GBRE.L vs. BBOX.L
Compare and contrast key facts about SPDR® Dow Jones Global Real Estate UCITS ETF (GBRE.L) and Tritax Big Box REIT plc (BBOX.L).
GBRE.L is a passively managed fund by State Street that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Oct 23, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GBRE.L or BBOX.L.
Key characteristics
| GBRE.L | BBOX.L | |
|---|---|---|
| YTD Return | -4.98% | -3.23% |
| 1Y Return | 0.92% | 14.74% |
| 3Y Return (Ann) | -2.75% | -1.73% |
| 5Y Return (Ann) | -2.34% | 6.41% |
| 10Y Return (Ann) | 2.84% | 15.37% |
| Sharpe Ratio | 0.08 | 0.48 |
| Daily Std Dev | 15.08% | 28.95% |
| Max Drawdown | -36.07% | -48.58% |
| Current Drawdown | -21.70% | -28.14% |
Correlation
The correlation between GBRE.L and BBOX.L is 0.46, 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.
Performance
GBRE.L vs. BBOX.L - Performance Comparison
In the year-to-date period, GBRE.L achieves a -4.98% return, which is significantly lower than BBOX.L's -3.23% return. Over the past 10 years, GBRE.L has underperformed BBOX.L with an annualized return of 2.84%, while BBOX.L has yielded a comparatively higher 15.37% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
GBRE.L vs. BBOX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR® Dow Jones Global Real Estate UCITS ETF (GBRE.L) and Tritax Big Box REIT plc (BBOX.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
GBRE.L vs. BBOX.L - Dividend Comparison
GBRE.L's dividend yield for the trailing twelve months is around 0.03%, less than BBOX.L's 0.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GBRE.L SPDR® Dow Jones Global Real Estate UCITS ETF | 0.03% | 0.03% | 0.03% | 0.02% | 0.03% | 0.03% | 0.05% | 0.03% | 0.02% | 0.02% | 0.02% | 0.03% |
BBOX.L Tritax Big Box REIT plc | 0.03% | 0.05% | 0.05% | 0.03% | 0.04% | 0.05% | 0.05% | 0.04% | 0.06% | 0.42% | 0.03% | 0.00% |
Drawdowns
GBRE.L vs. BBOX.L - Drawdown Comparison
The maximum GBRE.L drawdown since its inception was -36.07%, smaller than the maximum BBOX.L drawdown of -48.58%. Use the drawdown chart below to compare losses from any high point for GBRE.L and BBOX.L. For additional features, visit the drawdowns tool.
Volatility
GBRE.L vs. BBOX.L - Volatility Comparison
The current volatility for SPDR® Dow Jones Global Real Estate UCITS ETF (GBRE.L) is 4.73%, while Tritax Big Box REIT plc (BBOX.L) has a volatility of 6.06%. This indicates that GBRE.L experiences smaller price fluctuations and is considered to be less risky than BBOX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.