SHM vs DFGR

Comparison between STATE STREET(R) SPDR NUVEEN ICE SHORT TERM MUNICIPAL BOND ETF (SHM, ETF) and DIMENSIONAL GLOBAL REAL ESTATE ETF (DFGR, ETF).

SHM vs DFGR - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SHM(ETF)	DFGR(ETF)
Net Assets	$3.50B	$3.60B
Expense Ratio	0.20%	0.22%
Max Drawdown	11.61%	22.52%
Sharpe Ratio	-0.38	0.64
5Y Beta	0.01	0.46
P/E Ratio	N/A	40.84
Forward P/E	N/A	37.37
5Y Dividends CAGR	18.73%	N/A
5Y EPS CAGR	N/A	6.66%
Debt to Equity	N/A	46.59%

Net Assets

SHM

$3.50B

Winner

DFGR

$3.60B

Expense Ratio

Winner

SHM

0.20%

DFGR

0.22%

Max Drawdown

Winner

SHM

11.61%

DFGR

22.52%

Sharpe Ratio

SHM

-0.38

Winner

DFGR

0.64

5Y Beta

Winner

SHM

0.01

DFGR

0.46

P/E Ratio

SHM

N/A

DFGR

40.84

Forward P/E

SHM

N/A

DFGR

37.37

5Y Dividends CAGR

SHM

18.73%

DFGR

N/A

5Y EPS CAGR

SHM

N/A

DFGR

6.66%

Debt to Equity

SHM

N/A

DFGR

46.59%

SHM vs DFGR - Historical Returns

Returns include dividend reinvestment.

Period	SHM	DFGR
1 month	+0.71%	+0.42%
3 months	+0.40%	+5.07%
6 months	+1.21%	+9.84%
1 year	+3.33%	+11.00%
5 years(CAGR)	+0.95%	N/A
10 years(CAGR)	+1.18%	N/A
Max(CAGR)	+1.44%	+7.57%

Winner

SHM

+0.71%

DFGR

+0.42%

SHM

+0.40%

Winner

DFGR

+5.07%

SHM

+1.21%

Winner

DFGR

+9.84%

SHM

+3.33%

Winner

DFGR

+11.00%

5Y(CAGR)

SHM

+0.95%

DFGR

N/A

10Y(CAGR)

SHM

+1.18%

DFGR

N/A

Max(CAGR)

SHM

+1.44%

Winner

DFGR

+7.57%

SHM vs DFGR - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	SHM	DFGR
2026	+0.96%	+8.72%
2025	+3.86%	+8.30%
2024	+1.22%	+1.46%
2023	+2.81%	+9.39%
2022	-3.80%	-1.24%
2021	-0.37%	N/A
2020	+2.53%	N/A
2019	+3.60%	N/A
2018	+1.42%	N/A
2017	+1.01%	N/A
2016	-0.57%	N/A
2015	+0.67%	N/A
2014	+0.55%	N/A
2013	+0.78%	N/A
2012	+0.62%	N/A
2011	+2.92%	N/A
2010	+0.24%	N/A
2009	+3.22%	N/A
2008	+4.44%	N/A
2007	+1.25%	N/A

SHM vs DFGR Drawdown Comparison

The maximum drawdown for SHM was -11.61%, occurring on Mar 19, 2020. Recovery took 50 trading sessions.

The maximum drawdown for DFGR was -21.27%, occurring on Oct 25, 2023. Recovery took 363 trading sessions.

The current SHM drawdown is -0.16%. The current DFGR drawdown is -2.75%.

Rank	SHM	DFGR
#1	-11.61% Mar 9, 2020 - May 19, 2020	-21.27% Feb 2, 2023 - Jul 16, 2024
#2	-7.08% Sep 23, 2008 - Dec 23, 2008	-17.56% Sep 16, 2024 - Feb 6, 2026
#3	-6.67% Aug 3, 2021 - Sep 5, 2024	-9.15% Feb 17, 2026 - Apr 17, 2026
#4	-3.94% Aug 31, 2010 - Jun 24, 2011	-5.27% Dec 13, 2022 - Jan 11, 2023
#5	-3.07% Feb 13, 2008 - Mar 18, 2008	-3.02% May 6, 2026 - Jun 11, 2026
#6	-2.82% Sep 27, 2012 - Jan 13, 2014	-2.80% Aug 2, 2024 - Aug 9, 2024
#7	-2.70% Aug 22, 2016 - Aug 2, 2017	-2.75% Jun 12, 2026 - Jun 18, 2026
#8	-2.12% Mar 18, 2008 - Sep 17, 2008	-2.59% Jul 17, 2024 - Jul 30, 2024
#9	-2.07% Sep 5, 2017 - Jan 11, 2019	-2.21% Apr 20, 2026 - May 6, 2026
#10	-1.97% Feb 13, 2009 - Jul 10, 2009	-1.65% Jan 12, 2023 - Jan 24, 2023
#11	-1.74% Sep 6, 2011 - Jan 23, 2012	-0.94% Jan 27, 2023 - Jan 31, 2023
#12	-1.67% Apr 4, 2025 - Jun 12, 2025	-0.60% Aug 9, 2024 - Aug 13, 2024
#13	-1.31% Oct 3, 2024 - Feb 25, 2025	-0.53% Aug 27, 2024 - Aug 30, 2024
#14	-1.27% Feb 4, 2015 - Oct 13, 2015	-0.21% Aug 30, 2024 - Sep 4, 2024
#15	-1.24% Sep 17, 2008 - Sep 23, 2008	-0.11% Aug 14, 2024 - Aug 19, 2024

Correlation

Correlation between SHM and DFGR is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2007 - 2026)

SHM vs DFGR dividend yield comparison.

Year	SHM	DFGR
2026	1.11%	0.35%
2025	2.61%	4.05%
2024	2.06%	3.73%
2023	1.15%	2.77%
2022	0.69%	0.59%
2021	0.86%	0.00%
2020	1.24%	0.00%
2019	1.40%	0.00%
2018	1.23%	0.00%
2017	1.06%	0.00%
2016	0.85%	0.00%
2015	0.46%	0.00%
2014	0.46%	0.00%
2013	0.49%	0.00%
2012	0.70%	0.00%
2011	0.80%	0.00%
2010	0.96%	0.00%
2009	1.01%	0.00%
2008	1.29%	0.00%
2007	0.36%	0.00%