SPDR® Dow Jones REIT ETF

10-Year Study

RWR.US · · US · ETF

Executive Summary: SPDR® Dow Jones REIT ETF has compounded at 5.2% annually over the last 10 years, with a maximum drawdown of 31.1% and an annualized volatility of 16.0%.

1Y CAGR
+15.5%
3Y CAGR
+11.8%
5Y CAGR
+4.6%
10Y CAGR
+5.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
31.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +45.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.77.2-6.67.1————————10.0%
20250.93.7-3.6-3.11.9-0.4-0.74.80.9-1.63.3-2.53.2%
2024-4.21.82.0-7.34.72.75.96.32.7-3.34.6-7.27.7%
202310.9-4.9-2.70.7-2.85.12.9-3.2-7.1-4.510.810.113.8%
2022-6.7-3.47.0-4.8-7.0-7.78.9-6.3-12.34.55.6-5.2-26.1%
2021-0.25.34.88.00.92.35.21.8-5.58.1-0.68.945.5%
20200.5-8.4-22.47.9-0.61.73.40.7-3.2-2.512.33.1-11.4%
201911.41.02.8-0.2-0.31.31.62.42.71.1-1.4-1.022.7%
2018-4.1-7.24.01.54.04.30.33.0-2.8-2.54.9-8.7-4.5%
2017-1.03.5-2.9-0.2-0.62.50.9-0.80.2-1.13.10.03.5%
2016———-3.02.06.54.4-3.4-2.1-5.7-1.34.81.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 16.0%. The dominant macroeconomic risk driver is VNQ.US, accounting for 92.6% of variance. Idiosyncratic stock-specific factors contribute 1.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019703.617424471026
2016-05-019895.955292158023
2016-06-0110534.979299689798
2016-07-0110996.934181462659
2016-08-0110618.68580188053
2016-09-0110399.838863474513
2016-10-019811.328440898502
2016-11-019678.888701130973
2016-12-0110139.017972455913
2017-01-0110042.35114485389
2017-02-0110390.99747733829
2017-03-0110089.454911948244
2017-04-0110068.67916329708
2017-05-0110005.265603688638
2017-06-0110252.070031020288
2017-07-0110341.389153761662
2017-08-0110259.794928122246
2017-09-0110282.99979480742
2017-10-0110167.39791669181
2017-11-0110486.412026699176
2017-12-0110490.681842870767
2018-01-0110060.697775471037
2018-02-019332.88271433572
2018-03-019703.964441333026
2018-04-019844.792936547212
2018-05-0110240.196019263964
2018-06-0110683.00462286811
2018-07-0110717.102801482215
2018-08-0111037.731294282368
2018-09-0110732.688384893
2018-10-0110459.91804366981
2018-11-0110972.084756605389
2018-12-0110021.83188692682
2019-01-0111165.011044188825
2019-02-0111275.7245108571
2019-03-0111591.72108293401
2019-04-0111563.597629422202
2019-05-0111527.26647273956
2019-06-0111677.238107883015
2019-07-0111859.255995847867
2019-08-0112140.550881724583
2019-09-0112463.578317179446
2019-10-0112601.826817463096
2019-11-0112426.628565221064
2019-12-0112298.126712452775
2020-01-0112354.780987097007
2020-02-0111321.711788917186
2020-03-018785.622035268983
2020-04-019475.582083066785
2020-05-019418.143248560635
2020-06-019580.516964598244
2020-07-019907.105094811042
2020-08-019974.637593694551
2020-09-019651.88173665343
2020-10-019406.76713056283
2020-11-0110567.91572620068
2020-12-0110895.907011551135
2021-01-0110877.047399485811
2021-02-0111448.870837306424
2021-03-0111997.217830028121
2021-04-0112957.805767118492
2021-05-0113080.740262405097
2021-06-0113381.226689519488
2021-07-0114082.879696797787
2021-08-0114334.210431025118
2021-09-0113545.184612970585
2021-10-0114647.506306654273
2021-11-0114555.003681396272
2021-12-0115850.749556421924
2022-01-0114793.253388695095
2022-02-0114293.699984308802
2022-03-0115289.864693599198
