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RWR vs. HAUZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RWR vs. HAUZ - Performance Comparison

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

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Returns By Period

In the year-to-date period, RWR achieves a 18.45% return, which is significantly higher than HAUZ's -1.86% return. Over the past 10 years, RWR has outperformed HAUZ with an annualized return of 5.05%, while HAUZ has yielded a comparatively lower 3.20% annualized return.


RWR

1D
0.67%
1M
1.53%
6M
16.74%
YTD
18.45%
1Y
22.28%
3Y*
11.14%
5Y*
4.74%
10Y*
5.05%

HAUZ

1D
-0.90%
1M
-1.28%
6M
-5.32%
YTD
-1.86%
1Y
3.49%
3Y*
6.62%
5Y*
-1.40%
10Y*
3.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RWR vs. HAUZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RWR
SPDR Dow Jones REIT ETF
18.45%3.20%7.74%13.76%-26.09%45.47%-11.40%22.71%-4.47%3.47%
HAUZ
Xtrackers International Real Estate ETF
-1.86%22.70%-5.44%6.29%-22.24%9.82%-6.23%20.89%-9.12%27.52%

Correlation

The correlation between RWR and HAUZ is 0.51, 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

0.51

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

0.61

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

0.63

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

0.51

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2013

0.47

The correlation between RWR and HAUZ shifts across timeframes, from 0.47 (all time) to 0.63 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

RWR vs. HAUZ — Risk / Return Rank

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

RWR
RWR Risk / Return Rank: 6161
Overall Rank
RWR Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
RWR Sortino Ratio Rank: 5757
Sortino Ratio Rank
RWR Omega Ratio Rank: 5454
Omega Ratio Rank
RWR Calmar Ratio Rank: 7070
Calmar Ratio Rank
RWR Martin Ratio Rank: 6666
Martin Ratio Rank

HAUZ
HAUZ Risk / Return Rank: 1313
Overall Rank
HAUZ Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
HAUZ Sortino Ratio Rank: 1212
Sortino Ratio Rank
HAUZ Omega Ratio Rank: 1212
Omega Ratio Rank
HAUZ Calmar Ratio Rank: 1313
Calmar Ratio Rank
HAUZ Martin Ratio Rank: 1313
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.

RWR vs. HAUZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones REIT ETF (RWR) and Xtrackers International Real Estate ETF (HAUZ). 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.


RWRHAUZDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.73

Omega ratioGain probability vs. loss probability

1.27

1.05

+0.22

Calmar ratioReturn relative to maximum drawdown

2.79

0.25

+2.54

Martin ratioReturn relative to average drawdown

9.46

0.59

+8.87

RWR vs. HAUZ - Sharpe Ratio Comparison

The current RWR Sharpe Ratio is 1.59, which is higher than the HAUZ Sharpe Ratio of 0.25. The chart below compares the historical Sharpe Ratios of RWR and HAUZ, 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

RWR vs. HAUZ - Drawdown Comparison

The maximum RWR drawdown since its inception was -74.92%, which is greater than HAUZ's maximum drawdown of -39.51%. Use the drawdown chart below to compare losses from any high point for RWR and HAUZ.


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Drawdown Indicators


RWRHAUZDifference

Max Drawdown

Largest peak-to-trough decline

-74.92%

-39.51%

-35.41%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-14.08%

+6.04%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-17.88%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-32.58%

-34.14%

+1.56%

Max Drawdown (10Y)

Largest decline over 10 years

-44.39%

-39.51%

-4.88%

Current Drawdown

Current decline from peak

-0.90%

-11.02%

+10.12%

Average Drawdown

Average peak-to-trough decline

-13.06%

-11.74%

-1.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

5.90%

-3.54%

Volatility

RWR vs. HAUZ - Volatility Comparison

SPDR Dow Jones REIT ETF (RWR) has a higher volatility of 4.89% compared to Xtrackers International Real Estate ETF (HAUZ) at 3.85%. This indicates that RWR's price experiences larger fluctuations and is considered to be riskier than HAUZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RWRHAUZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

3.85%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

11.96%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.12%

14.12%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.06%

15.96%

+3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.55%

16.94%

+4.61%

RWR vs. HAUZ - Expense Ratio Comparison

RWR has a 0.25% expense ratio, which is higher than HAUZ's 0.10% 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%.


Dividends

RWR vs. HAUZ - Dividend Comparison

RWR's dividend yield for the trailing twelve months is around 3.30%, less than HAUZ's 3.62% yield.


PositionTTM20252024202320222021202020192018201720162015
HAUZ
Xtrackers International Real Estate ETF
3.62%4.46%4.50%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%
RWR
SPDR Dow Jones REIT ETF
3.30%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


RWR and HAUZ have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RWR has higher volatility (4.89%) compared to HAUZ (3.85%). In terms of maximum drawdown, RWR dropped -74.92% vs HAUZ's -39.51%.

On 10-year performance, RWR leads with 5.05% vs 3.20% for HAUZ. On fees, HAUZ is cheaper at 0.10% per year. On volatility, HAUZ has been the lower-risk option at 3.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RWR has performed better with a 5.05% return vs 3.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HAUZ is cheaper with a 0.10% expense ratio, compared with 0.25% for RWR.

HAUZ has the higher dividend yield at 3.62%, compared with 3.30% for RWR.

RWR tracks Dow Jones U.S. Select REIT Index, while HAUZ tracks iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index. They also come from different issuers: State Street and DWS. Their fees differ too: 0.25% for RWR and 0.10% for HAUZ.

RWR currently has the higher Sharpe Ratio (1.59 vs 0.25), 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

Find the right allocation for RWR and HAUZ

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