco S&P 500 Equal Weight Real Estate ETF | 9.30% | -1.88% | 8.61% | 11.59% | -25.16% | 49.61% | -2.90% | 24.62% | -4.11% | 8.76% |
DFREX DFA Real Estate Securities Portfolio Class I | 12.74% | 1.52% | 5.52% | 11.20% | -24.93% | 41.88% | -5.03% | 28.12% | -3.01% | 4.25% |
Correlation
The correlation between RSPR and DFREX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2015 | 0.90 |
The correlation between RSPR and DFREX has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.
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Return for Risk
RSPR vs. DFREX — Risk / Return Rank
RSPR
DFREX
RSPR vs. DFREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) and DFA Real Estate Securities Portfolio Class I (DFREX). 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.
| RSPR | DFREX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.16 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 1.46 | -0.71 |
| Martin ratioReturn relative to average drawdown | 1.64 | 4.51 | -2.87 |
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Drawdowns
RSPR vs. DFREX - Drawdown Comparison
The maximum RSPR drawdown since its inception was -41.96%, smaller than the maximum DFREX drawdown of -74.36%. Use the drawdown chart below to compare losses from any high point for RSPR and DFREX.
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Drawdown Indicators
| RSPR | DFREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.96% | -74.36% | +32.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -8.40% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -17.78% | -17.64% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -33.03% | -33.11% | +0.08% |
Max Drawdown (10Y)Largest decline over 10 years | -41.96% | -41.49% | -0.47% |
Current DrawdownCurrent decline from peak | -2.93% | -3.19% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -11.32% | +1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.95% | 2.71% | +1.24% |
Volatility
RSPR vs. DFREX - Volatility Comparison
Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) and DFA Real Estate Securities Portfolio Class I (DFREX) have volatilities of 4.77% and 5.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RSPR | DFREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 5.02% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.52% | 10.22% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.57% | 13.66% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.12% | 18.74% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.42% | 20.33% | +1.09% |
RSPR vs. DFREX - Expense Ratio Comparison
RSPR has a 0.40% expense ratio, which is higher than DFREX's 0.18% expense ratio.
Dividends
RSPR vs. DFREX - Dividend Comparison
RSPR's dividend yield for the trailing twelve months is around 3.45%, more than DFREX's 2.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFREX DFA Real Estate Securities Portfolio Class I | 2.57% | 2.84% | 2.97% | 3.59% | 6.24% | 2.56% | 3.36% | 2.23% | 4.88% | 1.89% | 2.83% | 2.86% |
RSPR Invesco S&P 500 Equal Weight Real Estate ETF | 3.45% | 2.70% | 2.58% | 2.91% | 3.14% | 2.56% | 3.82% | 2.48% | 3.02% | 3.01% | 2.06% | 1.03% |
Frequently Asked Questions
With a correlation of 0.92, RSPR and DFREX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DFREX has higher volatility (5.02%) compared to RSPR (4.77%). In terms of maximum drawdown, RSPR dropped -41.96% vs DFREX's -74.36%.
DFREX currently has the higher Sharpe Ratio (0.90 vs 0.45), 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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