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GBRE.L vs. GLRE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBRE.L vs. GLRE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR® Dow Jones Global Real Estate UCITS ETF (GBRE.L) and SPDR Dow Jones Global Real Estate UCITS ETF (GLRE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

GBRE.L is traded in GBP, while GLRE.L is traded in USD. To make them comparable, the GLRE.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with GBRE.L having a 11.40% return and GLRE.L slightly lower at 11.18%. Both investments have delivered pretty close results over the past 10 years, with GBRE.L having a 2.56% annualized return and GLRE.L not far behind at 2.46%.


GBRE.L

1D
-0.59%
1M
0.91%
6M
10.18%
YTD
11.40%
1Y
16.75%
3Y*
7.83%
5Y*
2.16%
10Y*
2.56%

GLRE.L

1D
-1.06%
1M
0.30%
6M
10.02%
YTD
11.18%
1Y
16.31%
3Y*
7.61%
5Y*
2.03%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBRE.L vs. GLRE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBRE.L
SPDR® Dow Jones Global Real Estate UCITS ETF
11.40%2.66%0.99%5.21%-16.29%32.11%-13.82%16.07%-2.70%-1.73%
GLRE.L
SPDR Dow Jones Global Real Estate UCITS ETF
11.18%2.13%1.22%5.66%-16.37%31.85%-13.51%15.27%-2.51%-1.43%

Correlation

The correlation between GBRE.L and GLRE.L is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2012

0.92

The correlation between GBRE.L and GLRE.L has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

GBRE.L vs. GLRE.L — Risk / Return Rank

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

GBRE.L
GBRE.L Risk / Return Rank: 5252
Overall Rank
GBRE.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
GBRE.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
GBRE.L Omega Ratio Rank: 4949
Omega Ratio Rank
GBRE.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
GBRE.L Martin Ratio Rank: 5252
Martin Ratio Rank

GLRE.L
GLRE.L Risk / Return Rank: 4848
Overall Rank
GLRE.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GLRE.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
GLRE.L Omega Ratio Rank: 4343
Omega Ratio Rank
GLRE.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
GLRE.L Martin Ratio Rank: 5151
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.

GBRE.L vs. GLRE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR® Dow Jones Global Real Estate UCITS ETF (GBRE.L) and SPDR Dow Jones Global Real Estate UCITS ETF (GLRE.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.


GBRE.LGLRE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.28

Omega ratioGain probability vs. loss probability

1.26

1.22

+0.04

Calmar ratioReturn relative to maximum drawdown

2.05

2.08

-0.03

Martin ratioReturn relative to average drawdown

7.13

6.78

+0.35

GBRE.L vs. GLRE.L - Sharpe Ratio Comparison

The current GBRE.L Sharpe Ratio is 1.49, which is comparable to the GLRE.L Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of GBRE.L and GLRE.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

GBRE.L vs. GLRE.L - Drawdown Comparison

The maximum GBRE.L drawdown since its inception was -38.93%, which is greater than GLRE.L's maximum drawdown of -36.91%. Use the drawdown chart below to compare losses from any high point for GBRE.L and GLRE.L.


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Drawdown Indicators


GBRE.LGLRE.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.93%

-36.91%

-2.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-7.80%

-0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-17.13%

-17.17%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-27.40%

-27.71%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-35.02%

-36.91%

+1.89%

Current Drawdown

Current decline from peak

-1.98%

-2.65%

+0.67%

Average Drawdown

Average peak-to-trough decline

-13.98%

-9.77%

-4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.40%

-0.06%

Volatility

GBRE.L vs. GLRE.L - Volatility Comparison

The current volatility for SPDR® Dow Jones Global Real Estate UCITS ETF (GBRE.L) is 3.59%, while SPDR Dow Jones Global Real Estate UCITS ETF (GLRE.L) has a volatility of 4.62%. This indicates that GBRE.L experiences smaller price fluctuations and is considered to be less risky than GLRE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBRE.LGLRE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

4.62%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

10.60%

-1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

12.80%

-1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

15.82%

-1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

16.83%

-0.99%

GBRE.L vs. GLRE.L - Expense Ratio Comparison

Both GBRE.L and GLRE.L have an expense ratio of 0.40%.


Dividends

GBRE.L vs. GLRE.L - Dividend Comparison

GBRE.L's dividend yield for the trailing twelve months is around 2.48%, which matches GLRE.L's 2.47% yield.


PositionTTM20252024202320222021202020192018201720162015
GBRE.L
SPDR® Dow Jones Global Real Estate UCITS ETF
2.48%2.74%2.73%2.66%2.85%1.79%2.76%2.69%1.54%2.20%2.40%2.09%
GLRE.L
SPDR Dow Jones Global Real Estate UCITS ETF
2.47%2.72%2.79%2.62%2.85%1.82%2.51%2.61%1.63%2.10%2.66%2.15%

Frequently Asked Questions


GBRE.L and GLRE.L have a correlation of 0.86, 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 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

GBRE.L and GLRE.L have the same expense ratio: 0.40% per year.

Both ETFs track FTSE EPRA Nareit Global TR USD.

Portfolio Optimizer

Find the right allocation for GBRE.L and GLRE.L

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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