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^DWRSF vs. SPRE
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^DWRSF and SPRE is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

^DWRSF vs. SPRE

Last updated Jun 1, 2025

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.

Performance

^DWRSF vs. SPRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Select Real Estate Securities Index (^DWRSF) and SP Funds S&P Global REIT Sharia ETF (SPRE). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

^DWRSF:

0.54

SPRE:

0.39

Sortino Ratio

^DWRSF:

0.84

SPRE:

0.65

Omega Ratio

^DWRSF:

1.11

SPRE:

1.09

Calmar Ratio

^DWRSF:

0.34

SPRE:

0.23

Martin Ratio

^DWRSF:

1.53

SPRE:

0.97

Ulcer Index

^DWRSF:

6.45%

SPRE:

7.64%

Daily Std Dev

^DWRSF:

18.59%

SPRE:

18.61%

Max Drawdown

^DWRSF:

-44.52%

SPRE:

-38.34%

Current Drawdown

^DWRSF:

-19.53%

SPRE:

-21.13%

Returns By Period

In the year-to-date period, ^DWRSF achieves a -0.93% return, which is significantly lower than SPRE's 0.13% return.

^DWRSF

YTD

-0.93%

1M

1.66%

6M

-8.59%

1Y

7.84%

3Y*

-1.67%

5Y*

5.20%

10Y*

N/A

SPRE

YTD

0.13%

1M

2.77%

6M

-7.68%

1Y

6.13%

3Y*

-1.62%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Dow Jones U.S. Select Real Estate Securities Index

SP Funds S&P Global REIT Sharia ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

^DWRSF vs. SPRE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^DWRSF
The Risk-Adjusted Performance Rank of ^DWRSF is 4848
Overall Rank
The Sharpe Ratio Rank of ^DWRSF is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of ^DWRSF is 5050
Sortino Ratio Rank
The Omega Ratio Rank of ^DWRSF is 4747
Omega Ratio Rank
The Calmar Ratio Rank of ^DWRSF is 4242
Calmar Ratio Rank
The Martin Ratio Rank of ^DWRSF is 5050
Martin Ratio Rank
SPRE
The Risk-Adjusted Performance Rank of SPRE is 3333
Overall Rank
The Sharpe Ratio Rank of SPRE is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SPRE is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SPRE is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SPRE is 2929
Calmar Ratio Rank
The Martin Ratio Rank of SPRE is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

^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.

The current ^DWRSF Sharpe Ratio is 0.54, which is higher than the SPRE Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of ^DWRSF and SPRE, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

^DWRSF vs. SPRE - Volatility Comparison

Dow Jones U.S. Select Real Estate Securities Index (^DWRSF) and SP Funds S&P Global REIT Sharia ETF (SPRE) have volatilities of 5.05% and 4.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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