PortfoliosLab logoPortfoliosLab logo
BBOX.L vs. TREG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBOX.L vs. TREG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Tritax Big Box REIT plc (BBOX.L) and VanEck Global Real Estate UCITS ETF (TREG.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BBOX.L vs. TREG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BBOX.L
Tritax Big Box REIT plc
-3.20%21.21%-17.49%28.21%-42.18%53.16%18.13%12.93%
TREG.L
VanEck Global Real Estate UCITS ETF
2.46%6.62%2.78%7.64%-16.77%31.33%-10.04%10.49%
Different Trading Currencies

BBOX.L is traded in GBp, while TREG.L is traded in GBP. To make them comparable, the TREG.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BBOX.L achieves a -3.20% return, which is significantly lower than TREG.L's 2.46% return.


BBOX.L

1D
2.76%
1M
-14.45%
YTD
-3.20%
6M
2.18%
1Y
9.03%
3Y*
6.64%
5Y*
0.20%
10Y*
5.68%

TREG.L

1D
0.79%
1M
-6.70%
YTD
2.46%
6M
2.56%
1Y
6.69%
3Y*
7.47%
5Y*
4.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

BBOX.L vs. TREG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBOX.L
BBOX.L Risk / Return Rank: 5353
Overall Rank
BBOX.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BBOX.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
BBOX.L Omega Ratio Rank: 4646
Omega Ratio Rank
BBOX.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
BBOX.L Martin Ratio Rank: 6060
Martin Ratio Rank

TREG.L
TREG.L Risk / Return Rank: 2727
Overall Rank
TREG.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TREG.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
TREG.L Omega Ratio Rank: 2424
Omega Ratio Rank
TREG.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
TREG.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.

BBOX.L vs. TREG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tritax Big Box REIT plc (BBOX.L) and VanEck Global Real Estate UCITS ETF (TREG.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BBOX.LTREG.LDifference

Sharpe ratio

Return per unit of total volatility

0.41

0.49

-0.07

Sortino ratio

Return per unit of downside risk

0.69

0.74

-0.06

Omega ratio

Gain probability vs. loss probability

1.09

1.10

-0.01

Calmar ratio

Return relative to maximum drawdown

0.62

0.77

-0.15

Martin ratio

Return relative to average drawdown

2.03

2.79

-0.76

BBOX.L vs. TREG.L - Sharpe Ratio Comparison

The current BBOX.L Sharpe Ratio is 0.41, which is comparable to the TREG.L Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of BBOX.L and TREG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BBOX.LTREG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.49

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.32

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.23

+0.12

Correlation

The correlation between BBOX.L and TREG.L is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BBOX.L vs. TREG.L - Dividend Comparison

BBOX.L's dividend yield for the trailing twelve months is around 5.51%, more than TREG.L's 3.44% yield.


TTM20252024202320222021202020192018201720162015
BBOX.L
Tritax Big Box REIT plc
5.51%5.21%5.67%4.28%5.00%2.62%3.81%4.58%5.05%4.26%5.52%2.98%
TREG.L
VanEck Global Real Estate UCITS ETF
3.44%3.57%3.48%3.64%4.54%1.82%4.49%3.41%0.00%0.00%0.00%0.00%

Drawdowns

BBOX.L vs. TREG.L - Drawdown Comparison

The maximum BBOX.L drawdown since its inception was -48.58%, which is greater than TREG.L's maximum drawdown of -35.66%. Use the drawdown chart below to compare losses from any high point for BBOX.L and TREG.L.


Loading graphics...

Drawdown Indicators


BBOX.LTREG.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.58%

-35.66%

-12.92%

Max Drawdown (1Y)

Largest decline over 1 year

-17.13%

-10.26%

-6.87%

Max Drawdown (5Y)

Largest decline over 5 years

-48.58%

-26.89%

-21.69%

Max Drawdown (10Y)

Largest decline over 10 years

-48.58%

Current Drawdown

Current decline from peak

-28.72%

-7.32%

-21.40%

Average Drawdown

Average peak-to-trough decline

-12.93%

-10.54%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

2.59%

+2.68%

Volatility

BBOX.L vs. TREG.L - Volatility Comparison

Tritax Big Box REIT plc (BBOX.L) has a higher volatility of 7.60% compared to VanEck Global Real Estate UCITS ETF (TREG.L) at 4.75%. This indicates that BBOX.L's price experiences larger fluctuations and is considered to be riskier than TREG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BBOX.LTREG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.60%

4.75%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

15.06%

8.57%

+6.49%

Volatility (1Y)

Calculated over the trailing 1-year period

21.83%

13.74%

+8.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.43%

14.66%

+11.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.54%

17.06%

+7.48%