RWX vs. FIVA
Compare and contrast key facts about SPDR DJ Wilshire International Real Estate ETF (RWX) and Fidelity International Value Factor ETF (FIVA).
RWX and FIVA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RWX is a passively managed fund by State Street that tracks the performance of the Dow Jones Global ex-U.S. Real Estate Securities Index. It was launched on Dec 15, 2006. FIVA is a passively managed fund by Fidelity that tracks the performance of the Fidelity® International Value Factor Index. It was launched on Jan 16, 2018. Both RWX and FIVA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RWX or FIVA.
Key characteristics
| RWX | FIVA | |
|---|---|---|
| YTD Return | -7.90% | 5.35% |
| 1Y Return | 6.02% | 14.94% |
| 3Y Return (Ann) | -8.69% | 4.34% |
| 5Y Return (Ann) | -4.65% | 5.98% |
| Sharpe Ratio | 0.40 | 1.17 |
| Sortino Ratio | 0.68 | 1.64 |
| Omega Ratio | 1.08 | 1.21 |
| Calmar Ratio | 0.19 | 2.00 |
| Martin Ratio | 1.00 | 6.56 |
| Ulcer Index | 5.98% | 2.32% |
| Daily Std Dev | 15.03% | 13.07% |
| Max Drawdown | -73.57% | -39.76% |
| Current Drawdown | -26.72% | -6.86% |
Correlation
The correlation between RWX and FIVA is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RWX vs. FIVA - Performance Comparison
In the year-to-date period, RWX achieves a -7.90% return, which is significantly lower than FIVA's 5.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RWX vs. FIVA - Expense Ratio Comparison
RWX has a 0.59% expense ratio, which is higher than FIVA's 0.39% expense ratio.
Risk-Adjusted Performance
RWX vs. FIVA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR DJ Wilshire International Real Estate ETF (RWX) and Fidelity International Value Factor ETF (FIVA). 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.
Dividends
RWX vs. FIVA - Dividend Comparison
RWX's dividend yield for the trailing twelve months is around 3.72%, more than FIVA's 3.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWX SPDR DJ Wilshire International Real Estate ETF | 3.72% | 3.90% | 4.05% | 4.62% | 2.92% | 8.94% | 5.28% | 2.77% | 8.74% | 2.94% | 3.43% | 4.54% |
FIVA Fidelity International Value Factor ETF | 3.60% | 3.63% | 3.62% | 3.76% | 2.46% | 3.61% | 3.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RWX vs. FIVA - Drawdown Comparison
The maximum RWX drawdown since its inception was -73.57%, which is greater than FIVA's maximum drawdown of -39.76%. Use the drawdown chart below to compare losses from any high point for RWX and FIVA. For additional features, visit the drawdowns tool.
Volatility
RWX vs. FIVA - Volatility Comparison
The current volatility for SPDR DJ Wilshire International Real Estate ETF (RWX) is 4.13%, while Fidelity International Value Factor ETF (FIVA) has a volatility of 4.43%. This indicates that RWX experiences smaller price fluctuations and is considered to be less risky than FIVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.