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RWO vs. SLYV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, RWO achieves a 10.38% return, which is significantly lower than SLYV's 17.70% return. Over the past 10 years, RWO has underperformed SLYV with an annualized return of 3.78%, while SLYV has yielded a comparatively higher 10.63% annualized return.


RWO

1D
0.94%
1M
-0.20%
YTD
10.38%
6M
10.62%
1Y
15.08%
3Y*
11.49%
5Y*
2.33%
10Y*
3.78%

SLYV

1D
-0.20%
1M
3.12%
YTD
17.70%
6M
15.50%
1Y
39.46%
3Y*
15.47%
5Y*
6.55%
10Y*
10.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RWO vs. SLYV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RWO
SPDR Dow Jones Global Real Estate ETF
10.38%8.87%1.76%10.91%-25.11%31.03%-10.44%21.17%-6.04%7.80%
SLYV
SPDR S&P 600 Small Cap Value ETF
17.70%6.54%7.28%14.82%-11.08%30.57%2.68%24.26%-12.77%11.74%

Correlation

The correlation between RWO and SLYV is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since May 22, 2008

0.70

The correlation between RWO and SLYV shifts across timeframes, from 0.56 (1 year) to 0.70 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

RWO vs. SLYV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RWO
RWO Risk / Return Rank: 3333
Overall Rank
RWO Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
RWO Sortino Ratio Rank: 3131
Sortino Ratio Rank
RWO Omega Ratio Rank: 3131
Omega Ratio Rank
RWO Calmar Ratio Rank: 3333
Calmar Ratio Rank
RWO Martin Ratio Rank: 4040
Martin Ratio Rank

SLYV
SLYV Risk / Return Rank: 7373
Overall Rank
SLYV Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SLYV Sortino Ratio Rank: 7272
Sortino Ratio Rank
SLYV Omega Ratio Rank: 6464
Omega Ratio Rank
SLYV Calmar Ratio Rank: 8383
Calmar Ratio Rank
SLYV Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RWO vs. SLYV - Risk-Adjusted Trends 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.

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.


RWOSLYVDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

1.20

1.37

-0.17

Calmar ratioReturn relative to maximum drawdown

1.59

4.24

-2.64

Martin ratioReturn relative to average drawdown

6.11

14.05

-7.94

RWO vs. SLYV - Sharpe Ratio Comparison

The current RWO Sharpe Ratio is 1.16, which is lower than the SLYV Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of RWO and SLYV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RWO vs. SLYV - Drawdown Comparison

The maximum RWO drawdown since its inception was -67.69%, which is greater than SLYV's maximum drawdown of -61.15%. Use the drawdown chart below to compare losses from any high point for RWO and SLYV.


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Drawdown Indicators


RWOSLYVDifference

Max Drawdown

Largest peak-to-trough decline

-67.69%

-61.15%

-6.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.51%

-9.36%

-0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-17.66%

-28.68%

+11.02%

Max Drawdown (5Y)

Largest decline over 5 years

-32.85%

-28.68%

-4.17%

Max Drawdown (10Y)

Largest decline over 10 years

-43.27%

-47.73%

+4.46%

Current Drawdown

Current decline from peak

-1.73%

-1.48%

-0.25%

Average Drawdown

Average peak-to-trough decline

-12.65%

-8.93%

-3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.82%

-0.35%

Volatility

RWO vs. SLYV - Volatility Comparison

The current volatility for SPDR Dow Jones Global Real Estate ETF (RWO) is 4.50%, while SPDR S&P 600 Small Cap Value ETF (SLYV) has a volatility of 4.75%. 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.


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Volatility by Period


RWOSLYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

4.75%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

11.73%

-1.87%

Volatility (1Y)

Calculated over the trailing 1-year period

13.14%

18.31%

-5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.06%

21.91%

-4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

23.98%

-5.74%

RWO vs. SLYV - Expense Ratio Comparison

RWO has a 0.50% expense ratio, which is higher than SLYV's 0.15% expense ratio.


Dividends

RWO vs. SLYV - Dividend Comparison

RWO's dividend yield for the trailing twelve months is around 4.20%, more than SLYV's 2.28% yield.


PositionTTM20252024202320222021202020192018201720162015
RWO
SPDR Dow Jones Global Real Estate ETF
4.20%3.62%3.68%3.53%3.69%2.79%3.25%3.97%3.90%3.26%3.77%2.97%
SLYV
SPDR S&P 600 Small Cap Value ETF
2.28%2.02%2.30%2.11%1.47%1.94%1.40%1.67%2.14%5.53%2.18%6.55%

Frequently Asked Questions


RWO and SLYV have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLYV has higher volatility (4.75%) compared to RWO (4.50%). In terms of maximum drawdown, RWO dropped -67.69% vs SLYV's -61.15%.

On 10-year performance, SLYV leads with 10.63% vs 3.78% for RWO. On fees, SLYV is cheaper at 0.15% per year. On volatility, RWO has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SLYV has performed better with a 10.63% return vs 3.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SLYV is cheaper with a 0.15% expense ratio, compared with 0.50% for RWO.

RWO has the higher dividend yield at 4.20%, compared with 2.28% for SLYV.

RWO is categorized as REIT, while SLYV is Small Cap Value Equities. RWO tracks Dow Jones Global Select Real Estate Securities Index, while SLYV tracks S&P SmallCap 600 Value Index. Their fees differ too: 0.50% for RWO and 0.15% for SLYV.

SLYV currently has the higher Sharpe Ratio (2.17 vs 1.16), 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.

Portfolio Optimizer

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