SPDR Dow Jones REIT ETF (RWR): Historical Returns

Data Source: from September 2001 to February 2024 (~23 years)
Consolidated Returns as of 29 February 2024
Category: Stocks
SPDR Dow Jones REIT ETF (RWR) ETF
ETF • LIVE PERFORMANCE (USD currency)
1.77%
February 2024

In the last 20 Years, the SPDR Dow Jones REIT ETF (RWR) ETF obtained a 6.89% compound annual return, with a 22.76% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Real Estate
  • Size: Multi Cap
  • Style: Blend
  • Region: North America
  • Country: U.S.
  • Sector: Real Estate
  • Industry: Broad Real Estate

Investment Returns as of Feb 29, 2024

The SPDR Dow Jones REIT ETF (RWR) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
SPDR DOW JONES REIT ETF (RWR) ETF
Consolidated returns as of 29 February 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 20Y MAX
(~23Y)
SPDR Dow Jones REIT ETF (RWR) ETF n.a. n.a. 1.77 5.55 5.26 2.59 5.38 6.89 7.95
US Inflation Adjusted return 1.77 4.36 2.48 -1.45 2.54 4.22 5.31
Returns over 1 year are annualized | Available data source: since Sep 2001
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 20Y: 2.56%

In 2023, the SPDR Dow Jones REIT ETF (RWR) ETF granted a 4.16% dividend yield. If you are interested in getting periodic income, please refer to the SPDR Dow Jones REIT ETF (RWR) ETF: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 2004, now would be worth 3.79$, with a total return of 278.80% (6.89% annualized).

The Inflation Adjusted Capital now would be 2.28$, with a net total return of 128.37% (4.22% annualized).
An investment of 1$, since September 2001, now would be worth 5.59$, with a total return of 459.05% (7.95% annualized).

The Inflation Adjusted Capital now would be 3.20$, with a net total return of 220.25% (5.31% annualized).

Investment Metrics as of Feb 29, 2024

Metrics of SPDR Dow Jones REIT ETF (RWR) ETF, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
SPDR DOW JONES REIT ETF (RWR) ETF
Advanced Metrics
Data Source: 1 September 2001 - 29 February 2024 (~23 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y MAX
(~23Y)
Investment Return (%) 1.77 7.40 5.55 5.26 4.08 2.59 5.38 6.89 7.95
Infl. Adjusted Return (%) details 1.77 6.82 4.36 2.48 -1.36 -1.45 2.54 4.22 5.31
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.51
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Deepest Drawdown Depth (%) -14.16 -31.06 -31.06 -31.06 -70.36 -70.36
Start to Recovery (# months) details 5 26* 26* 26* 73 73
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 02 2007 02
Start to Bottom (# months) 3 22 22 22 25 25
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02
Bottom to End (# months) 2 4 4 4 48 48
End (yyyy mm) 2023 12 - - - 2013 02 2013 02
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 02 2007 02
Start to Bottom (# months) 3 22 22 22 25 25
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02
Bottom to End (# months) 2 4 4 4 48 48
End (yyyy mm) 2023 12 - - - 2013 02 2013 02
Longest negative period (# months) details 9 34* 56 87 87 91
Period Start (yyyy mm) 2023 03 2021 05 2019 03 2016 08 2016 08 2001 09
Period End (yyyy mm) 2023 11 2024 02 2023 10 2023 10 2023 10 2009 03
Annualized Return (%) -2.65 -0.13 -0.98 -0.28 -0.28 -0.64
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -14.97 -37.05 -37.05 -37.05 -71.65 -71.65
Start to Recovery (# months) details 5 26* 26* 26* 91 91
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 02 2007 02
Start to Bottom (# months) 3 22 22 22 25 25
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02
Bottom to End (# months) 2 4 4 4 66 66
End (yyyy mm) 2023 12 - - - 2014 08 2014 08
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-18.37
same as
deepest

