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

Correlation

The correlation between RWO and VNQI is 0.77, 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.


-0.50.00.51.00.8

Performance

RWO vs. VNQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Dow Jones Global Real Estate ETF (RWO) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.23%
-3.44%
RWO
VNQI

Key characteristics

Sharpe Ratio

RWO:

0.25

VNQI:

-0.31

Sortino Ratio

RWO:

0.44

VNQI:

-0.32

Omega Ratio

RWO:

1.05

VNQI:

0.96

Calmar Ratio

RWO:

0.15

VNQI:

-0.16

Martin Ratio

RWO:

0.80

VNQI:

-0.85

Ulcer Index

RWO:

4.59%

VNQI:

5.24%

Daily Std Dev

RWO:

14.43%

VNQI:

14.54%

Max Drawdown

RWO:

-68.60%

VNQI:

-38.35%

Current Drawdown

RWO:

-15.71%

VNQI:

-28.12%

Returns By Period

In the year-to-date period, RWO achieves a 1.49% return, which is significantly higher than VNQI's -7.80% return. Over the past 10 years, RWO has outperformed VNQI with an annualized return of 2.31%, while VNQI has yielded a comparatively lower 0.38% annualized return.


RWO

YTD

1.49%

1M

-4.86%

6M

6.22%

1Y

3.67%

5Y*

0.13%

10Y*

2.31%

VNQI

YTD

-7.80%

1M

-7.77%

6M

-3.44%

1Y

-4.45%

5Y*

-5.33%

10Y*

0.38%

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. VNQI - Expense Ratio Comparison

RWO has a 0.50% expense ratio, which is higher than VNQI's 0.12% 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 VNQI: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

RWO vs. VNQI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate ETF (RWO) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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 0.25, compared to the broader market0.002.004.000.25-0.31
The chart of Sortino ratio for RWO, currently valued at 0.44, compared to the broader market-2.000.002.004.006.008.0010.000.44-0.32
The chart of Omega ratio for RWO, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.050.96
The chart of Calmar ratio for RWO, currently valued at 0.15, compared to the broader market0.005.0010.0015.000.15-0.16
The chart of Martin ratio for RWO, currently valued at 0.80, compared to the broader market0.0020.0040.0060.0080.00100.000.80-0.85
RWO
VNQI

The current RWO Sharpe Ratio is 0.25, which is higher than the VNQI Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of RWO and VNQI, 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
0.25
-0.31
RWO
VNQI

Dividends

RWO vs. VNQI - Dividend Comparison

RWO's dividend yield for the trailing twelve months is around 2.46%, while VNQI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
RWO
SPDR Dow Jones Global Real Estate ETF
2.46%3.53%3.69%2.79%3.25%3.97%3.90%3.26%3.77%2.97%3.08%3.77%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
0.00%3.74%0.57%6.48%0.93%7.57%4.62%3.86%5.18%2.86%4.11%3.27%

Drawdowns

RWO vs. VNQI - Drawdown Comparison

The maximum RWO drawdown since its inception was -68.60%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for RWO and VNQI. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-15.71%
-28.12%
RWO
VNQI

Volatility

RWO vs. VNQI - Volatility Comparison

SPDR Dow Jones Global Real Estate ETF (RWO) and Vanguard Global ex-U.S. Real Estate ETF (VNQI) have volatilities of 5.03% and 4.98%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
5.03%
4.98%
RWO
VNQI
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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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