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DPRE vs. BLDG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DPRE vs. BLDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Real Estate Income ETF (DPRE) and Cambria Global Real Estate ETF (BLDG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DPRE

1D
-0.27%
1M
2.09%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

BLDG

1D
0.13%
1M
2.54%
6M
11.05%
YTD
15.36%
1Y
16.55%
3Y*
10.03%
5Y*
3.67%
10Y*
ALL TIME*
8.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$86.39K$91.10K$929.62K
$31.14K$83.65K$60.32K

DPRE vs. BLDG - Yearly Performance Comparison


Correlation

The correlation between DPRE and BLDG is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 15, 2026

0.66

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Return for Risk

DPRE vs. BLDG — Risk / Return Rank

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

DPRE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


BLDG
BLDG Risk / Return Rank: 5555
Overall Rank
BLDG Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BLDG Sortino Ratio Rank: 5959
Sortino Ratio Rank
BLDG Omega Ratio Rank: 5757
Omega Ratio Rank
BLDG Calmar Ratio Rank: 4747
Calmar Ratio Rank
BLDG Martin Ratio Rank: 5050
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.

DPRE vs. BLDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Real Estate Income ETF (DPRE) and Cambria Global Real Estate ETF (BLDG). 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.

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.


DPREBLDGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.65

Martin ratioReturn relative to average drawdown

5.81

DPRE vs. BLDG - Sharpe Ratio Comparison


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Drawdowns

DPRE vs. BLDG - Drawdown Comparison

The maximum DPRE drawdown since its inception was -3.57%, smaller than the maximum BLDG drawdown of -27.25%. Use the drawdown chart below to compare losses from any high point for DPRE and BLDG.


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Drawdown Indicators


DPREBLDGDifference

Max Drawdown

Largest peak-to-trough decline

-3.57%

-27.25%

+23.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

Max Drawdown (3Y)

Largest decline over 3 years

-18.57%

Max Drawdown (5Y)

Largest decline over 5 years

-27.25%

Current Drawdown

Current decline from peak

-0.27%

0.00%

-0.27%

Average Drawdown

Average peak-to-trough decline

-0.82%

-9.01%

+8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

Volatility

DPRE vs. BLDG - Volatility Comparison


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Volatility by Period


DPREBLDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

Volatility (1Y)

Calculated over the trailing 1-year period

15.33%

11.62%

+3.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

15.23%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.33%

15.51%

-0.18%

DPRE vs. BLDG - Expense Ratio Comparison

Both DPRE and BLDG have an expense ratio of 0.59%.


Dividends

DPRE vs. BLDG - Dividend Comparison

DPRE's dividend yield for the trailing twelve months is around 0.90%, less than BLDG's 5.09% yield.


PositionTTM202520242023202220212020
BLDG
Cambria Global Real Estate ETF
5.09%7.46%7.97%4.99%3.99%10.40%0.59%
DPRE
Virtus Duff & Phelps Real Estate Income ETF
0.90%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DPRE and BLDG have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.59% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DPRE and BLDG have the same expense ratio: 0.59% per year.

BLDG has the higher dividend yield at 5.09%, compared with 0.90% for DPRE.

They also come from different issuers: Virtus and Cambria.

Portfolio Optimizer

Find the right allocation for DPRE and BLDG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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