same as
deepest
Start to Recovery (# months) details 36
Start (yyyy mm) 2023 08 2022 01 2022 01 2016 08 2007 02 2007 02
Start to Bottom (# months) 3 22 22 19 25 25
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2018 02 2009 02 2009 02
Bottom to End (# months) 2 4 4 17 66 66
End (yyyy mm) 2023 12 - - 2019 07 2014 08 2014 08
Longest negative period (# months) details 9 36* 60* 110 158 158
Period Start (yyyy mm) 2023 03 2021 03 2019 03 2014 09 2007 02 2007 02
Period End (yyyy mm) 2023 11 2024 02 2024 02 2023 10 2020 03 2020 03
Annualized Return (%) -5.38 -1.36 -1.45 -0.16 -0.21 -0.21
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y MAX
Standard Deviation (%) 19.15 21.56 21.37 18.32 22.76 21.83
Sharpe Ratio 0.00 0.08 0.04 0.23 0.24 0.18
Sortino Ratio 0.01 0.11 0.05 0.31 0.32 0.24
Ulcer Index 5.50 17.60 16.82 12.75 19.67 18.65
Ratio: Return / Standard Deviation 0.27 0.19 0.12 0.29 0.30 0.36
Ratio: Return / Deepest Drawdown 0.37 0.13 0.08 0.17 0.10 0.11
% Positive Months details 50% 52% 55% 56% 57% 59%
Positive Months 6 19 33 68 138 160
Negative Months 6 17 27 52 102 110
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Best 10 Years Return (%) - Annualized 5.38 18.24 18.24
Worst 10 Years Return (%) - Annualized 3.49 3.49
Best 10 Years Return (%) - Annualized 2.54 16.19 16.19
Worst 10 Years Return (%) - Annualized 1.13 1.13
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y MAX
Over the latest 20Y
Best Rolling Return (%) - Annualized 112.29 43.93 29.15 18.24 6.89
Worst Rolling Return (%) - Annualized -60.22 -26.92 -9.41 3.49
% Positive Periods 71% 80% 86% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 55.65 19.11 12.21 7.52 8.18
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.13 4.60
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 107.54 40.42 26.54 16.19 4.22
Worst Rolling Return (%) - Annualized -60.04 -28.42 -11.69 1.13
% Positive Periods 65% 71% 69% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 55.65 19.11 12.21 7.52 8.18
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.13 4.60
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Sep 2001 - Feb 2024)
Best Rolling Return (%) - Annualized 112.29 43.93 29.15 18.24 10.09
Worst Rolling Return (%) - Annualized -60.22 -26.92 -9.41 3.49 6.63
% Positive Periods 73% 82% 87% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 55.65 19.11 12.21 7.52 8.18
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.13 4.60
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 107.54 40.42 26.54 16.19 7.68
Worst Rolling Return (%) - Annualized -60.04 -28.42 -11.69 1.13 3.96
% Positive Periods 67% 75% 72% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 55.65 19.11 12.21 7.52 8.18
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - 1.13 4.60
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Feb 29, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of SPDR Dow Jones REIT ETF (RWR) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

SPDR DOW JONES REIT ETF (RWR) ETF
Monthly correlations as of 29 February 2024
Swipe left to see all data
Correlation vs RWR
Asset Class 1 Year 5 Years 10 Years Since
Sep 2001
VTI
US Total Stock Market
0.89
0.86
0.76
0.72
SPY
US Large Cap
0.85
0.85
0.75
0.70
IJR
US Small Cap
0.94
0.82
0.73
0.72
VNQ
US REITs
0.99
0.99
0.99
1.00
QQQ
US Technology
0.63
0.73
0.63
0.55
PFF
Preferred Stocks
0.77
0.80
0.74
0.55
EFA
EAFE Stocks
0.88
0.82
0.68
0.68
VT
World All Countries
0.90
0.86
0.74
0.70
EEM
Emerging Markets
0.80
0.65
0.54
0.60
VGK
Europe
0.88
0.83
0.67
0.66
VPL
Pacific
0.88
0.75
0.65
0.64
FLLA
Latin America
0.88
0.68
0.47
0.53
BND
US Total Bond Market
0.74
0.55
0.52
0.32
TLT
Long Term Treasuries
0.82
0.31
0.35
0.08
BIL
US Cash
0.27
-0.10
-0.09
-0.02
TIP
TIPS
0.61
0.63
0.59
0.35
LQD
Invest. Grade Bonds
0.79
0.67
0.65
0.45
HYG
High Yield Bonds
0.87
0.77
0.67
0.71
CWB
US Convertible Bonds
0.90
0.74
0.67
0.66
BNDX
International Bonds
0.70
0.59
0.56
0.37
EMB
Emerg. Market Bonds
0.95
0.77
0.66
0.57
GLD
Gold
0.10
0.23
0.15
0.14
DBC
Commodities
-0.04
0.46
0.26
0.30

