RWO vs. ICF
Compare and contrast key facts about SPDR Dow Jones Global Real Estate ETF (RWO) and iShares Cohen & Steers REIT ETF (ICF).
RWO and ICF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RWO is a passively managed fund by State Street that tracks the performance of the Dow Jones Global Select Real Estate Securities Index. It was launched on May 13, 2008. ICF is a passively managed fund by iShares that tracks the performance of the Cohen & Steers Realty Majors Index. It was launched on Jan 29, 2001. Both RWO and ICF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
RWO vs. ICF - Performance Comparison
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RWO vs. ICF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWO SPDR Dow Jones Global Real Estate ETF | 3.40% | 8.87% | 1.76% | 10.91% | -25.11% | 31.03% | -10.44% | 21.17% | -6.04% | 7.80% |
ICF iShares Cohen & Steers REIT ETF | 4.61% | 1.85% | 5.30% | 10.36% | -26.12% | 44.17% | -5.43% | 25.48% | -2.55% | 4.90% |
Returns By Period
In the year-to-date period, RWO achieves a 3.40% return, which is significantly lower than ICF's 4.61% return. Over the past 10 years, RWO has underperformed ICF with an annualized return of 3.10%, while ICF has yielded a comparatively higher 4.76% annualized return.
RWO
- 1D
- 1.09%
- 1M
- -5.92%
- YTD
- 3.40%
- 6M
- 2.59%
- 1Y
- 9.75%
- 3Y*
- 7.83%
- 5Y*
- 2.85%
- 10Y*
- 3.10%
ICF
- 1D
- 0.57%
- 1M
- -5.82%
- YTD
- 4.61%
- 6M
- 2.42%
- 1Y
- 3.70%
- 3Y*
- 6.75%
- 5Y*
- 3.76%
- 10Y*
- 4.76%
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RWO vs. ICF - Expense Ratio Comparison
RWO has a 0.50% expense ratio, which is higher than ICF's 0.34% expense ratio.
Return for Risk
RWO vs. ICF — Risk / Return Rank
RWO
ICF
RWO vs. ICF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate ETF (RWO) and iShares Cohen & Steers REIT ETF (ICF). 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.
| RWO | ICF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.23 | +0.40 |
Sortino ratioReturn per unit of downside risk | 0.96 | 0.42 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.06 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 0.33 | +0.53 |
Martin ratioReturn relative to average drawdown | 3.70 | 1.20 | +2.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RWO | ICF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 0.23 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.20 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.23 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.30 | -0.15 |
Correlation
The correlation between RWO and ICF is 0.89, 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.
Dividends
RWO vs. ICF - Dividend Comparison
RWO's dividend yield for the trailing twelve months is around 3.49%, more than ICF's 2.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWO SPDR Dow Jones Global Real Estate ETF | 3.49% | 3.62% | 3.68% | 3.53% | 3.69% | 2.79% | 3.25% | 3.97% | 3.90% | 3.26% | 3.77% | 2.97% |
ICF iShares Cohen & Steers REIT ETF | 2.66% | 2.88% | 2.66% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.21% | 3.30% |
Drawdowns
RWO vs. ICF - Drawdown Comparison
The maximum RWO drawdown since its inception was -67.69%, smaller than the maximum ICF drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for RWO and ICF.
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Drawdown Indicators
| RWO | ICF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.69% | -76.74% | +9.05% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -11.77% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -32.85% | -34.74% | +1.89% |
Max Drawdown (10Y)Largest decline over 10 years | -43.27% | -40.22% | -3.05% |
Current DrawdownCurrent decline from peak | -6.69% | -8.53% | +1.84% |
Average DrawdownAverage peak-to-trough decline | -12.78% | -14.26% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 3.26% | -0.58% |
Volatility
RWO vs. ICF - Volatility Comparison
SPDR Dow Jones Global Real Estate ETF (RWO) has a higher volatility of 5.31% compared to iShares Cohen & Steers REIT ETF (ICF) at 4.51%. This indicates that RWO's price experiences larger fluctuations and is considered to be riskier than ICF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWO | ICF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 4.51% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 9.63% | -0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.56% | 16.31% | -0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.98% | 18.90% | -1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 20.58% | -2.39% |