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

Performance

GBRE.L vs. UKRE.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 iShares MSCI Target UK Real Estate UCITS ETF (UKRE.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 UKRE.L is traded in GBp. To make them comparable, the UKRE.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, GBRE.L achieves a 11.94% return, which is significantly higher than UKRE.L's 4.94% return. Over the past 10 years, GBRE.L has outperformed UKRE.L with an annualized return of 3.43%, while UKRE.L has yielded a comparatively lower 2.15% annualized return.


GBRE.L

1D
-0.31%
1M
2.44%
YTD
11.94%
6M
13.55%
1Y
18.96%
3Y*
9.34%
5Y*
2.93%
10Y*
3.43%

UKRE.L

1D
0.30%
1M
5.00%
YTD
4.94%
6M
6.41%
1Y
4.09%
3Y*
5.93%
5Y*
-1.37%
10Y*
2.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
GBRE.L
SPDR® Dow Jones Global Real Estate UCITS ETF
11.94%2.66%0.99%5.21%-16.29%32.11%-13.82%16.07%-1.85%-1.19%
UKRE.L
iShares MSCI Target UK Real Estate UCITS ETF
4.94%6.21%-7.39%7.02%-24.23%21.16%-10.46%21.84%-8.26%8.82%

Correlation

The correlation between GBRE.L and UKRE.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.52

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

0.51

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

0.49

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2015

0.50

The correlation between GBRE.L and UKRE.L has been stable across timeframes, ranging from 0.47 to 0.52 - a consistent structural relationship.

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Return for Risk

GBRE.L vs. UKRE.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: 5555
Overall Rank
GBRE.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
GBRE.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
GBRE.L Omega Ratio Rank: 5353
Omega Ratio Rank
GBRE.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
GBRE.L Martin Ratio Rank: 5454
Martin Ratio Rank

UKRE.L
UKRE.L Risk / Return Rank: 1313
Overall Rank
UKRE.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
UKRE.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
UKRE.L Omega Ratio Rank: 1212
Omega Ratio Rank
UKRE.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
UKRE.L Martin Ratio Rank: 1313
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. UKRE.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 iShares MSCI Target UK Real Estate UCITS ETF (UKRE.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.LUKRE.LDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.29

1.07

+0.23

Calmar ratioReturn relative to maximum drawdown

2.32

0.35

+1.97

Martin ratioReturn relative to average drawdown

8.15

0.85

+7.29

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

The current GBRE.L Sharpe Ratio is 1.68, which is higher than the UKRE.L Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of GBRE.L and UKRE.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. UKRE.L - Drawdown Comparison

The maximum GBRE.L drawdown since its inception was -38.93%, which is greater than UKRE.L's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for GBRE.L and UKRE.L.


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Drawdown Indicators


GBRE.LUKRE.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.93%

-31.82%

-7.11%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-11.51%

+3.39%

Max Drawdown (3Y)

Largest decline over 3 years

-17.13%

-15.60%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-27.40%

-31.82%

+4.42%

Max Drawdown (10Y)

Largest decline over 10 years

-35.02%

-31.82%

-3.20%

Current Drawdown

Current decline from peak

-0.31%

-16.31%

+16.00%

Average Drawdown

Average peak-to-trough decline

-13.99%

-12.00%

-1.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

4.78%

-2.46%

Volatility

GBRE.L vs. UKRE.L - Volatility Comparison

The current volatility for SPDR® Dow Jones Global Real Estate UCITS ETF (GBRE.L) is 3.75%, while iShares MSCI Target UK Real Estate UCITS ETF (UKRE.L) has a volatility of 4.90%. This indicates that GBRE.L experiences smaller price fluctuations and is considered to be less risky than UKRE.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.LUKRE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

4.90%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.88%

10.77%

-1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

13.10%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.39%

14.57%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

13.48%

+2.38%

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

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


Dividends

GBRE.L vs. UKRE.L - Dividend Comparison

GBRE.L's dividend yield for the trailing twelve months is around 2.47%, less than UKRE.L's 6.48% yield.


PositionTTM20252024202320222021202020192018201720162015
GBRE.L
SPDR® Dow Jones Global Real Estate UCITS ETF
2.47%2.74%2.73%2.66%2.85%1.79%2.76%2.69%2.45%2.76%2.40%2.09%
UKRE.L
iShares MSCI Target UK Real Estate UCITS ETF
6.48%7.07%7.68%5.20%1.90%0.86%1.45%2.09%2.60%2.31%1.76%0.86%

Frequently Asked Questions


GBRE.L and UKRE.L have a correlation of 0.47, 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 UKRE.L have the same expense ratio: 0.40% per year.

GBRE.L tracks FTSE EPRA Nareit Global TR USD, while UKRE.L tracks MSCI UK IMI Liquid Real Estate Index. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

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