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

SPDR DOW JONES REIT ETF (RWR) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 September 2001 - 29 February 2024 (~23 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-70.36% Feb 2007 Feb 2009 25 Feb 2013 48 73 31.22
-31.06% Jan 2022 Oct 2023 22 in progress 4 26 20.56
-30.25% Nov 2019 Mar 2020 5 Apr 2021 13 18 17.48
-15.16% Aug 2016 Feb 2018 19 Aug 2018 6 25 7.79
-14.95% Apr 2004 Apr 2004 1 Aug 2004 4 5 7.45
-13.35% May 2013 Aug 2013 4 Apr 2014 8 12 8.05
-12.05% Feb 2015 Aug 2015 7 Mar 2016 7 14 6.69
-9.13% Sep 2018 Dec 2018 4 Jan 2019 1 5 4.44
-8.57% Jan 2005 Jan 2005 1 May 2005 4 5 5.16
-6.74% Apr 2006 May 2006 2 Jul 2006 2 4 3.53
-6.17% Sep 2021 Sep 2021 1 Oct 2021 1 2 3.56
-5.82% Sep 2014 Sep 2014 1 Oct 2014 1 2 3.36
-5.70% Aug 2005 Oct 2005 3 Jan 2006 3 6 3.07
-2.96% Apr 2016 Apr 2016 1 Jun 2016 2 3 1.57
-2.30% Dec 2006 Dec 2006 1 Jan 2007 1 2 1.33
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 49 4.9 Months 20.33%
 
DD = 0% 20.33%
 
0% < DD <= -5% 41 5.9 Months 17.01%
 
DD <= -5% 37.34%
 
-5% < DD <= -10% 47 5.1 Months 19.50%
 
DD <= -10% 56.85%
 
-10% < DD <= -15% 25 9.6 Months 10.37%
 
DD <= -15% 67.22%
 
-15% < DD <= -20% 17 14.2 Months 7.05%
 
DD <= -20% 74.27%
 
-20% < DD <= -25% 23 10.5 Months 9.54%
 
DD <= -25% 83.82%
 
-25% < DD <= -30% 14 17.2 Months 5.81%
 
DD <= -30% 89.63%
 
-30% < DD <= -35% 7 34.4 Months 2.90%
 
DD <= -35% 92.53%
 
-35% < DD <= -40% 1 241.0 Months 0.41%
 
DD <= -40% 92.95%
 
-40% < DD <= -45% 4 60.3 Months 1.66%
 
DD <= -45% 94.61%
 
-45% < DD <= -50% 4 60.3 Months 1.66%
 
DD <= -50% 96.27%
 
-50% < DD <= -55% 1 241.0 Months 0.41%
 
DD <= -55% 96.68%
 
-55% < DD <= -60% 4 60.3 Months 1.66%
 
DD <= -60% 98.34%
 
-60% < DD <= -65% 2 120.5 Months 0.83%
 
DD <= -65% 99.17%
 
-65% < DD <= -70% 1 241.0 Months 0.41%
 
DD <= -70% 99.59%
 
-70% < DD <= -100% 1 241.0 Months 0.41%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-71.65% Feb 2007 Feb 2009 25 Aug 2014 66 91 31.56
-37.05% Jan 2022 Oct 2023 22 in progress 4 26 25.44
-30.52% Nov 2019 Mar 2020 5 Jun 2021 15 20 17.15
-18.37% Aug 2016 Feb 2018 19 Jul 2019 17 36 8.82
-15.09% Apr 2004 Apr 2004 1 Aug 2004 4 5 7.81
-13.27% Feb 2015 Aug 2015 7 Mar 2016 7 14 7.56
-8.52% Jan 2005 Jan 2005 1 May 2005 4 5 5.44
-7.69% Aug 2005 Oct 2005 3 Jan 2006 3 6 4.28
-7.48% Apr 2006 May 2006 2 Jul 2006 2 4 4.02
-6.54% Sep 2021 Sep 2021 1 Oct 2021 1 2 3.78
-5.82% Sep 2014 Sep 2014 1 Oct 2014 1 2 3.36
-3.33% Apr 2016 Apr 2016 1 Jun 2016 2 3 1.86
-2.83% Dec 2006 Dec 2006 1 Jan 2007 1 2 1.63
-1.47% Nov 2021 Nov 2021 1 Dec 2021 1 2 0.85
-0.89% Sep 2004 Sep 2004 1 Oct 2004 1 2 0.51
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 35 6.9 Months 14.52%
 
