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RWO vs. GQRE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RWO and GQRE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

RWO vs. GQRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Dow Jones Global Real Estate ETF (RWO) and FlexShares Global Quality Real Estate Index Fund (GQRE). The values are adjusted to include any dividend payments, if applicable.

35.00%40.00%45.00%50.00%55.00%60.00%65.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
45.19%
56.25%
RWO
GQRE

Key characteristics

Sharpe Ratio

RWO:

0.15

GQRE:

0.49

Sortino Ratio

RWO:

0.29

GQRE:

0.74

Omega Ratio

RWO:

1.04

GQRE:

1.09

Calmar Ratio

RWO:

0.09

GQRE:

0.27

Martin Ratio

RWO:

0.47

GQRE:

2.20

Ulcer Index

RWO:

4.49%

GQRE:

3.05%

Daily Std Dev

RWO:

14.29%

GQRE:

13.81%

Max Drawdown

RWO:

-68.60%

GQRE:

-41.87%

Current Drawdown

RWO:

-16.45%

GQRE:

-16.40%

Returns By Period

In the year-to-date period, RWO achieves a 0.60% return, which is significantly lower than GQRE's 5.18% return. Over the past 10 years, RWO has underperformed GQRE with an annualized return of 2.35%, while GQRE has yielded a comparatively higher 3.08% annualized return.


RWO

YTD

0.60%

1M

-5.26%

6M

4.99%

1Y

1.55%

5Y*

-0.05%

10Y*

2.35%

GQRE

YTD

5.18%

1M

-4.02%

6M

7.09%

1Y

5.98%

5Y*

0.34%

10Y*

3.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RWO vs. GQRE - Expense Ratio Comparison

RWO has a 0.50% expense ratio, which is higher than GQRE's 0.45% expense ratio.


RWO
SPDR Dow Jones Global Real Estate ETF
Expense ratio chart for RWO: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for GQRE: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

RWO vs. GQRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate ETF (RWO) and FlexShares Global Quality Real Estate Index Fund (GQRE). 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.


Sharpe ratio
The chart of Sharpe ratio for RWO, currently valued at 0.15, compared to the broader market0.002.004.000.150.49
The chart of Sortino ratio for RWO, currently valued at 0.29, compared to the broader market-2.000.002.004.006.008.0010.000.290.74
The chart of Omega ratio for RWO, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.09
The chart of Calmar ratio for RWO, currently valued at 0.09, compared to the broader market0.005.0010.0015.000.090.27
The chart of Martin ratio for RWO, currently valued at 0.47, compared to the broader market0.0020.0040.0060.0080.00100.000.472.20
RWO
GQRE

The current RWO Sharpe Ratio is 0.15, which is lower than the GQRE Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of RWO and GQRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.15
0.49
RWO
GQRE

Dividends

RWO vs. GQRE - Dividend Comparison

RWO's dividend yield for the trailing twelve months is around 2.48%, more than GQRE's 1.57% yield.


TTM20232022202120202019201820172016201520142013
RWO
SPDR Dow Jones Global Real Estate ETF
2.48%3.53%3.69%2.79%3.25%3.97%3.90%3.26%3.77%2.97%3.08%3.77%
GQRE
FlexShares Global Quality Real Estate Index Fund
1.57%2.90%2.56%2.36%2.05%4.29%3.22%1.97%4.16%2.32%2.57%0.39%

Drawdowns

RWO vs. GQRE - Drawdown Comparison

The maximum RWO drawdown since its inception was -68.60%, which is greater than GQRE's maximum drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for RWO and GQRE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-16.45%
-16.40%
RWO
GQRE

Volatility

RWO vs. GQRE - Volatility Comparison

SPDR Dow Jones Global Real Estate ETF (RWO) and FlexShares Global Quality Real Estate Index Fund (GQRE) have volatilities of 4.41% and 4.34%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%JulyAugustSeptemberOctoberNovemberDecember
4.41%
4.34%
RWO
GQRE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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