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ISIN
US33939L7872
CUSIP
33939L787
Inception Date
Nov 6, 2013
Region
Developed Markets (Broad)
Category
REIT
Leveraged
1x (No leverage)
Index Tracked
Northern Trust Global Quality Real Estate (NR)
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$400M

Share Price Chart


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Performance

GQRE Performance Chart

FlexShares Global Quality Real Estate Index Fund (GQRE) is up 8.4% since the beginning of the year. GQRE is currently trading at $64 per share. Investors who bought $1,000 worth of GQRE shares 5 years ago would now be looking at an investment worth $1,114.


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S&P 500 Index

Returns By Period

FlexShares Global Quality Real Estate Index Fund (GQRE) has returned 8.43% so far this year and 13.08% over the past 12 months.


FlexShares Global Quality Real Estate Index Fund

1D
0.13%
1M
-2.45%
YTD
8.43%
6M
9.40%
1Y
13.08%
3Y*
10.50%
5Y*
2.19%
10Y*
3.83%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GQRE Monthly Returns History

Based on dividend-adjusted daily data since Nov 6, 2013, GQRE's average daily return is +0.03%, while the average monthly return is +0.51%. At this rate, an investment would double in approximately 11.4 years.

Historically, 61% of months were positive and 39% were negative. The best month was Jan 2019 with a return of +11.1%, while the worst month was Mar 2020 at -21.4%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.

On a daily basis, GQRE closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +8.3%, while the worst single day was Mar 16, 2020 at -15.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.07%6.46%-8.26%8.12%-0.63%-0.71%8.43%
20250.93%2.72%-1.71%-0.15%2.50%1.59%-1.56%4.28%0.39%-2.72%2.80%-0.84%8.27%
2024-3.53%1.39%4.22%-5.94%2.67%0.30%6.35%5.18%2.68%-3.52%3.41%-6.23%6.09%
20238.77%-4.72%-2.52%1.25%-4.84%4.74%2.97%-3.88%-5.91%-3.60%9.43%9.05%9.21%
2022-6.65%-2.85%4.62%-5.66%-5.56%-8.43%8.26%-5.97%-12.70%3.98%5.95%-3.96%-27.22%
2021-1.05%2.32%4.17%6.63%2.28%1.29%3.40%1.56%-5.24%7.02%-1.28%7.78%32.01%

Benchmark Metrics

FlexShares Global Quality Real Estate Index Fund has an annualized alpha of 2.49%, beta of 0.47, and R2 of 0.24 versus S&P 500 Index. Calculated based on daily prices since November 07, 2013.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (48.57%) than losses (47.94%) - typical of diversified or defensive assets.
  • Beta of 0.47 may look defensive, but with R2 of 0.24 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.24 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.49%
Beta
0.47
0.24
Upside Capture
48.57%
Downside Capture
47.94%

Expense Ratio

GQRE has an expense ratio of 0.45%, placing it in the medium range.


Return for Risk

Risk / Return Rank

GQRE ranks 33 for risk / return — below 33% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


GQRE Risk / Return Rank: 3333
Overall Rank
GQRE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GQRE Sortino Ratio Rank: 3333
Sortino Ratio Rank
GQRE Omega Ratio Rank: 3333
Omega Ratio Rank
GQRE Calmar Ratio Rank: 2929
Calmar Ratio Rank
GQRE Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for FlexShares Global Quality Real Estate Index Fund (GQRE) and compare them to S&P 500 Index.


GQREBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.20

Calmar ratioReturn relative to maximum drawdown

1.29

Martin ratioReturn relative to average drawdown

4.92

Dividends

Dividend History

FlexShares Global Quality Real Estate Index Fund provided a 4.31% dividend yield over the last twelve months, with an annual payout of $2.75 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%2.50%3.00%3.50%4.00%4.50%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.75$2.80$2.15$1.62$1.35$1.75$1.18$2.78$1.79$1.23$2.35$1.32

Dividend yield

4.31%4.75%3.77%2.91%2.56%2.36%2.05%4.29%3.22%1.97%4.16%2.32%

Monthly Dividends

The table displays the monthly dividend distributions for FlexShares Global Quality Real Estate Index Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.08$0.00$0.00$0.00$0.08
2025$0.00$0.00$0.12$0.00$0.00$0.60$0.00$0.00$0.51$0.00$0.00$1.57$2.80
2024$0.00$0.00$0.05$0.00$0.00$0.44$0.00$0.00$0.41$0.00$0.00$1.25$2.15
2023$0.00$0.00$0.18$0.00$0.00$0.44$0.00$0.00$0.50$0.00$0.00$0.50$1.62
2022$0.00$0.00$0.01$0.00$0.00$0.41$0.00$0.00$0.56$0.00$0.00$0.36$1.35
2021$0.00$0.00$0.05$0.00$0.00$0.42$0.00$0.00$0.23$0.00$0.00$1.04$1.75

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the FlexShares Global Quality Real Estate Index Fund. 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 FlexShares Global Quality Real Estate Index Fund was 41.87%, occurring on Mar 23, 2020. Recovery took 300 trading sessions.

The current FlexShares Global Quality Real Estate Index Fund drawdown is 2.45%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-41.87%Mar 2020
1mo 4d1y 2mo
1y 3moFeb 2020 - Jun 2021
2023 bear market2023
-35.08%Oct 2023
1y 9mo2y 3mo
4y 1moJan 2022 - Feb 2026
Rate-hike selloffLate 2018
-13.51%Dec 2018
3mo 26d1mo 27d
5mo 23dAug 2018 - Feb 2019
2016 correction2016
-12.78%Nov 2016
3mo 22d6mo 25d
10mo 17dAug 2016 - Jun 2017
2015 correction2015
-11.51%Sep 2015
7mo6mo 15d
1y 1moFeb 2015 - Mar 2016

Drawdown Indicators


GQREBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.87%

-9.10%

-32.77%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

Max Drawdown (3Y)

Largest decline over 3 years

-16.17%

Max Drawdown (5Y)

Largest decline over 5 years

-35.08%

Max Drawdown (10Y)

Largest decline over 10 years

-41.87%

Current Drawdown

Current decline from peak

-2.45%

-2.97%

+0.52%

Average Drawdown

Average peak-to-trough decline

-9.23%

-1.13%

-8.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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