DD = 0% 14.52%
 
0% < DD <= -5% 33 7.3 Months 13.69%
 
DD <= -5% 28.22%
 
-5% < DD <= -10% 43 5.6 Months 17.84%
 
DD <= -10% 46.06%
 
-10% < DD <= -15% 28 8.6 Months 11.62%
 
DD <= -15% 57.68%
 
-15% < DD <= -20% 20 12.1 Months 8.30%
 
DD <= -20% 65.98%
 
-20% < DD <= -25% 22 11.0 Months 9.13%
 
DD <= -25% 75.10%
 
-25% < DD <= -30% 21 11.5 Months 8.71%
 
DD <= -30% 83.82%
 
-30% < DD <= -35% 15 16.1 Months 6.22%
 
DD <= -35% 90.04%
 
-35% < DD <= -40% 6 40.2 Months 2.49%
 
DD <= -40% 92.53%
 
-40% < DD <= -45% 3 80.3 Months 1.24%
 
DD <= -45% 93.78%
 
-45% < DD <= -50% 3 80.3 Months 1.24%
 
DD <= -50% 95.02%
 
-50% < DD <= -55% 3 80.3 Months 1.24%
 
DD <= -55% 96.27%
 
-55% < DD <= -60% 3 80.3 Months 1.24%
 
DD <= -60% 97.51%
 
-60% < DD <= -65% 4 60.3 Months 1.66%
 
DD <= -65% 99.17%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 99.17%
 
-70% < DD <= -100% 2 120.5 Months 0.83%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-70.36% Feb 2007 Feb 2009 25 Feb 2013 48 73 31.22
-31.06% Jan 2022 Oct 2023 22 in progress 4 26 20.56
-30.25% Nov 2019 Mar 2020 5 Apr 2021 13 18 17.48
-15.16% Aug 2016 Feb 2018 19 Aug 2018 6 25 7.79
-14.95% Apr 2004 Apr 2004 1 Aug 2004 4 5 7.45
-14.50% Jul 2002 Oct 2002 4 May 2003 7 11 8.50
-13.35% May 2013 Aug 2013 4 Apr 2014 8 12 8.05
-12.05% Feb 2015 Aug 2015 7 Mar 2016 7 14 6.69
-9.13% Sep 2018 Dec 2018 4 Jan 2019 1 5 4.44
-8.57% Jan 2005 Jan 2005 1 May 2005 4 5 5.16
-7.94% Sep 2001 Oct 2001 2 Dec 2001 2 4 4.23
-6.74% Apr 2006 May 2006 2 Jul 2006 2 4 3.53
-6.17% Sep 2021 Sep 2021 1 Oct 2021 1 2 3.56
-5.82% Sep 2014 Sep 2014 1 Oct 2014 1 2 3.36
-5.70% Aug 2005 Oct 2005 3 Jan 2006 3 6 3.07
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 64 4.2 Months 23.62%
 
