RWR vs. EGGY

Last updated Jun 23, 2026

RWR (SPDR Dow Jones REIT ETF) and EGGY (NestYield Dynamic Income ETF) are both exchange-traded funds - RWR is a REIT fund tracking the Dow Jones U.S. Select REIT Index, while EGGY is a Derivative Income fund actively managed by NestYield. RWR is passively managed, while EGGY is actively managed. Over the past year, RWR returned 19.15% vs 62.65% for EGGY. At a 0.05 correlation, their price movements are largely independent. RWR charges 0.25%/yr vs 0.95%/yr for EGGY.

Performance

RWR vs. EGGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Dow Jones REIT ETF (RWR) and NestYield Dynamic Income ETF (EGGY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RWR achieves a 14.64% return, which is significantly lower than EGGY's 50.49% return.

RWR

• 1D: 1.26%
• 1M: 0.64%
• YTD: 14.64%
• 6M: 14.73%
• 1Y: 19.15%
• 3Y*: 13.14%
• 5Y*: 4.64%
• 10Y*: 5.37%

EGGY

• 1D: 3.47%
• 1M: 17.02%
• YTD: 50.49%
• 6M: 48.12%
• 1Y: 62.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RWR vs. EGGY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RWR SPDR Dow Jones REIT ETF	14.64%	3.20%	-0.53%
EGGY NestYield Dynamic Income ETF	50.49%	16.46%	-0.91%

Correlation

The correlation between RWR and EGGY is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.06
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024	0.05

The correlation between RWR and EGGY shifts across timeframes, from -0.06 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

Return for Risk

RWR vs. EGGY — Risk / Return Rank

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

RWR

RWR Risk / Return Rank: 43
RWR Sharpe Ratio Rank: 40
RWR Sortino Ratio Rank: 38
RWR Omega Ratio Rank: 37
RWR Calmar Ratio Rank: 50
RWR Martin Ratio Rank: 49

EGGY

EGGY Risk / Return Rank: 59
EGGY Sharpe Ratio Rank: 62
EGGY Sortino Ratio Rank: 51
EGGY Omega Ratio Rank: 58
EGGY Calmar Ratio Rank: 70
EGGY Martin Ratio Rank: 51

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.

RWR vs. EGGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones REIT ETF (RWR) and NestYield Dynamic Income ETF (EGGY). 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.

	RWR	EGGY	Difference
Sharpe ratio: Return per unit of total volatility	1.37	1.99	-0.62
Sortino ratio: Return per unit of downside risk	1.90	2.41	-0.50
Omega ratio: Gain probability vs. loss probability	1.24	1.35	-0.11
Calmar ratio: Return relative to maximum drawdown	2.39	3.43	-1.04
Martin ratio: Return relative to average drawdown	8.08	8.52	-0.44

RWR vs. EGGY - Sharpe Ratio Comparison

The current RWR Sharpe Ratio is 1.37, which is lower than the EGGY Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of RWR and EGGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RWR vs. EGGY - Drawdown Comparison

The maximum RWR drawdown since its inception was -74.92%, which is greater than EGGY's maximum drawdown of -18.34%. Use the drawdown chart below to compare losses from any high point for RWR and EGGY.

Drawdown Indicators

	RWR	EGGY	Difference
Max Drawdown Largest peak-to-trough decline	-74.92%	-18.34%	-56.58%
Max Drawdown (1Y) Largest decline over 1 year	-8.04%	-18.34%	+10.30%
Max Drawdown (3Y) Largest decline over 3 years	-18.85%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-32.58%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-44.39%	—	—
Current Drawdown Current decline from peak	-1.74%	0.00%	-1.74%
Average Drawdown Average peak-to-trough decline	-13.09%	-5.22%	-7.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.38%	7.38%	-5.00%

Volatility

RWR vs. EGGY - Volatility Comparison

The current volatility for SPDR Dow Jones REIT ETF (RWR) is 5.27%, while NestYield Dynamic Income ETF (EGGY) has a volatility of 14.36%. This indicates that RWR experiences smaller price fluctuations and is considered to be less risky than EGGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RWR	EGGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.27%	14.36%	-9.09%
Volatility (6M) Calculated over the trailing 6-month period	10.32%	26.34%	-16.02%
Volatility (1Y) Calculated over the trailing 1-year period	14.03%	31.63%	-17.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.04%	30.04%	-11.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.55%	30.04%	-8.49%

RWR vs. EGGY - Expense Ratio Comparison

RWR has a 0.25% expense ratio, which is lower than EGGY's 0.95% expense ratio.

Dividends

RWR vs. EGGY - Dividend Comparison

RWR's dividend yield for the trailing twelve months is around 4.23%, less than EGGY's 23.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EGGY NestYield Dynamic Income ETF	23.71%	28.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RWR SPDR Dow Jones REIT ETF	4.23%	3.78%	3.76%	3.75%	3.81%	2.79%	3.73%	3.36%	4.19%	3.05%	4.39%	3.17%

Frequently Asked Questions

Can I hold both RWR and EGGY in my portfolio?

RWR and EGGY have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RWR or EGGY?

EGGY has higher volatility (14.36%) compared to RWR (5.27%). In terms of maximum drawdown, RWR dropped -74.92% vs EGGY's -18.34%.

Which ETF is better, RWR or EGGY?

On 1-year performance, EGGY leads with 62.65% vs 19.15% for RWR. On fees, RWR is cheaper at 0.25% per year. On volatility, RWR has been the lower-risk option at 5.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RWR or EGGY?

Over the 1-year period, EGGY has performed better with a 62.65% return vs 19.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RWR or EGGY?

RWR is cheaper with a 0.25% expense ratio, compared with 0.95% for EGGY.

Which ETF pays a higher dividend yield, RWR or EGGY?

EGGY has the higher dividend yield at 23.71%, compared with 4.23% for RWR.

What is the main difference between RWR and EGGY?

RWR is categorized as REIT, while EGGY is Derivative Income. They also come from different issuers: State Street and NestYield. Their fees differ too: 0.25% for RWR and 0.95% for EGGY.

Which has better risk-adjusted returns?

EGGY currently has the higher Sharpe Ratio (1.99 vs 1.37), 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.