2022-04-0114556.120170430542
2022-05-0113539.587080109597
2022-06-0112495.518956173279
2022-07-0113606.018177648491
2022-08-0112753.095993916644
2022-09-0111189.090996873829
2022-10-0111693.713864983281
2022-11-0112352.366956752647
2022-12-0111714.761192048181
2023-01-0112990.410264457025
2023-02-0112350.571521684025
2023-03-0112019.773926058251
2023-04-0112105.064635662467
2023-05-0111765.244601624643
2023-06-0112367.183067991164
2023-07-0112730.917090127823
2023-08-0112319.309828724545
2023-09-0111446.139965479366
2023-10-0110927.244142958876
2023-11-0112105.80393245543
2023-12-0113329.536264770846
2024-01-0112774.369636326328
2024-02-0113000.911296454995
2024-03-0113258.08096657775
2024-04-0112294.505666936233
2024-05-0112878.278554961435
2024-06-0113224.601383239387
2024-07-0114005.857041123007
2024-08-0114882.300933022727
2024-09-0115281.038395152626
2024-10-0114784.230950283043
2024-11-0115467.175222392543
2024-12-0114360.960904778573
2025-01-0114493.144153822013
2025-02-0115033.53993409697
2025-03-0114488.648022305639
2025-04-0114032.577339497157
2025-05-0114292.779635240015
2025-06-0114229.501864838441
2025-07-0114124.732947893153
2025-08-0114809.351953554054
2025-09-0114946.649929389612
2025-10-0114708.18899443566
2025-11-0115200.002414030343
2025-12-0114820.637545413945
2026-01-0115226.49639705971
2026-02-0116317.336358918032
2026-03-0115234.04024188584
2026-04-0116309.792514091901
Annual Return Matrix
YearAnnual Return
20170.03468421412904066
2018-0.04469203841717562
20190.22713360702999963
2020-0.11401896676522172
20210.4547434683150273
2022-0.26093329843181123
20230.1378410576409148
20240.07737888397015857
20250.03200876624365834
20260.1004784688995215
Total Factor Risk
0.1597839693868172
VTI.US Exposure
-0.08870257511908511
VEA.US Exposure
0.022932108234226325
VWO.US Exposure
-0.001607926826306673
QQQ.US Exposure
0.07709666424626777
VTV.US Exposure
0.0642324508812608
IJR.US Exposure
0.016633575474625406
QUAL.US Exposure
-0.023549941709464943
SHV.US Exposure
0.026020388659561168
TLT.US Exposure
0.024150903612608427
LQD.US Exposure
-0.060792817223447274
HYG.US Exposure
-0.005228283613240482
GLD.US Exposure
-0.004429453748127679
USO.US Exposure
0.0005092423926280912
VNQ.US Exposure
0.926122653683457
BTC-USD.CC Exposure
-0.0046967820645412
CPER.US Exposure
0.005310678211408114
VIX.INDX Exposure
-0.0020366737922108717
UUP.US Exposure
-0.00332301580394207
TIP.US Exposure
0.014556860205767396
Idiosyncratic Exposure
0.016801944298555804
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$93
Avg Yield on Cost
0.93%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$93.090.93%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+8.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.12
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is SPDR® Dow Jones REIT ETF a high-risk investment?

SPDR® Dow Jones REIT ETF (RWR.US) has an annualized volatility of 16.0% and experienced a maximum drawdown of 31.1% over the last 10 years. Its primary macro risk driver is VNQ.US.

What is the 10-year return of RWR.US?

Over the past 10 years, RWR.US has generated a Compound Annual Growth Rate (CAGR) of 5.2%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on SPDR® Dow Jones REIT ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest