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SP Funds S&P Global REIT Sharia ETF (SPRE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US8863647694

CUSIP

886364769

Issuer

Toroso Investments

Inception Date

Dec 30, 2020

Region

Global (Broad)

Category

REIT

Leveraged

1x

Index Tracked

S&P Global All Equity REIT Shariah Capped Index

Asset Class

Equity

Expense Ratio

SPRE features an expense ratio of 0.69%, falling within the medium range.


Expense ratio chart for SPRE: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
SPRE vs. SPUS SPRE vs. HLAL SPRE vs. SPSK SPRE vs. UMMA SPRE vs. SPY SPRE vs. SCHD SPRE vs. VNQ SPRE vs. VOO SPRE vs. SRET SPRE vs. XLRE
Popular comparisons:
SPRE vs. SPUS SPRE vs. HLAL SPRE vs. SPSK SPRE vs. UMMA SPRE vs. SPY SPRE vs. SCHD SPRE vs. VNQ SPRE vs. VOO SPRE vs. SRET SPRE vs. XLRE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SP Funds S&P Global REIT Sharia ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
14.01%
58.92%
SPRE (SP Funds S&P Global REIT Sharia ETF)
Benchmark (^GSPC)

Returns By Period

SP Funds S&P Global REIT Sharia ETF had a return of 1.34% year-to-date (YTD) and 2.45% in the last 12 months.


SPRE

YTD

1.34%

1M

-5.83%

6M

3.26%

1Y

2.45%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of SPRE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.34%3.55%2.41%-9.69%5.14%2.18%6.57%3.47%3.67%-5.71%4.38%1.34%
202310.02%-5.11%-0.05%-1.37%-3.02%4.49%0.66%-3.07%-7.11%-5.45%11.98%9.32%9.40%
2022-9.46%-4.87%6.89%-2.65%-7.60%-7.20%8.78%-5.86%-13.14%2.10%5.21%-3.96%-29.48%
2021-0.58%-0.48%5.53%7.91%1.07%3.33%5.62%2.36%-6.30%8.97%0.61%10.77%44.78%
20200.73%0.73%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SPRE is 17, meaning it’s performing worse than 83% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SPRE is 1717
Overall Rank
The Sharpe Ratio Rank of SPRE is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of SPRE is 1717
Sortino Ratio Rank
The Omega Ratio Rank of SPRE is 1717
Omega Ratio Rank
The Calmar Ratio Rank of SPRE is 1616
Calmar Ratio Rank
The Martin Ratio Rank of SPRE is 1818
Martin 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 SP Funds S&P Global REIT Sharia ETF (SPRE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SPRE, currently valued at 0.20, compared to the broader market0.002.004.000.202.10
The chart of Sortino ratio for SPRE, currently valued at 0.38, compared to the broader market-2.000.002.004.006.008.0010.000.382.80
The chart of Omega ratio for SPRE, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.39
The chart of Calmar ratio for SPRE, currently valued at 0.11, compared to the broader market0.005.0010.0015.000.113.09
The chart of Martin ratio for SPRE, currently valued at 0.73, compared to the broader market0.0020.0040.0060.0080.00100.000.7313.49
SPRE
^GSPC

The current SP Funds S&P Global REIT Sharia ETF Sharpe ratio is 0.20. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of SP Funds S&P Global REIT Sharia ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.20
2.10
SPRE (SP Funds S&P Global REIT Sharia ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SP Funds S&P Global REIT Sharia ETF provided a 4.25% dividend yield over the last twelve months, with an annual payout of $0.84 per share. The fund has been increasing its distributions for 2 consecutive years.


2.80%3.00%3.20%3.40%3.60%3.80%4.00%4.20%$0.00$0.20$0.40$0.60$0.80202120222023
Dividends
Dividend Yield
PeriodTTM202320222021
Dividend$0.84$0.84$0.80$0.80

Dividend yield

4.25%4.16%4.17%2.83%

Monthly Dividends

The table displays the monthly dividend distributions for SP Funds S&P Global REIT Sharia ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.00$0.74
2023$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.10$0.84
2022$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.80
2021$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.00$0.13$0.80

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.83%
-2.62%
SPRE (SP Funds S&P Global REIT Sharia ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SP Funds S&P Global REIT Sharia ETF. 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 SP Funds S&P Global REIT Sharia ETF was 38.34%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current SP Funds S&P Global REIT Sharia ETF drawdown is 21.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.34%Jan 3, 2022458Oct 27, 2023
-8.62%Sep 7, 202118Sep 30, 202120Oct 28, 202138
-7.09%Feb 9, 202117Mar 4, 20218Mar 16, 202125
-3.31%Jan 4, 20216Jan 11, 20216Jan 20, 202112
-3.17%May 3, 20218May 12, 20218May 24, 202116

Volatility

Volatility Chart

The current SP Funds S&P Global REIT Sharia ETF volatility is 5.66%, 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%JulyAugustSeptemberOctoberNovemberDecember
5.66%
3.79%
SPRE (SP Funds S&P Global REIT Sharia ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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