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DTRE vs. LPRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTRE vs. LPRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) and Long Pond Real Estate Select ETF (LPRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DTRE achieves a 10.56% return, which is significantly lower than LPRE's 13.96% return.


DTRE

1D
0.29%
1M
2.88%
6M
8.91%
YTD
10.56%
1Y
13.95%
3Y*
5.61%
5Y*
-0.79%
10Y*
2.20%
ALL TIME*
2.58%

LPRE

1D
1.11%
1M
-1.81%
6M
13.05%
YTD
13.96%
1Y
19.97%
3Y*
5Y*
10Y*
ALL TIME*
23.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$9.28K$10.95K$16.10K
$551.16K$455.12K$526.12K

DTRE vs. LPRE - Yearly Performance Comparison


Correlation

The correlation between DTRE and LPRE is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.77

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2025

0.77

The correlation between DTRE and LPRE has been stable across timeframes, ranging from 0.77 to 0.77 - a consistent structural relationship.

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Return for Risk

DTRE vs. LPRE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DTRE
DTRE Risk / Return Rank: 3737
Overall Rank
DTRE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DTRE Sortino Ratio Rank: 3636
Sortino Ratio Rank
DTRE Omega Ratio Rank: 3535
Omega Ratio Rank
DTRE Calmar Ratio Rank: 3737
Calmar Ratio Rank
DTRE Martin Ratio Rank: 4141
Martin Ratio Rank

LPRE
LPRE Risk / Return Rank: 4747
Overall Rank
LPRE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LPRE Sortino Ratio Rank: 4747
Sortino Ratio Rank
LPRE Omega Ratio Rank: 4343
Omega Ratio Rank
LPRE Calmar Ratio Rank: 4848
Calmar Ratio Rank
LPRE Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DTRE vs. LPRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) and Long Pond Real Estate Select ETF (LPRE). 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.


DTRELPREDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.19

1.23

-0.04

Calmar ratioReturn relative to maximum drawdown

1.46

1.94

-0.48

Martin ratioReturn relative to average drawdown

4.91

6.79

-1.88

DTRE vs. LPRE - Sharpe Ratio Comparison

The current DTRE Sharpe Ratio is 1.02, which is comparable to the LPRE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of DTRE and LPRE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DTRE vs. LPRE - Drawdown Comparison

The maximum DTRE drawdown since its inception was -72.26%, which is greater than LPRE's maximum drawdown of -10.33%. Use the drawdown chart below to compare losses from any high point for DTRE and LPRE.


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Drawdown Indicators


DTRELPREDifference

Max Drawdown

Largest peak-to-trough decline

-72.26%

-10.33%

-61.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-10.33%

+0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

Max Drawdown (5Y)

Largest decline over 5 years

-34.62%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

Current Drawdown

Current decline from peak

-9.53%

-2.05%

-7.48%

Average Drawdown

Average peak-to-trough decline

-16.83%

-2.03%

-14.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

2.95%

-0.10%

Volatility

DTRE vs. LPRE - Volatility Comparison

The current volatility for First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) is 3.84%, while Long Pond Real Estate Select ETF (LPRE) has a volatility of 4.78%. This indicates that DTRE experiences smaller price fluctuations and is considered to be less risky than LPRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTRELPREDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

4.78%

-0.94%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

11.38%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

13.79%

15.21%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.14%

17.84%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

17.84%

+0.69%

DTRE vs. LPRE - Expense Ratio Comparison

DTRE has a 0.60% expense ratio, which is lower than LPRE's 1.00% expense ratio.


Dividends

DTRE vs. LPRE - Dividend Comparison

DTRE's dividend yield for the trailing twelve months is around 3.62%, more than LPRE's 1.67% yield.


PositionTTM20252024202320222021202020192018201720162015
DTRE
First Trust Alerian Disruptive Technology Real Estate ETF
3.62%3.42%3.75%2.56%2.49%2.64%0.79%4.97%3.38%3.07%4.16%1.74%
LPRE
Long Pond Real Estate Select ETF
1.67%0.93%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DTRE and LPRE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LPRE has higher volatility (4.78%) compared to DTRE (3.84%). In terms of maximum drawdown, DTRE dropped -72.26% vs LPRE's -10.33%.

On 1-year performance, LPRE leads with 19.97% vs 13.95% for DTRE. On fees, DTRE is cheaper at 0.60% per year. On volatility, DTRE has been the lower-risk option at 3.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LPRE has performed better with a 19.97% return vs 13.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DTRE is cheaper with a 0.60% expense ratio, compared with 1.00% for LPRE.

DTRE has the higher dividend yield at 3.62%, compared with 1.67% for LPRE.

They also come from different issuers: First Trust and Long Pond. Their fees differ too: 0.60% for DTRE and 1.00% for LPRE.

LPRE currently has the higher Sharpe Ratio (1.32 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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