PortfoliosLab logoPortfoliosLab logo
RWR vs. VGK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RWR vs. VGK - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, RWR achieves a 16.14% return, which is significantly higher than VGK's 6.16% return. Over the past 10 years, RWR has underperformed VGK with an annualized return of 5.51%, while VGK has yielded a comparatively higher 10.38% 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%

VGK

1D
-1.24%
1M
-0.13%
YTD
6.16%
6M
6.16%
1Y
19.10%
3Y*
16.76%
5Y*
8.57%
10Y*
10.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RWR vs. VGK - 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%
VGK
Vanguard FTSE Europe ETF
6.16%35.83%1.88%20.19%-15.98%16.89%5.43%24.85%-14.89%26.98%

Correlation

The correlation between RWR and VGK is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.50

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

0.56

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

0.49

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2005

0.55

The correlation between RWR and VGK shifts across timeframes, from 0.45 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

RWR vs. VGK — 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

VGK
VGK Risk / Return Rank: 3535
Overall Rank
VGK Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VGK Sortino Ratio Rank: 3535
Sortino Ratio Rank
VGK Omega Ratio Rank: 3434
Omega Ratio Rank
VGK Calmar Ratio Rank: 3333
Calmar Ratio Rank
VGK Martin Ratio Rank: 3939
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. VGK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones REIT ETF (RWR) and Vanguard FTSE Europe ETF (VGK). 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.


RWRVGKDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratioReturn relative to maximum drawdown

2.38

1.59

+0.79

Martin ratioReturn relative to average drawdown

8.03

5.89

+2.14

RWR vs. VGK - Sharpe Ratio Comparison

The current RWR Sharpe Ratio is 1.37, which is comparable to the VGK Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of RWR and VGK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

RWR vs. VGK - Drawdown Comparison

The maximum RWR drawdown since its inception was -74.92%, which is greater than VGK's maximum drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for RWR and VGK.


Loading charts...

Drawdown Indicators


RWRVGKDifference

Max Drawdown

Largest peak-to-trough decline

-74.92%

-63.61%

-11.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-12.09%

+4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-14.31%

-4.54%

Max Drawdown (5Y)

Largest decline over 5 years

-32.58%

-32.74%

+0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-44.39%

-37.24%

-7.15%

Current Drawdown

Current decline from peak

-0.46%

-1.91%

+1.45%

Average Drawdown

Average peak-to-trough decline

-13.08%

-13.31%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

3.25%

-0.87%

Volatility

RWR vs. VGK - Volatility Comparison

SPDR Dow Jones REIT ETF (RWR) has a higher volatility of 5.42% compared to Vanguard FTSE Europe ETF (VGK) at 4.96%. This indicates that RWR's price experiences larger fluctuations and is considered to be riskier than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RWRVGKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.42%

4.96%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

13.38%

-3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

14.05%

15.81%

-1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.05%

17.96%

+1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.55%

18.56%

+2.99%

RWR vs. VGK - Expense Ratio Comparison

RWR has a 0.25% expense ratio, which is higher than VGK's 0.06% 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. VGK - Dividend Comparison

RWR's dividend yield for the trailing twelve months is around 3.36%, more than VGK's 2.95% 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%
VGK
Vanguard FTSE Europe ETF
2.95%2.86%3.61%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%

Frequently Asked Questions


RWR and VGK have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RWR has higher volatility (5.42%) compared to VGK (4.96%). In terms of maximum drawdown, RWR dropped -74.92% vs VGK's -63.61%.

On 10-year performance, VGK leads with 10.38% vs 5.51% for RWR. On fees, VGK is cheaper at 0.06% per year. On volatility, VGK has been the lower-risk option at 4.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VGK has performed better with a 10.38% return vs 5.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGK is cheaper with a 0.06% expense ratio, compared with 0.25% for RWR.

RWR has the higher dividend yield at 3.36%, compared with 2.95% for VGK.

RWR is categorized as REIT, while VGK is Europe Equities. RWR tracks Dow Jones U.S. Select REIT Index, while VGK tracks FTSE Developed Europe All Cap Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.25% for RWR and 0.06% for VGK.

RWR currently has the higher Sharpe Ratio (1.37 vs 1.21), 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 VGK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer