^DWRSF vs. SPRE
Compare and contrast key facts about Dow Jones U.S. Select Real Estate Securities Index (^DWRSF) and SP Funds S&P Global REIT Sharia ETF (SPRE).
SPRE is a passively managed fund by Toroso Investments that tracks the performance of the S&P Global All Equity REIT Shariah Capped Index. It was launched on Dec 30, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DWRSF or SPRE.
Key characteristics
| ^DWRSF | SPRE | |
|---|---|---|
| YTD Return | 9.41% | 10.15% |
| 1Y Return | 31.36% | 32.33% |
| 3Y Return (Ann) | -2.66% | -0.83% |
| Sharpe Ratio | 1.72 | 1.64 |
| Sortino Ratio | 2.52 | 2.39 |
| Omega Ratio | 1.31 | 1.30 |
| Calmar Ratio | 0.83 | 0.75 |
| Martin Ratio | 7.27 | 7.72 |
| Ulcer Index | 4.18% | 3.71% |
| Daily Std Dev | 17.69% | 17.45% |
| Max Drawdown | -44.52% | -38.34% |
| Current Drawdown | -14.53% | -15.03% |
Correlation
The correlation between ^DWRSF and SPRE is 0.90, 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
^DWRSF vs. SPRE - Performance Comparison
In the year-to-date period, ^DWRSF achieves a 9.41% return, which is significantly lower than SPRE's 10.15% 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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Risk-Adjusted Performance
^DWRSF vs. SPRE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Select Real Estate Securities Index (^DWRSF) and SP Funds S&P Global REIT Sharia ETF (SPRE). 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.
Drawdowns
^DWRSF vs. SPRE - Drawdown Comparison
The maximum ^DWRSF drawdown since its inception was -44.52%, which is greater than SPRE's maximum drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for ^DWRSF and SPRE. For additional features, visit the drawdowns tool.
Volatility
^DWRSF vs. SPRE - Volatility Comparison
Dow Jones U.S. Select Real Estate Securities Index (^DWRSF) has a higher volatility of 3.95% compared to SP Funds S&P Global REIT Sharia ETF (SPRE) at 3.28%. This indicates that ^DWRSF's price experiences larger fluctuations and is considered to be riskier than SPRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.