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Inception Date
Mar 31, 2022
Category
REIT
Leveraged
1x (No leverage)
Index Tracked
First Trust Alerian Disruptive Technology Real Estate UCITS ETF
Distribution Policy
Accumulating
Asset Class
Real Estate

Share Price Chart


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Performance

TRE.L Performance Chart

First Trust Alerian Disruptive Technology Real Estate UCITS ETF (TRE.L) is up 7.9% since the beginning of the year. TRE.L is currently trading at $22 per share.


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S&P 500 Index

Returns By Period

First Trust Alerian Disruptive Technology Real Estate UCITS ETF (TRE.L) has returned 7.87% so far this year and 10.69% over the past 12 months.


First Trust Alerian Disruptive Technology Real Estate UCITS ETF

1D
0.55%
1M
-0.32%
6M
6.26%
YTD
7.87%
1Y
10.69%
3Y*
2.81%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRE.L Monthly Returns History

Based on dividend-adjusted daily data since Apr 4, 2022, TRE.L's average daily return is -0.01%, while the average monthly return is -0.11%.

Historically, 52% of months were positive and 48% were negative. The best month was Nov 2023 with a return of +13.0%, while the worst month was Sep 2022 at -15.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TRE.L closed higher 48% of trading days. The best single day was Jul 14, 2023 with a return of +6.8%, while the worst single day was Apr 7, 2025 at -5.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.78%6.21%-8.54%9.39%1.64%-2.88%2.04%7.87%
20253.21%2.91%-1.39%-1.31%1.78%-0.25%-0.15%1.16%-1.29%1.61%0.89%0.44%7.74%
2024-3.85%-2.10%0.95%-10.12%3.68%-0.16%10.08%0.92%4.35%-4.94%0.05%-8.66%-10.98%
20239.65%-5.43%-1.58%0.80%-2.55%0.65%5.37%-0.55%-6.78%-5.01%12.98%6.97%13.15%
2022-3.60%-7.63%-7.26%7.67%-6.15%-15.41%1.00%6.58%-2.14%-25.64%

Benchmark Metrics

First Trust Alerian Disruptive Technology Real Estate UCITS ETF has an annualized alpha of -4.83%, beta of 0.33, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since April 04, 2022.

  • This ETF participated in 117.05% of S&P 500 Index downside but only 62.43% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.33 may look defensive, but with R2 of 0.10 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 0.10 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
-4.83%
Beta
0.33
0.10
Upside Capture
62.43%
Downside Capture
117.05%

Return for Risk

Risk / Return Rank

TRE.L ranks 28 for risk / return — below 28% 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.


TRE.L Risk / Return Rank: 2828
Overall Rank
TRE.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
TRE.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
TRE.L Omega Ratio Rank: 2424
Omega Ratio Rank
TRE.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
TRE.L Martin Ratio Rank: 3131
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 First Trust Alerian Disruptive Technology Real Estate UCITS ETF (TRE.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TRE.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.89

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.14

1.31

-0.17

Calmar ratioReturn relative to maximum drawdown

1.21

2.35

-1.14

Martin ratioReturn relative to average drawdown

3.74

10.19

-6.45

Dividends

Dividend History


First Trust Alerian Disruptive Technology Real Estate UCITS ETF doesn't pay dividends

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 First Trust Alerian Disruptive Technology Real Estate UCITS 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 First Trust Alerian Disruptive Technology Real Estate UCITS ETF was 35.43%, occurring on Oct 21, 2022. The portfolio has not yet recovered.

The current First Trust Alerian Disruptive Technology Real Estate UCITS ETF drawdown is 14.28%.


Drawdown

Fall

Recovery

Underwater

Related event

-35.43%Oct 2022
6mo 2d
4y 2moApr 2022 - now
Bear market2022
-1.80%Apr 2022
3d6d
9dApr 2022 - Apr 2022
Bear market2022

Drawdown Indicators


TRE.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.43%

-56.78%

+21.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

-9.10%

-0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-21.15%

-18.90%

-2.25%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-14.28%

-0.49%

-13.79%

Average Drawdown

Average peak-to-trough decline

-21.59%

-10.70%

-10.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.09%

+0.96%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with TRE.L

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