PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPDR® Dow Jones Global Real Estate UCITS ETF USD C...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BH4GR342
IssuerState Street Global Advisors Europe Limited
Inception DateOct 16, 2019
CategoryREIT
Index TrackedFTSE EPRA Nareit Global TR USD
Asset ClassReal Estate

Expense Ratio

The SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap has a high expense ratio of 0.40%, indicating higher-than-average management fees.


Expense ratio chart for GLRA.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap

Popular comparisons: GLRA.L vs. VNQI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
12.22%
22.03%
GLRA.L (SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap had a return of -9.03% year-to-date (YTD) and 0.66% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-9.03%5.84%
1 month-4.72%-2.98%
6 months12.23%22.02%
1 year0.66%24.47%
5 years (annualized)N/A11.44%
10 years (annualized)N/A10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.93%-1.58%2.87%
2023-6.49%-5.51%11.13%10.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GLRA.L is 18, indicating that it is in the bottom 18% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of GLRA.L is 1818
SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap(GLRA.L)
The Sharpe Ratio Rank of GLRA.L is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of GLRA.L is 1818Sortino Ratio Rank
The Omega Ratio Rank of GLRA.L is 1818Omega Ratio Rank
The Calmar Ratio Rank of GLRA.L is 1818Calmar Ratio Rank
The Martin Ratio Rank of GLRA.L is 1818Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap (GLRA.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GLRA.L
Sharpe ratio
The chart of Sharpe ratio for GLRA.L, currently valued at 0.04, compared to the broader market-1.000.001.002.003.004.000.04
Sortino ratio
The chart of Sortino ratio for GLRA.L, currently valued at 0.19, compared to the broader market-2.000.002.004.006.008.000.19
Omega ratio
The chart of Omega ratio for GLRA.L, currently valued at 1.02, compared to the broader market1.001.502.002.501.02
Calmar ratio
The chart of Calmar ratio for GLRA.L, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.000.02
Martin ratio
The chart of Martin ratio for GLRA.L, currently valued at 0.10, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market1.001.502.002.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.05

Sharpe Ratio

The current SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap Sharpe ratio is 0.04. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.04
2.05
GLRA.L (SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap)
Benchmark (^GSPC)

Dividends

Dividend History


SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-24.91%
-3.92%
GLRA.L (SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap was 38.24%, occurring on Mar 24, 2020. Recovery took 292 trading sessions.

The current SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap drawdown is 24.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.24%Feb 18, 202026Mar 24, 2020292Jun 1, 2021318
-34.18%Jan 5, 2022460Oct 30, 2023
-7.9%Sep 7, 202122Oct 6, 202121Nov 4, 202143
-4.65%Oct 25, 201936Dec 13, 201927Jan 24, 202063
-3.65%Nov 26, 20216Dec 3, 202114Dec 23, 202120

Volatility

Volatility Chart

The current SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap volatility is 5.39%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
5.39%
3.60%
GLRA.L (SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap)
Benchmark (^GSPC)