RWX vs. VTI
RWX (SPDR DJ Wilshire International Real Estate ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - RWX is a REIT fund tracking the Dow Jones Global ex-U.S. Real Estate Securities Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, RWX returned 0.83%/yr vs 15.31%/yr for VTI. A 0.68 correlation means they provide meaningful diversification when combined. RWX charges 0.59%/yr vs 0.03%/yr for VTI.
Performance
RWX vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, RWX achieves a -3.84% return, which is significantly lower than VTI's 10.35% return. Over the past 10 years, RWX has underperformed VTI with an annualized return of 0.83%, while VTI has yielded a comparatively higher 15.31% annualized return.
RWX
- 1D
- -0.59%
- 1M
- -2.41%
- YTD
- -3.84%
- 6M
- -3.04%
- 1Y
- 2.91%
- 3Y*
- 6.53%
- 5Y*
- -2.62%
- 10Y*
- 0.83%
VTI
- 1D
- -0.32%
- 1M
- 0.55%
- YTD
- 10.35%
- 6M
- 9.59%
- 1Y
- 27.18%
- 3Y*
- 21.19%
- 5Y*
- 12.36%
- 10Y*
- 15.31%
RWX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWX SPDR DJ Wilshire International Real Estate ETF | -3.84% | 26.24% | -12.15% | 6.25% | -21.84% | 9.34% | -9.03% | 19.88% | -8.25% | 15.50% |
VTI Vanguard Total Stock Market ETF | 10.35% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between RWX and VTI is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2006 | 0.68 |
The correlation between RWX and VTI shifts across timeframes, from 0.50 (1 year) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RWX vs. VTI — Risk / Return Rank
RWX
VTI
RWX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR DJ Wilshire International Real Estate ETF (RWX) and Vanguard Total Stock Market ETF (VTI). 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.
| RWX | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.50 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.38 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.22 | 3.06 | -2.85 |
| Martin ratioReturn relative to average drawdown | 0.57 | 13.68 | -13.10 |
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Drawdowns
RWX vs. VTI - Drawdown Comparison
The maximum RWX drawdown since its inception was -73.62%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for RWX and VTI.
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Drawdown Indicators
| RWX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.62% | -55.45% | -18.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.58% | -8.92% | -4.66% |
Max Drawdown (3Y)Largest decline over 3 years | -19.05% | -19.30% | +0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -35.91% | -25.36% | -10.55% |
Max Drawdown (10Y)Largest decline over 10 years | -43.37% | -35.00% | -8.37% |
Current DrawdownCurrent decline from peak | -15.20% | -1.48% | -13.72% |
Average DrawdownAverage peak-to-trough decline | -20.28% | -8.01% | -12.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 1.99% | +3.12% |
Volatility
RWX vs. VTI - Volatility Comparison
The current volatility for SPDR DJ Wilshire International Real Estate ETF (RWX) is 4.01%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.74%. This indicates that RWX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 4.74% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 11.26% | 9.96% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 12.76% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.85% | 17.49% | -1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.48% | 18.35% | -1.87% |
RWX vs. VTI - Expense Ratio Comparison
RWX has a 0.59% expense ratio, which is higher than VTI's 0.03% expense ratio.
Dividends
RWX vs. VTI - Dividend Comparison
RWX's dividend yield for the trailing twelve months is around 5.09%, more than VTI's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWX SPDR DJ Wilshire International Real Estate ETF | 5.09% | 3.65% | 4.32% | 3.90% | 4.05% | 4.62% | 2.92% | 8.94% | 5.28% | 2.77% | 8.74% | 2.94% |
VTI Vanguard Total Stock Market ETF | 1.02% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
RWX and VTI have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTI has higher volatility (4.74%) compared to RWX (4.01%). In terms of maximum drawdown, RWX dropped -73.62% vs VTI's -55.45%.
On 10-year performance, VTI leads with 15.31% vs 0.83% for RWX. On fees, VTI is cheaper at 0.03% per year. On volatility, RWX has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VTI has performed better with a 15.31% return vs 0.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTI is cheaper with a 0.03% expense ratio, compared with 0.59% for RWX.
RWX has the higher dividend yield at 5.09%, compared with 1.02% for VTI.
RWX is categorized as REIT, while VTI is Large Cap Blend Equities. RWX tracks Dow Jones Global ex-U.S. Real Estate Securities Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.59% for RWX and 0.03% for VTI.
VTI currently has the higher Sharpe Ratio (2.14 vs 0.22), 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.
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