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RWR vs. SCHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RWR vs. SCHH - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with RWR having a 16.14% return and SCHH slightly lower at 15.41%. Over the past 10 years, RWR has outperformed SCHH with an annualized return of 5.51%, while SCHH has yielded a comparatively lower 4.29% annualized return.


RWR

1D
1.31%
1M
1.96%
YTD
16.14%
6M
16.59%
1Y
19.02%
3Y*
13.63%
5Y*
4.96%
10Y*
5.51%

SCHH

1D
1.31%
1M
1.22%
YTD
15.41%
6M
16.02%
1Y
14.47%
3Y*
12.09%
5Y*
3.68%
10Y*
4.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RWR vs. SCHH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RWR
SPDR Dow Jones REIT ETF
16.14%3.20%7.74%13.76%-26.09%45.47%-11.40%22.71%-4.47%3.47%
SCHH
Schwab US REIT ETF
15.41%2.20%4.99%11.18%-24.99%41.07%-14.81%22.85%-4.26%3.68%

Correlation

The correlation between RWR and SCHH is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

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

0.98

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 13, 2011

0.98

The correlation between RWR and SCHH has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

RWR vs. SCHH — Risk / Return Rank

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

RWR
RWR Risk / Return Rank: 4343
Overall Rank
RWR Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
RWR Sortino Ratio Rank: 3838
Sortino Ratio Rank
RWR Omega Ratio Rank: 3737
Omega Ratio Rank
RWR Calmar Ratio Rank: 5151
Calmar Ratio Rank
RWR Martin Ratio Rank: 5050
Martin Ratio Rank

SCHH
SCHH Risk / Return Rank: 3232
Overall Rank
SCHH Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SCHH Sortino Ratio Rank: 2828
Sortino Ratio Rank
SCHH Omega Ratio Rank: 2828
Omega Ratio Rank
SCHH Calmar Ratio Rank: 3636
Calmar Ratio Rank
SCHH Martin Ratio Rank: 3737
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. SCHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones REIT ETF (RWR) and Schwab US REIT ETF (SCHH). 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.


RWRSCHHDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.24

1.19

+0.05

Calmar ratioReturn relative to maximum drawdown

2.38

1.75

+0.62

Martin ratioReturn relative to average drawdown

8.03

5.48

+2.55

RWR vs. SCHH - Sharpe Ratio Comparison

The current RWR Sharpe Ratio is 1.37, which is comparable to the SCHH Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of RWR and SCHH, 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. SCHH - Drawdown Comparison

The maximum RWR drawdown since its inception was -74.92%, which is greater than SCHH's maximum drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for RWR and SCHH.


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Drawdown Indicators


RWRSCHHDifference

Max Drawdown

Largest peak-to-trough decline

-74.92%

-44.22%

-30.70%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-8.28%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-17.76%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-32.58%

-33.28%

+0.70%

Max Drawdown (10Y)

Largest decline over 10 years

-44.39%

-44.22%

-0.17%

Current Drawdown

Current decline from peak

-0.46%

-0.79%

+0.33%

Average Drawdown

Average peak-to-trough decline

-13.08%

-9.42%

-3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

2.65%

-0.27%

Volatility

RWR vs. SCHH - Volatility Comparison

SPDR Dow Jones REIT ETF (RWR) and Schwab US REIT ETF (SCHH) have volatilities of 5.42% and 5.37%, 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.


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Volatility by Period


RWRSCHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

5.37%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

10.42%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.05%

13.89%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.05%

18.77%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.55%

21.02%

+0.53%

RWR vs. SCHH - Expense Ratio Comparison

RWR has a 0.25% expense ratio, which is higher than SCHH's 0.07% 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. SCHH - Dividend Comparison

RWR's dividend yield for the trailing twelve months is around 3.36%, more than SCHH's 2.72% yield.


PositionTTM20252024202320222021202020192018201720162015
RWR
SPDR Dow Jones REIT ETF
3.36%3.78%3.76%3.75%3.81%2.79%3.73%3.36%4.19%3.05%4.39%3.17%
SCHH
Schwab US REIT ETF
2.72%3.04%3.22%3.24%2.55%1.50%2.86%2.86%3.64%2.22%2.81%2.48%

Frequently Asked Questions


With a correlation of 0.97, RWR and SCHH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

RWR has higher volatility (5.42%) compared to SCHH (5.37%). In terms of maximum drawdown, RWR dropped -74.92% vs SCHH's -44.22%.

On 10-year performance, RWR leads with 5.51% vs 4.29% for SCHH. On fees, SCHH is cheaper at 0.07% per year. Their volatility is very similar. 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 5.51% return vs 4.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHH is cheaper with a 0.07% expense ratio, compared with 0.25% for RWR.

RWR has the higher dividend yield at 3.36%, compared with 2.72% for SCHH.

RWR tracks Dow Jones U.S. Select REIT Index, while SCHH tracks Dow Jones Equity All REIT Capped Index. They also come from different issuers: State Street and Charles Schwab. Their fees differ too: 0.25% for RWR and 0.07% for SCHH.

RWR currently has the higher Sharpe Ratio (1.37 vs 1.05), 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

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