DD = 0% 23.62%
 
0% < DD <= -5% 46 5.9 Months 16.97%
 
DD <= -5% 40.59%
 
-5% < DD <= -10% 53 5.1 Months 19.56%
 
DD <= -10% 60.15%
 
-10% < DD <= -15% 29 9.3 Months 10.70%
 
DD <= -15% 70.85%
 
-15% < DD <= -20% 17 15.9 Months 6.27%
 
DD <= -20% 77.12%
 
-20% < DD <= -25% 23 11.8 Months 8.49%
 
DD <= -25% 85.61%
 
-25% < DD <= -30% 14 19.4 Months 5.17%
 
DD <= -30% 90.77%
 
-30% < DD <= -35% 7 38.7 Months 2.58%
 
DD <= -35% 93.36%
 
-35% < DD <= -40% 1 271.0 Months 0.37%
 
DD <= -40% 93.73%
 
-40% < DD <= -45% 4 67.8 Months 1.48%
 
DD <= -45% 95.20%
 
-45% < DD <= -50% 4 67.8 Months 1.48%
 
DD <= -50% 96.68%
 
-50% < DD <= -55% 1 271.0 Months 0.37%
 
DD <= -55% 97.05%
 
-55% < DD <= -60% 4 67.8 Months 1.48%
 
DD <= -60% 98.52%
 
-60% < DD <= -65% 2 135.5 Months 0.74%
 
DD <= -65% 99.26%
 
-65% < DD <= -70% 1 271.0 Months 0.37%
 
DD <= -70% 99.63%
 
-70% < DD <= -100% 1 271.0 Months 0.37%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-71.65% Feb 2007 Feb 2009 25 Aug 2014 66 91 31.56
-37.05% Jan 2022 Oct 2023 22 in progress 4 26 25.44
-30.52% Nov 2019 Mar 2020 5 Jun 2021 15 20 17.15
-18.37% Aug 2016 Feb 2018 19 Jul 2019 17 36 8.82
-15.25% Jul 2002 Oct 2002 4 Jun 2003 8 12 9.17
-15.09% Apr 2004 Apr 2004 1 Aug 2004 4 5 7.81
-13.27% Feb 2015 Aug 2015 7 Mar 2016 7 14 7.56
-8.52% Jan 2005 Jan 2005 1 May 2005 4 5 5.44
-8.04% Sep 2001 Oct 2001 2 Dec 2001 2 4 4.36
-7.69% Aug 2005 Oct 2005 3 Jan 2006 3 6 4.28
-7.48% Apr 2006 May 2006 2 Jul 2006 2 4 4.02
-6.54% Sep 2021 Sep 2021 1 Oct 2021 1 2 3.78
-5.82% Sep 2014 Sep 2014 1 Oct 2014 1 2 3.36
-3.33% Apr 2016 Apr 2016 1 Jun 2016 2 3 1.86
-2.83% Dec 2006 Dec 2006 1 Jan 2007 1 2 1.63
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 49 5.5 Months 18.08%
 
DD = 0% 18.08%
 
0% < DD <= -5% 38 7.1 Months 14.02%
 
DD <= -5% 32.10%
 
-5% < DD <= -10% 49 5.5 Months 18.08%
 
DD <= -10% 50.18%
 
-10% < DD <= -15% 32 8.5 Months 11.81%
 
DD <= -15% 61.99%
 
-15% < DD <= -20% 21 12.9 Months 7.75%
 
DD <= -20% 69.74%
 
-20% < DD <= -25% 22 12.3 Months 8.12%
 
DD <= -25% 77.86%
 
-25% < DD <= -30% 21 12.9 Months 7.75%
 
DD <= -30% 85.61%
 
-30% < DD <= -35% 15 18.1 Months 5.54%
 
DD <= -35% 91.14%
 
-35% < DD <= -40% 6 45.2 Months 2.21%
 
DD <= -40% 93.36%
 
-40% < DD <= -45% 3 90.3 Months 1.11%
 
DD <= -45% 94.46%
 
-45% < DD <= -50% 3 90.3 Months 1.11%
 
DD <= -50% 95.57%
 
-50% < DD <= -55% 3 90.3 Months 1.11%
 
DD <= -55% 96.68%
 
-55% < DD <= -60% 3 90.3 Months 1.11%
 
DD <= -60% 97.79%
 
-60% < DD <= -65% 4 67.8 Months 1.48%
 
DD <= -65% 99.26%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 99.26%
 
-70% < DD <= -100% 2 135.5 Months 0.74%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

