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RWX vs. DTRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RWX vs. DTRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR DJ Wilshire International Real Estate ETF (RWX) and First Trust Alerian Disruptive Technology Real Estate ETF (DTRE). The values are adjusted to include any dividend payments, if applicable.

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RWX vs. DTRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RWX
SPDR DJ Wilshire International Real Estate ETF
-2.64%26.24%-12.15%6.25%-21.84%9.34%-9.03%19.88%-8.25%15.50%
DTRE
First Trust Alerian Disruptive Technology Real Estate ETF
-0.67%8.32%-9.71%13.89%-26.53%27.43%-8.81%21.84%-4.96%10.88%

Returns By Period

In the year-to-date period, RWX achieves a -2.64% return, which is significantly lower than DTRE's -0.67% return. Over the past 10 years, RWX has underperformed DTRE with an annualized return of 0.75%, while DTRE has yielded a comparatively higher 1.89% annualized return.


RWX

1D
1.69%
1M
-8.37%
YTD
-2.64%
6M
-1.06%
1Y
14.34%
3Y*
5.01%
5Y*
-0.87%
10Y*
0.75%

DTRE

1D
0.33%
1M
-7.42%
YTD
-0.67%
6M
0.77%
1Y
2.23%
3Y*
2.28%
5Y*
-0.79%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RWX vs. DTRE - Expense Ratio Comparison

RWX has a 0.59% expense ratio, which is lower than DTRE's 0.60% expense ratio.


Return for Risk

RWX vs. DTRE — Risk / Return Rank

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

RWX
RWX Risk / Return Rank: 4848
Overall Rank
RWX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
RWX Sortino Ratio Rank: 5353
Sortino Ratio Rank
RWX Omega Ratio Rank: 4646
Omega Ratio Rank
RWX Calmar Ratio Rank: 3939
Calmar Ratio Rank
RWX Martin Ratio Rank: 4646
Martin Ratio Rank

DTRE
DTRE Risk / Return Rank: 1515
Overall Rank
DTRE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
DTRE Sortino Ratio Rank: 1414
Sortino Ratio Rank
DTRE Omega Ratio Rank: 1414
Omega Ratio Rank
DTRE Calmar Ratio Rank: 1515
Calmar Ratio Rank
DTRE Martin Ratio Rank: 1616
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.

RWX vs. DTRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR DJ Wilshire International Real Estate ETF (RWX) and First Trust Alerian Disruptive Technology Real Estate ETF (DTRE). 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.


RWXDTREDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.15

+0.87

Sortino ratio

Return per unit of downside risk

1.47

0.30

+1.16

Omega ratio

Gain probability vs. loss probability

1.19

1.04

+0.15

Calmar ratio

Return relative to maximum drawdown

1.09

0.20

+0.88

Martin ratio

Return relative to average drawdown

4.61

0.72

+3.89

RWX vs. DTRE - Sharpe Ratio Comparison

The current RWX Sharpe Ratio is 1.02, which is higher than the DTRE Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of RWX and DTRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RWXDTREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.15

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

-0.04

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

0.10

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.08

-0.06

Correlation

The correlation between RWX and DTRE is 0.73, 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

RWX vs. DTRE - Dividend Comparison

RWX's dividend yield for the trailing twelve months is around 3.75%, more than DTRE's 3.62% yield.


TTM20252024202320222021202020192018201720162015
RWX
SPDR DJ Wilshire International Real Estate ETF
3.75%3.65%4.32%3.90%4.05%4.62%2.92%8.94%5.28%2.77%8.74%2.94%
DTRE
First Trust Alerian Disruptive Technology Real Estate ETF
3.62%3.42%3.75%2.56%2.49%2.64%0.79%4.97%3.38%3.07%4.16%1.74%

Drawdowns

RWX vs. DTRE - Drawdown Comparison

The maximum RWX drawdown since its inception was -73.62%, roughly equal to the maximum DTRE drawdown of -72.26%. Use the drawdown chart below to compare losses from any high point for RWX and DTRE.


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Drawdown Indicators


RWXDTREDifference

Max Drawdown

Largest peak-to-trough decline

-73.62%

-72.26%

-1.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.58%

-12.06%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-35.91%

-34.62%

-1.29%

Max Drawdown (10Y)

Largest decline over 10 years

-43.37%

-42.79%

-0.58%

Current Drawdown

Current decline from peak

-14.14%

-18.71%

+4.57%

Average Drawdown

Average peak-to-trough decline

-20.37%

-16.94%

-3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

3.41%

-0.21%

Volatility

RWX vs. DTRE - Volatility Comparison

SPDR DJ Wilshire International Real Estate ETF (RWX) has a higher volatility of 5.93% compared to First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) at 4.37%. This indicates that RWX's price experiences larger fluctuations and is considered to be riskier than DTRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RWXDTREDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

4.37%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

8.89%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

14.14%

15.40%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.69%

18.15%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

18.47%

-2.05%