PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RWX vs. WPS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RWXWPS

Correlation

-0.50.00.51.00.9

The correlation between RWX and WPS is 0.92, 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.

Performance

RWX vs. WPS - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.29%
-2.02%
RWX
WPS

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. WPS - Expense Ratio Comparison

RWX has a 0.59% expense ratio, which is higher than WPS's 0.48% 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 WPS: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

RWX vs. WPS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR DJ Wilshire International Real Estate ETF (RWX) and iShares International Developed Property ETF (WPS). 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.


RWX
Sharpe ratio
The chart of Sharpe ratio for RWX, currently valued at 0.40, compared to the broader market-2.000.002.004.006.000.40
Sortino ratio
The chart of Sortino ratio for RWX, currently valued at 0.68, compared to the broader market-2.000.002.004.006.008.0010.0012.000.68
Omega ratio
The chart of Omega ratio for RWX, currently valued at 1.08, compared to the broader market1.001.502.002.503.001.08
Calmar ratio
The chart of Calmar ratio for RWX, currently valued at 0.19, compared to the broader market0.005.0010.0015.000.19
Martin ratio
The chart of Martin ratio for RWX, currently valued at 1.00, compared to the broader market0.0020.0040.0060.0080.00100.001.00
WPS
Sharpe ratio
The chart of Sharpe ratio for WPS, currently valued at 0.82, compared to the broader market-2.000.002.004.006.000.82
Sortino ratio
The chart of Sortino ratio for WPS, currently valued at 1.28, compared to the broader market-2.000.002.004.006.008.0010.0012.001.28
Omega ratio
The chart of Omega ratio for WPS, currently valued at 1.18, compared to the broader market1.001.502.002.503.001.18
Calmar ratio
The chart of Calmar ratio for WPS, currently valued at 0.31, compared to the broader market0.005.0010.0015.000.31
Martin ratio
The chart of Martin ratio for WPS, currently valued at 2.78, compared to the broader market0.0020.0040.0060.0080.00100.002.78

RWX vs. WPS - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.40
0.82
RWX
WPS

Dividends

RWX vs. WPS - Dividend Comparison

RWX's dividend yield for the trailing twelve months is around 3.72%, while WPS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
WPS
iShares International Developed Property ETF
103.45%2.38%1.16%3.15%2.31%5.11%2.92%2.86%4.17%1.84%3.30%2.75%

Drawdowns

RWX vs. WPS - Drawdown Comparison


-30.00%-28.00%-26.00%-24.00%-22.00%-20.00%-18.00%-16.00%JuneJulyAugustSeptemberOctoberNovember
-26.72%
-27.15%
RWX
WPS

Volatility

RWX vs. WPS - Volatility Comparison

SPDR DJ Wilshire International Real Estate ETF (RWX) has a higher volatility of 4.13% compared to iShares International Developed Property ETF (WPS) at 0.00%. This indicates that RWX's price experiences larger fluctuations and is considered to be riskier than WPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
4.13%
0
RWX
WPS