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

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.


-0.50.00.51.00.7

Performance

RWO vs. SLYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Dow Jones Global Real Estate ETF (RWO) and SPDR S&P 600 Small Cap Value ETF (SLYV). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
62.51%
332.90%
RWO
SLYV

Key characteristics

Sharpe Ratio

RWO:

0.22

SLYV:

0.49

Sortino Ratio

RWO:

0.39

SLYV:

0.84

Omega Ratio

RWO:

1.05

SLYV:

1.10

Calmar Ratio

RWO:

0.13

SLYV:

0.89

Martin Ratio

RWO:

0.68

SLYV:

2.11

Ulcer Index

RWO:

4.60%

SLYV:

4.79%

Daily Std Dev

RWO:

14.36%

SLYV:

20.74%

Max Drawdown

RWO:

-68.60%

SLYV:

-61.32%

Current Drawdown

RWO:

-16.16%

SLYV:

-7.43%

Returns By Period

In the year-to-date period, RWO achieves a 0.95% return, which is significantly lower than SLYV's 7.46% return. Over the past 10 years, RWO has underperformed SLYV with an annualized return of 2.29%, while SLYV has yielded a comparatively higher 8.12% annualized return.


RWO

YTD

0.95%

1M

-4.94%

6M

5.66%

1Y

2.07%

5Y*

0.02%

10Y*

2.29%

SLYV

YTD

7.46%

1M

-3.78%

6M

14.00%

1Y

7.66%

5Y*

8.06%

10Y*

8.12%

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. SLYV - Expense Ratio Comparison

RWO has a 0.50% expense ratio, which is higher than SLYV's 0.15% 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 SLYV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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.


Sharpe ratio
The chart of Sharpe ratio for RWO, currently valued at 0.22, compared to the broader market0.002.004.000.220.49
The chart of Sortino ratio for RWO, currently valued at 0.39, compared to the broader market-2.000.002.004.006.008.0010.000.390.84
The chart of Omega ratio for RWO, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.10
The chart of Calmar ratio for RWO, currently valued at 0.13, compared to the broader market0.005.0010.0015.000.130.89
The chart of Martin ratio for RWO, currently valued at 0.68, compared to the broader market0.0020.0040.0060.0080.00100.000.682.11
RWO
SLYV

The current RWO Sharpe Ratio is 0.22, which is lower than the SLYV Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of RWO and SLYV, 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
0.22
0.49
RWO
SLYV

Dividends

RWO vs. SLYV - Dividend Comparison

RWO's dividend yield for the trailing twelve months is around 2.48%, more than SLYV's 1.51% 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%
SLYV
SPDR S&P 600 Small Cap Value ETF
1.51%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.16%
-7.43%
RWO
SLYV

Volatility

RWO vs. SLYV - Volatility Comparison

The current volatility for SPDR Dow Jones Global Real Estate ETF (RWO) is 4.80%, while SPDR S&P 600 Small Cap Value ETF (SLYV) has a volatility of 5.95%. 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.80%
5.95%
RWO
SLYV
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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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