EPRA.L vs. TREG.L
Compare and contrast key facts about Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) and VanEck Global Real Estate UCITS ETF (TREG.L).
EPRA.L and TREG.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EPRA.L is a passively managed fund by Amundi that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Nov 11, 2016. TREG.L is a passively managed fund by VanEck that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Apr 14, 2011. Both EPRA.L and TREG.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPRA.L or TREG.L.
Key characteristics
| EPRA.L | TREG.L | |
|---|---|---|
| YTD Return | -2.72% | -2.07% |
| 1Y Return | 4.22% | 7.66% |
| 3Y Return (Ann) | 0.22% | 2.04% |
| 5Y Return (Ann) | 0.42% | 1.41% |
| Sharpe Ratio | 0.31 | 0.50 |
| Daily Std Dev | 14.44% | 15.44% |
| Max Drawdown | -35.65% | -44.32% |
| Current Drawdown | -15.38% | -17.59% |
Correlation
The correlation between EPRA.L and TREG.L is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EPRA.L vs. TREG.L - Performance Comparison
In the year-to-date period, EPRA.L achieves a -2.72% return, which is significantly lower than TREG.L's -2.07% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EPRA.L vs. TREG.L - Expense Ratio Comparison
EPRA.L has a 0.10% expense ratio, which is lower than TREG.L's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
EPRA.L vs. TREG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.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.
Dividends
EPRA.L vs. TREG.L - Dividend Comparison
EPRA.L has not paid dividends to shareholders, while TREG.L's dividend yield for the trailing twelve months is around 3.52%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
EPRA.L Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TREG.L VanEck Global Real Estate UCITS ETF | 3.52% | 3.64% | 4.54% | 1.82% | 4.49% |
Drawdowns
EPRA.L vs. TREG.L - Drawdown Comparison
The maximum EPRA.L drawdown since its inception was -35.65%, smaller than the maximum TREG.L drawdown of -44.32%. Use the drawdown chart below to compare losses from any high point for EPRA.L and TREG.L. For additional features, visit the drawdowns tool.
Volatility
EPRA.L vs. TREG.L - Volatility Comparison
The current volatility for Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) is 4.72%, while VanEck Global Real Estate UCITS ETF (TREG.L) has a volatility of 5.00%. This indicates that EPRA.L experiences smaller price fluctuations and is considered to be less risky than TREG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.