SPDR DOW JONES REIT ETF (RWR) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 September 2001 - 29 February 2024 (~23 years)
Inflation Adjusted:
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -60.22 04/2008
03/2009
0.39$ -13.91 0.86$ 9.97 1.09$ 32.53 1.32$ 112.29 04/2009
03/2010
2.12$ 5.26 28.82%
2Y -44.90 03/2007
02/2009
0.30$ -5.24 0.89$ 8.54 1.17$ 19.35 1.42$ 66.38 03/2009
02/2011
2.76$ -4.62 25.35%
3Y -26.92 04/2006
03/2009
0.39$ -2.32 0.93$ 7.58 1.24$ 15.99 1.56$ 43.93 04/2009
03/2012
2.98$ 4.08 19.51%
5Y -9.41 04/2004
03/2009
0.60$ 0.55 1.02$ 5.56 1.31$ 12.23 1.78$ 29.15 03/2009
02/2014
3.59$ 2.59 13.26%
7Y 0.17 02/2007
01/2014
1.01$ 3.05 1.23$ 6.75 1.58$ 10.67 2.03$ 24.28 04/2009
03/2016
4.57$ 3.05 0.00%
10Y 3.49 02/2007
01/2017
1.40$ 5.32 1.67$ 6.91 1.95$ 10.08 2.61$ 18.24 03/2009
02/2019
5.34$ 5.38 0.00%
15Y 3.88 10/2007
09/2022
1.76$ 4.86 2.03$ 5.59 2.26$ 8.36 3.33$ 12.77 03/2009
02/2024
6.06$ 12.77 0.00%
20Y 6.89 03/2004
02/2024
3.78$ 6.89 3.78$ 6.89 3.78$ 6.89 3.78$ 6.89 03/2004
02/2024
3.78$ 6.89 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -60.04 04/2008
03/2009
0.39$ -17.43 0.82$ 7.60 1.07$ 28.83 1.28$ 107.54 04/2009
03/2010
2.07$ 2.48 34.50%
2Y -46.01 03/2007
02/2009
0.29$ -7.57 0.85$ 5.63 1.11$ 16.40 1.35$ 62.90 03/2009
02/2011
2.65$ -8.58 30.88%
3Y -28.42 04/2006
03/2009
0.36$ -4.51 0.87$ 4.88 1.15$ 14.05 1.48$ 40.42 04/2009
03/2012
2.76$ -1.36 28.29%
5Y -11.69 04/2004
03/2009
0.53$ -2.23 0.89$ 3.21 1.17$ 10.48 1.64$ 26.54 03/2009
02/2014
3.24$ -1.45 30.94%
7Y -2.27 10/2016
09/2023
0.85$ 0.28 1.01$ 4.83 1.39$ 8.83 1.80$ 22.28 04/2009
03/2016
4.08$ -0.40 12.74%
10Y 1.13 11/2013
10/2023
1.11$ 2.75 1.31$ 5.05 1.63$ 7.95 2.14$ 16.19 03/2009
02/2019
4.48$ 2.54 0.00%
15Y 1.47 10/2007
09/2022
1.24$ 2.65 1.48$ 3.47 1.66$ 6.18 2.45$ 9.99 03/2009
02/2024
4.16$ 9.99 0.00%
20Y 4.22 03/2004
02/2024
2.28$ 4.22 2.28$ 4.22 2.28$ 4.22 2.28$ 4.22 03/2004
02/2024
2.28$ 4.22 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -60.22 04/2008
03/2009
0.39$ -12.64 0.87$ 10.31 1.10$ 32.89 1.32$ 112.29 04/2009
03/2010
2.12$ 5.26 26.64%
2Y -44.90 03/2007
02/2009
0.30$ -4.62 0.90$ 9.66 1.20$ 25.29 1.56$ 66.38 03/2009
02/2011
2.76$ -4.62 22.27%
3Y -26.92 04/2006
03/2009
0.39$ -1.96 0.94$ 8.72 1.28$ 21.71 1.80$ 43.93 04/2009
03/2012
2.98$ 4.08 17.02%
5Y -9.41 04/2004
03/2009
0.60$ 0.93 1.04$ 6.44 1.36$ 17.48 2.23$ 29.15 03/2009
02/2014
3.59$ 2.59 12.32%
7Y -1.91 04/2002
03/2009
0.87$ 3.00 1.22$ 7.00 1.60$ 10.42 2.00$ 24.28 04/2009
03/2016
4.57$ 3.05 1.07%
10Y 3.49 02/2007
01/2017
1.40$ 5.49 1.70$ 7.70 2.10$ 10.96 2.82$ 18.24 03/2009
02/2019
5.34$ 5.38 0.00%
15Y 3.88 10/2007
09/2022
1.76$ 5.08 2.10$ 7.34 2.89$ 10.04 4.20$ 12.77 03/2009
02/2024
6.06$ 12.77 0.00%
20Y 6.63 11/2003
10/2023
3.61$ 6.96 3.84$ 8.48 5.09$ 9.47 6.10$ 10.09 11/2001
10/2021
6.84$ 6.89 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -60.04 04/2008
