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EXUS vs. TRET.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXUS vs. TRET.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Macquarie Focused International Core ETF (EXUS) and VanEck Global Real Estate UCITS ETF (TRET.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXUS achieves a 8.02% return, which is significantly lower than TRET.L's 11.68% return.


EXUS

1D
-1.71%
1M
-0.12%
6M
3.85%
YTD
8.02%
1Y
9.21%
3Y*
5Y*
10Y*

TRET.L

1D
2.03%
1M
3.97%
6M
9.00%
YTD
11.68%
1Y
18.21%
3Y*
11.67%
5Y*
3.15%
10Y*
5.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXUS vs. TRET.L - Yearly Performance Comparison


Correlation

The correlation between EXUS and TRET.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2025

0.18

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Return for Risk

EXUS vs. TRET.L — Risk / Return Rank

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

EXUS
EXUS Risk / Return Rank: 1919
Overall Rank
EXUS Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
EXUS Sortino Ratio Rank: 1818
Sortino Ratio Rank
EXUS Omega Ratio Rank: 1818
Omega Ratio Rank
EXUS Calmar Ratio Rank: 1818
Calmar Ratio Rank
EXUS Martin Ratio Rank: 2222
Martin Ratio Rank

TRET.L
TRET.L Risk / Return Rank: 4747
Overall Rank
TRET.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TRET.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
TRET.L Omega Ratio Rank: 4848
Omega Ratio Rank
TRET.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
TRET.L Martin Ratio Rank: 4444
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.

EXUS vs. TRET.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Macquarie Focused International Core ETF (EXUS) and VanEck Global Real Estate UCITS ETF (TRET.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.

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.


EXUSTRET.LDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.10

1.25

-0.15

Calmar ratioReturn relative to maximum drawdown

0.61

1.73

-1.12

Martin ratioReturn relative to average drawdown

2.13

5.75

-3.62

EXUS vs. TRET.L - Sharpe Ratio Comparison

The current EXUS Sharpe Ratio is 0.48, which is lower than the TRET.L Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of EXUS and TRET.L, 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

EXUS vs. TRET.L - Drawdown Comparison

The maximum EXUS drawdown since its inception was -15.28%, smaller than the maximum TRET.L drawdown of -42.25%. Use the drawdown chart below to compare losses from any high point for EXUS and TRET.L.


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Drawdown Indicators


EXUSTRET.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.28%

-42.25%

+26.97%

Max Drawdown (1Y)

Largest decline over 1 year

-15.28%

-10.49%

-4.79%

Max Drawdown (3Y)

Largest decline over 3 years

-16.92%

Max Drawdown (5Y)

Largest decline over 5 years

-33.35%

Max Drawdown (10Y)

Largest decline over 10 years

-42.25%

Current Drawdown

Current decline from peak

-2.73%

0.00%

-2.73%

Average Drawdown

Average peak-to-trough decline

-2.92%

-10.56%

+7.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

3.16%

+1.17%

Volatility

EXUS vs. TRET.L - Volatility Comparison

Macquarie Focused International Core ETF (EXUS) has a higher volatility of 6.49% compared to VanEck Global Real Estate UCITS ETF (TRET.L) at 4.35%. This indicates that EXUS's price experiences larger fluctuations and is considered to be riskier than TRET.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXUSTRET.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

4.35%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

17.25%

10.56%

+6.69%

Volatility (1Y)

Calculated over the trailing 1-year period

19.37%

12.85%

+6.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.11%

16.91%

+2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.11%

17.98%

+1.13%

EXUS vs. TRET.L - Expense Ratio Comparison

EXUS has a 0.59% expense ratio, which is higher than TRET.L's 0.25% expense ratio.


Dividends

EXUS vs. TRET.L - Dividend Comparison

EXUS's dividend yield for the trailing twelve months is around 0.03%, less than TRET.L's 3.25% yield.


PositionTTM202520242023202220212020201920182017
EXUS
Macquarie Focused International Core ETF
0.03%0.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRET.L
VanEck Global Real Estate UCITS ETF
3.25%3.54%3.56%3.54%4.55%1.86%4.18%3.32%5.03%3.63%

Frequently Asked Questions


EXUS and TRET.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRET.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRET.L is cheaper with a 0.25% expense ratio, compared with 0.59% for EXUS.

EXUS is categorized as Foreign Large Cap Equities, while TRET.L is REIT. They also come from different issuers: Macquarie and VanEck. Their fees differ too: 0.59% for EXUS and 0.25% for TRET.L.

Portfolio Optimizer

Find the right allocation for EXUS and TRET.L

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