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SRHR vs. FREL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SRHR vs. FREL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SRH REIT Covered Call ETF (SRHR) and Fidelity MSCI Real Estate Index ETF (FREL). The values are adjusted to include any dividend payments, if applicable.

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SRHR vs. FREL - Yearly Performance Comparison


2026 (YTD)202520242023
SRHR
SRH REIT Covered Call ETF
0.88%-0.91%3.94%15.82%
FREL
Fidelity MSCI Real Estate Index ETF
0.98%3.09%5.05%17.80%

Returns By Period

In the year-to-date period, SRHR achieves a 0.88% return, which is significantly lower than FREL's 0.98% return.


SRHR

1D
1.60%
1M
-5.90%
YTD
0.88%
6M
-1.73%
1Y
-0.51%
3Y*
5Y*
10Y*

FREL

1D
1.43%
1M
-6.56%
YTD
0.98%
6M
-1.57%
1Y
1.45%
3Y*
6.30%
5Y*
2.68%
10Y*
5.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SRHR vs. FREL - Expense Ratio Comparison

SRHR has a 0.75% expense ratio, which is higher than FREL's 0.08% expense ratio.


Return for Risk

SRHR vs. FREL — Risk / Return Rank

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

SRHR
SRHR Risk / Return Rank: 1111
Overall Rank
SRHR Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
SRHR Sortino Ratio Rank: 1010
Sortino Ratio Rank
SRHR Omega Ratio Rank: 1111
Omega Ratio Rank
SRHR Calmar Ratio Rank: 1313
Calmar Ratio Rank
SRHR Martin Ratio Rank: 1212
Martin Ratio Rank

FREL
FREL Risk / Return Rank: 1616
Overall Rank
FREL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FREL Sortino Ratio Rank: 1414
Sortino Ratio Rank
FREL Omega Ratio Rank: 1414
Omega Ratio Rank
FREL Calmar Ratio Rank: 1717
Calmar Ratio Rank
FREL Martin Ratio Rank: 1818
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.

SRHR vs. FREL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SRH REIT Covered Call ETF (SRHR) and Fidelity MSCI Real Estate Index ETF (FREL). 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.


SRHRFRELDifference

Sharpe ratio

Return per unit of total volatility

-0.03

0.09

-0.12

Sortino ratio

Return per unit of downside risk

0.07

0.24

-0.16

Omega ratio

Gain probability vs. loss probability

1.01

1.03

-0.02

Calmar ratio

Return relative to maximum drawdown

0.03

0.20

-0.17

Martin ratio

Return relative to average drawdown

0.10

0.77

-0.67

SRHR vs. FREL - Sharpe Ratio Comparison

The current SRHR Sharpe Ratio is -0.03, which is lower than the FREL Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of SRHR and FREL, 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


SRHRFRELDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

0.09

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.23

+0.28

Correlation

The correlation between SRHR and FREL 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.


Dividends

SRHR vs. FREL - Dividend Comparison

SRHR's dividend yield for the trailing twelve months is around 6.91%, more than FREL's 3.56% yield.


TTM20252024202320222021202020192018201720162015
SRHR
SRH REIT Covered Call ETF
6.91%7.07%6.90%0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FREL
Fidelity MSCI Real Estate Index ETF
3.56%3.59%3.48%3.73%3.57%2.34%3.77%3.32%5.54%3.27%4.01%3.80%

Drawdowns

SRHR vs. FREL - Drawdown Comparison

The maximum SRHR drawdown since its inception was -18.68%, smaller than the maximum FREL drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for SRHR and FREL.


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Drawdown Indicators


SRHRFRELDifference

Max Drawdown

Largest peak-to-trough decline

-18.68%

-42.61%

+23.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.34%

-12.42%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-34.40%

Max Drawdown (10Y)

Largest decline over 10 years

-42.61%

Current Drawdown

Current decline from peak

-7.30%

-9.83%

+2.53%

Average Drawdown

Average peak-to-trough decline

-5.15%

-10.05%

+4.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

3.19%

+0.40%

Volatility

SRHR vs. FREL - Volatility Comparison

SRH REIT Covered Call ETF (SRHR) has a higher volatility of 4.82% compared to Fidelity MSCI Real Estate Index ETF (FREL) at 4.55%. This indicates that SRHR's price experiences larger fluctuations and is considered to be riskier than FREL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SRHRFRELDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

4.55%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

9.29%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.68%

16.41%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.99%

18.85%

-2.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.99%

20.67%

-4.68%