03/2009
0.39$ -16.59 0.83$ 7.96 1.07$ 28.98 1.28$ 107.54 04/2009
03/2010
2.07$ 2.48 32.05%
2Y -46.01 03/2007
02/2009
0.29$ -6.87 0.86$ 7.67 1.15$ 21.36 1.47$ 62.90 03/2009
02/2011
2.65$ -8.58 27.13%
3Y -28.42 04/2006
03/2009
0.36$ -3.70 0.89$ 6.47 1.20$ 18.90 1.68$ 40.42 04/2009
03/2012
2.76$ -1.36 24.68%
5Y -11.69 04/2004
03/2009
0.53$ -1.99 0.90$ 4.39 1.23$ 14.44 1.96$ 26.54 03/2009
02/2014
3.24$ -1.45 27.96%
7Y -4.32 04/2002
03/2009
0.73$ 0.19 1.01$ 4.89 1.39$ 8.36 1.75$ 22.28 04/2009
03/2016
4.08$ -0.40 13.90%
10Y 1.13 11/2013
10/2023
1.11$ 3.13 1.36$ 5.71 1.74$ 8.36 2.23$ 16.19 03/2009
02/2019
4.48$ 2.54 0.00%
15Y 1.47 10/2007
09/2022
1.24$ 2.86 1.52$ 5.22 2.14$ 7.82 3.09$ 9.99 03/2009
02/2024
4.16$ 9.99 0.00%
20Y 3.96 11/2003
10/2023
2.17$ 4.29 2.31$ 5.84 3.11$ 7.14 3.96$ 7.68 11/2001
10/2021
4.39$ 4.22 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the SPDR Dow Jones REIT ETF (RWR) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in SPDR Dow Jones REIT ETF (RWR) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.07
40%
-1.93
40%
-2.10
60%
2.31
60%
-1.95
20%
0.54
80%
4.41
100%
-0.93
60%
-5.37
20%
1.34
60%
5.35
60%
3.19
60%
Best 10.9
2023
5.3
2021
7.0
2022
8.0
2021
0.9
2021
5.1
2023
8.9
2022
2.4
2019
2.7
2019
8.1
2021
12.3
2020
10.1
2023
Worst -6.7
2022
-8.4
2020
-22.4
2020
-4.8
2022
-7.0
2022
-7.7
2022
1.6
2019
-6.3
2022
-12.3
2022
-4.5
2023
-1.4
2019
-5.1
2022
Monthly Seasonality over the period Oct 2001 - Feb 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.92
40%
-1.69
40%
0.36
70%
0.76
50%
-0.20
40%
1.25
80%
3.37
100%
-0.90
50%
-3.39
30%
1.38
50%
3.50
60%
1.62
70%
Best 11.4
2019
5.3
2021
10.4
2016
8.0
2021
4.0
2018
6.5
2016
8.9
2022
3.0
2018
3.4
2015
10.6
2014
12.3
2020
10.1
2023
Worst -6.7
2022
-8.4
2020
-22.4
2020
-5.9
2015
-7.0
2022
-7.7
2022
0.1
2014
-6.3
2022
-12.3
2022
-5.7
2016
-1.4
2019
-8.6
2018
Monthly Seasonality over the period Oct 2001 - Feb 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.42
48%
-0.80
57%
2.15
73%
2.63
59%
0.15
45%
0.10
64%
2.91
86%
0.37
55%
-1.39
43%
0.12
52%
1.13
57%
2.48
74%
Best 11.4
2019
5.7
2010
10.5
2010
31.6
2009
8.4
2004
6.5
2016
10.5
2009
14.7
2009
6.8
2009
14.5
2011
12.3
2020
15.8
2008
Worst -17.9
2009
-21.8
2009
-22.4
2020
-15.0
2004
-7.0
2022
-10.8
2008
-8.2
2007
-6.9
2013
-12.3
2022
-31.2
2008
-23.9
2008
-8.6
2018
Monthly Seasonality over the period Oct 2001 - Feb 2024

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the SPDR Dow Jones REIT ETF (RWR) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

SPDR DOW JONES REIT ETF (RWR) ETF
Monthly Returns Distribution
Data Source: 1 March 2004 - 29 February 2024 (20 Years)
Data Source: 1 September 2001 - 29 February 2024 (~23 years)
138 Positive Months (58%) - 102 Negative Months (43%)
160 Positive Months (59%) - 110 Negative Months (41%)
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