RWR vs. NGREX
Compare and contrast key facts about SPDR Dow Jones REIT ETF (RWR) and Northern Global Real Estate Index Fund (NGREX).
RWR is a passively managed fund by State Street that tracks the performance of the Dow Jones U.S. Select REIT Index. It was launched on Apr 23, 2001. NGREX is managed by Northern Funds. It was launched on Jul 25, 2006.
Performance
RWR vs. NGREX - Performance Comparison
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RWR vs. NGREX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWR SPDR Dow Jones REIT ETF | 3.43% | 3.20% | 7.74% | 13.76% | -26.09% | 45.47% | -11.40% | 22.71% | -4.47% | 3.47% |
NGREX Northern Global Real Estate Index Fund | -0.40% | 10.42% | 2.63% | 9.98% | -24.31% | 22.71% | -8.35% | 23.17% | -6.70% | 14.36% |
Returns By Period
In the year-to-date period, RWR achieves a 3.43% return, which is significantly higher than NGREX's -0.40% return. Over the past 10 years, RWR has outperformed NGREX with an annualized return of 4.36%, while NGREX has yielded a comparatively lower 3.33% annualized return.
RWR
- 1D
- 1.38%
- 1M
- -6.06%
- YTD
- 3.43%
- 6M
- 2.55%
- 1Y
- 5.80%
- 3Y*
- 8.43%
- 5Y*
- 4.58%
- 10Y*
- 4.36%
NGREX
- 1D
- 0.10%
- 1M
- -10.24%
- YTD
- -0.40%
- 6M
- -0.73%
- 1Y
- 8.56%
- 3Y*
- 7.21%
- 5Y*
- 1.79%
- 10Y*
- 3.33%
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RWR vs. NGREX - Expense Ratio Comparison
RWR has a 0.25% expense ratio, which is lower than NGREX's 0.47% expense ratio.
Return for Risk
RWR vs. NGREX — Risk / Return Rank
RWR
NGREX
RWR vs. NGREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones REIT ETF (RWR) and Northern Global Real Estate Index Fund (NGREX). 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.
| RWR | NGREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 0.56 | -0.22 |
Sortino ratioReturn per unit of downside risk | 0.58 | 0.91 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.13 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.50 | 0.77 | -0.27 |
Martin ratioReturn relative to average drawdown | 2.14 | 2.95 | -0.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RWR | NGREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.56 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.11 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | 0.20 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.15 | +0.16 |
Correlation
The correlation between RWR and NGREX is 0.87, 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.
Dividends
RWR vs. NGREX - Dividend Comparison
RWR's dividend yield for the trailing twelve months is around 3.69%, less than NGREX's 3.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWR SPDR Dow Jones REIT ETF | 3.69% | 3.78% | 3.76% | 3.75% | 3.81% | 2.79% | 3.73% | 3.36% | 4.19% | 3.05% | 4.39% | 3.17% |
NGREX Northern Global Real Estate Index Fund | 3.78% | 3.92% | 3.71% | 2.40% | 1.85% | 3.11% | 2.09% | 4.49% | 3.91% | 2.59% | 4.36% | 2.49% |
Drawdowns
RWR vs. NGREX - Drawdown Comparison
The maximum RWR drawdown since its inception was -74.92%, roughly equal to the maximum NGREX drawdown of -72.37%. Use the drawdown chart below to compare losses from any high point for RWR and NGREX.
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Drawdown Indicators
| RWR | NGREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.92% | -72.37% | -2.55% |
Max Drawdown (1Y)Largest decline over 1 year | -13.42% | -10.41% | -3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -32.58% | -32.14% | -0.44% |
Max Drawdown (10Y)Largest decline over 10 years | -44.39% | -41.06% | -3.33% |
Current DrawdownCurrent decline from peak | -6.44% | -10.24% | +3.80% |
Average DrawdownAverage peak-to-trough decline | -13.19% | -16.01% | +2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.71% | +0.42% |
Volatility
RWR vs. NGREX - Volatility Comparison
SPDR Dow Jones REIT ETF (RWR) has a higher volatility of 4.57% compared to Northern Global Real Estate Index Fund (NGREX) at 4.02%. This indicates that RWR's price experiences larger fluctuations and is considered to be riskier than NGREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWR | NGREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 4.02% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 10.56% | -1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 16.12% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.03% | 15.89% | +3.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.51% | 17.06% | +4.45% |