PortfoliosLab logo
RWR vs. FREL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RWR and FREL is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

RWR vs. FREL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Dow Jones REIT ETF (RWR) and Fidelity MSCI Real Estate Index ETF (FREL). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
40.04%
56.64%
RWR
FREL

Key characteristics

Sharpe Ratio

RWR:

0.62

FREL:

0.69

Sortino Ratio

RWR:

0.95

FREL:

1.05

Omega Ratio

RWR:

1.12

FREL:

1.14

Calmar Ratio

RWR:

0.50

FREL:

0.50

Martin Ratio

RWR:

2.16

FREL:

2.36

Ulcer Index

RWR:

5.28%

FREL:

5.32%

Daily Std Dev

RWR:

18.50%

FREL:

18.14%

Max Drawdown

RWR:

-74.92%

FREL:

-42.61%

Current Drawdown

RWR:

-12.52%

FREL:

-14.68%

Returns By Period

In the year-to-date period, RWR achieves a -3.45% return, which is significantly lower than FREL's -1.49% return. Over the past 10 years, RWR has underperformed FREL with an annualized return of 4.03%, while FREL has yielded a comparatively higher 5.02% annualized return.


RWR

YTD

-3.45%

1M

-3.89%

6M

-7.74%

1Y

12.15%

5Y*

9.26%

10Y*

4.03%

FREL

YTD

-1.49%

1M

-3.58%

6M

-7.44%

1Y

13.04%

5Y*

7.68%

10Y*

5.02%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RWR vs. FREL - Expense Ratio Comparison

RWR has a 0.25% expense ratio, which is higher than FREL's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for RWR: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RWR: 0.25%
Expense ratio chart for FREL: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FREL: 0.08%

Risk-Adjusted Performance

RWR vs. FREL — Risk-Adjusted Performance Rank

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

RWR
The Risk-Adjusted Performance Rank of RWR is 6262
Overall Rank
The Sharpe Ratio Rank of RWR is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of RWR is 6363
Sortino Ratio Rank
The Omega Ratio Rank of RWR is 6060
Omega Ratio Rank
The Calmar Ratio Rank of RWR is 6161
Calmar Ratio Rank
The Martin Ratio Rank of RWR is 6161
Martin Ratio Rank

FREL
The Risk-Adjusted Performance Rank of FREL is 6565
Overall Rank
The Sharpe Ratio Rank of FREL is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FREL is 6767
Sortino Ratio Rank
The Omega Ratio Rank of FREL is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FREL is 6060
Calmar Ratio Rank
The Martin Ratio Rank of FREL is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RWR vs. FREL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones REIT ETF (RWR) and Fidelity MSCI Real Estate Index ETF (FREL). 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.


The chart of Sharpe ratio for RWR, currently valued at 0.62, compared to the broader market-1.000.001.002.003.004.00
RWR: 0.62
FREL: 0.69
The chart of Sortino ratio for RWR, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.00
RWR: 0.95
FREL: 1.05
The chart of Omega ratio for RWR, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
RWR: 1.12
FREL: 1.14
The chart of Calmar ratio for RWR, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.0012.00
RWR: 0.50
FREL: 0.50
The chart of Martin ratio for RWR, currently valued at 2.16, compared to the broader market0.0020.0040.0060.00
RWR: 2.16
FREL: 2.36

The current RWR Sharpe Ratio is 0.62, which is comparable to the FREL Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of RWR and FREL, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.62
0.69
RWR
FREL

Dividends

RWR vs. FREL - Dividend Comparison

RWR's dividend yield for the trailing twelve months is around 3.99%, more than FREL's 3.59% yield.


TTM20242023202220212020201920182017201620152014
RWR
SPDR Dow Jones REIT ETF
3.99%3.76%3.75%3.81%2.79%3.73%3.36%4.19%3.05%4.39%3.17%3.06%
FREL
Fidelity MSCI Real Estate Index ETF
3.59%3.48%3.73%3.57%2.34%3.77%3.32%5.54%3.27%4.01%3.80%0.00%

Drawdowns

RWR vs. FREL - Drawdown Comparison

The maximum RWR drawdown since its inception was -74.92%, which is greater than FREL's maximum drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for RWR and FREL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.52%
-14.68%
RWR
FREL

Volatility

RWR vs. FREL - Volatility Comparison

SPDR Dow Jones REIT ETF (RWR) has a higher volatility of 11.08% compared to Fidelity MSCI Real Estate Index ETF (FREL) at 10.47%. This indicates that RWR's price experiences larger fluctuations and is considered to be riskier than FREL 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%12.00%NovemberDecember2025FebruaryMarchApril
11.08%
10.47%
RWR
FREL