RWO vs. SLYV
Compare and contrast key facts about SPDR Dow Jones Global Real Estate ETF (RWO) and SPDR S&P 600 Small Cap Value ETF (SLYV).
RWO and SLYV 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. SLYV is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 29, 2000. Both RWO and SLYV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RWO or SLYV.
Performance
RWO vs. SLYV - Performance Comparison
Returns By Period
In the year-to-date period, RWO achieves a 6.60% return, which is significantly lower than SLYV's 11.68% return. Over the past 10 years, RWO has underperformed SLYV with an annualized return of 3.08%, while SLYV has yielded a comparatively higher 8.72% annualized return.
RWO
6.60%
-1.47%
13.34%
19.03%
1.09%
3.08%
SLYV
11.68%
6.49%
16.01%
27.60%
9.91%
8.72%
Key characteristics
| RWO | SLYV | |
|---|---|---|
| Sharpe Ratio | 1.32 | 1.34 |
| Sortino Ratio | 1.90 | 2.01 |
| Omega Ratio | 1.24 | 1.24 |
| Calmar Ratio | 0.76 | 1.84 |
| Martin Ratio | 4.60 | 6.03 |
| Ulcer Index | 4.22% | 4.69% |
| Daily Std Dev | 14.67% | 21.12% |
| Max Drawdown | -68.60% | -61.32% |
| Current Drawdown | -11.47% | -3.07% |
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RWO vs. SLYV - Expense Ratio Comparison
RWO has a 0.50% expense ratio, which is higher than SLYV's 0.15% expense ratio.
Correlation
The correlation between RWO and SLYV is 0.70, 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.
Risk-Adjusted Performance
RWO vs. SLYV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate ETF (RWO) and SPDR S&P 600 Small Cap Value ETF (SLYV). 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
RWO vs. SLYV - Dividend Comparison
RWO's dividend yield for the trailing twelve months is around 3.40%, more than SLYV's 2.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWO SPDR Dow Jones Global Real Estate ETF | 3.40% | 3.53% | 3.69% | 2.79% | 3.25% | 3.97% | 3.90% | 3.26% | 3.77% | 2.97% | 3.08% | 3.77% |
SLYV SPDR S&P 600 Small Cap Value ETF | 2.13% | 2.11% | 1.47% | 1.94% | 1.40% | 1.66% | 2.14% | 5.53% | 2.18% | 6.55% | 7.50% | 1.58% |
Drawdowns
RWO vs. SLYV - Drawdown Comparison
The maximum RWO drawdown since its inception was -68.60%, which is greater than SLYV's maximum drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for RWO and SLYV. For additional features, visit the drawdowns tool.
Volatility
RWO vs. SLYV - Volatility Comparison
The current volatility for SPDR Dow Jones Global Real Estate ETF (RWO) is 3.94%, while SPDR S&P 600 Small Cap Value ETF (SLYV) has a volatility of 7.61%. This indicates that RWO experiences smaller price fluctuations and is considered to be less risky than SLYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.