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RWX vs. VNQI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RWX and VNQI is 0.93, 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.


-0.50.00.51.00.9

Performance

RWX vs. VNQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR DJ Wilshire International Real Estate ETF (RWX) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-3.21%
-3.44%
RWX
VNQI

Key characteristics

Sharpe Ratio

RWX:

-0.69

VNQI:

-0.31

Sortino Ratio

RWX:

-0.89

VNQI:

-0.32

Omega Ratio

RWX:

0.90

VNQI:

0.96

Calmar Ratio

RWX:

-0.31

VNQI:

-0.16

Martin Ratio

RWX:

-1.32

VNQI:

-0.85

Ulcer Index

RWX:

7.51%

VNQI:

5.24%

Daily Std Dev

RWX:

14.23%

VNQI:

14.54%

Max Drawdown

RWX:

-73.57%

VNQI:

-38.35%

Current Drawdown

RWX:

-30.42%

VNQI:

-28.12%

Returns By Period

In the year-to-date period, RWX achieves a -12.55% return, which is significantly lower than VNQI's -7.80% return. Over the past 10 years, RWX has underperformed VNQI with an annualized return of -1.24%, while VNQI has yielded a comparatively higher 0.38% annualized return.


RWX

YTD

-12.55%

1M

-4.89%

6M

-3.21%

1Y

-9.88%

5Y*

-5.98%

10Y*

-1.24%

VNQI

YTD

-7.80%

1M

-7.77%

6M

-3.44%

1Y

-4.45%

5Y*

-5.33%

10Y*

0.38%

Compare stocks, funds, or ETFs

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


RWX vs. VNQI - Expense Ratio Comparison

RWX has a 0.59% expense ratio, which is higher than VNQI's 0.12% expense ratio.


RWX
SPDR DJ Wilshire International Real Estate ETF
Expense ratio chart for RWX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for VNQI: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

RWX vs. VNQI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR DJ Wilshire International Real Estate ETF (RWX) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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.


Sharpe ratio
The chart of Sharpe ratio for RWX, currently valued at -0.69, compared to the broader market0.002.004.00-0.69-0.31
The chart of Sortino ratio for RWX, currently valued at -0.89, compared to the broader market-2.000.002.004.006.008.0010.00-0.89-0.32
The chart of Omega ratio for RWX, currently valued at 0.90, compared to the broader market0.501.001.502.002.503.000.900.96
The chart of Calmar ratio for RWX, currently valued at -0.31, compared to the broader market0.005.0010.0015.00-0.31-0.16
The chart of Martin ratio for RWX, currently valued at -1.32, compared to the broader market0.0020.0040.0060.0080.00100.00-1.32-0.85
RWX
VNQI

The current RWX Sharpe Ratio is -0.69, which is lower than the VNQI Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of RWX and VNQI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.69
-0.31
RWX
VNQI

Dividends

RWX vs. VNQI - Dividend Comparison

RWX's dividend yield for the trailing twelve months is around 3.45%, while VNQI has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
RWX
SPDR DJ Wilshire International Real Estate ETF
3.45%3.90%4.05%4.62%2.92%8.94%5.28%2.77%8.74%2.94%3.43%4.54%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
0.00%3.74%0.57%6.48%0.93%7.57%4.62%3.86%5.18%2.86%4.11%3.27%

Drawdowns

RWX vs. VNQI - Drawdown Comparison

The maximum RWX drawdown since its inception was -73.57%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for RWX and VNQI. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-30.42%
-28.12%
RWX
VNQI

Volatility

RWX vs. VNQI - Volatility Comparison

The current volatility for SPDR DJ Wilshire International Real Estate ETF (RWX) is 3.99%, while Vanguard Global ex-U.S. Real Estate ETF (VNQI) has a volatility of 4.98%. This indicates that RWX experiences smaller price fluctuations and is considered to be less risky than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.99%
4.98%
RWX
VNQI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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