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GGRA.L vs. TREG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGRA.L vs. TREG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) and VanEck Global Real Estate UCITS ETF (TREG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, GGRA.L achieves a 6.13% return, which is significantly lower than TREG.L's 12.73% return. Over the past 10 years, GGRA.L has outperformed TREG.L with an annualized return of 11.69%, while TREG.L has yielded a comparatively lower 2.40% annualized return.


GGRA.L

1D
-0.73%
1M
0.24%
6M
4.53%
YTD
6.13%
1Y
15.02%
3Y*
11.91%
5Y*
7.90%
10Y*
11.69%

TREG.L

1D
1.09%
1M
6.50%
6M
9.93%
YTD
12.73%
1Y
19.25%
3Y*
12.32%
5Y*
3.39%
10Y*
2.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGRA.L vs. TREG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGRA.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
6.13%16.21%8.94%18.40%-13.65%19.40%16.48%34.97%-8.59%25.42%
TREG.L
VanEck Global Real Estate UCITS ETF
12.73%14.68%1.06%13.30%-25.65%30.14%-7.29%7.67%-5.85%5.00%

Correlation

The correlation between GGRA.L and TREG.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.51

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

0.62

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2016

0.51

The correlation between GGRA.L and TREG.L shifts across timeframes, from 0.44 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GGRA.L vs. TREG.L — Risk / Return Rank

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

GGRA.L
GGRA.L Risk / Return Rank: 4343
Overall Rank
GGRA.L Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
GGRA.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
GGRA.L Omega Ratio Rank: 4343
Omega Ratio Rank
GGRA.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
GGRA.L Martin Ratio Rank: 4646
Martin Ratio Rank

TREG.L
TREG.L Risk / Return Rank: 5555
Overall Rank
TREG.L Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
TREG.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
TREG.L Omega Ratio Rank: 5555
Omega Ratio Rank
TREG.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
TREG.L Martin Ratio Rank: 4848
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.

GGRA.L vs. TREG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.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.

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.


GGRA.LTREG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.23

1.26

-0.03

Calmar ratioReturn relative to maximum drawdown

1.48

1.75

-0.28

Martin ratioReturn relative to average drawdown

5.86

5.96

-0.09

GGRA.L vs. TREG.L - Sharpe Ratio Comparison

The current GGRA.L Sharpe Ratio is 1.21, which is comparable to the TREG.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of GGRA.L and TREG.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

GGRA.L vs. TREG.L - Drawdown Comparison

The maximum GGRA.L drawdown since its inception was -30.94%, smaller than the maximum TREG.L drawdown of -52.53%. Use the drawdown chart below to compare losses from any high point for GGRA.L and TREG.L.


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Drawdown Indicators


GGRA.LTREG.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.94%

-52.53%

+21.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.14%

-10.92%

+0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-14.76%

-17.05%

+2.29%

Max Drawdown (5Y)

Largest decline over 5 years

-24.35%

-33.44%

+9.09%

Max Drawdown (10Y)

Largest decline over 10 years

-30.94%

-43.09%

+12.15%

Current Drawdown

Current decline from peak

-0.73%

0.00%

-0.73%

Average Drawdown

Average peak-to-trough decline

-4.18%

-16.85%

+12.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.22%

-0.66%

Volatility

GGRA.L vs. TREG.L - Volatility Comparison

The current volatility for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRA.L) is 2.73%, while VanEck Global Real Estate UCITS ETF (TREG.L) has a volatility of 3.43%. This indicates that GGRA.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.


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Volatility by Period


GGRA.LTREG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.73%

3.43%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

10.27%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.34%

12.53%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.68%

16.75%

-2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.81%

18.15%

-3.34%

GGRA.L vs. TREG.L - Expense Ratio Comparison

GGRA.L has a 0.38% expense ratio, which is higher than TREG.L's 0.25% expense ratio.


Dividends

GGRA.L vs. TREG.L - Dividend Comparison

GGRA.L has not paid dividends to shareholders, while TREG.L's dividend yield for the trailing twelve months is around 3.23%.


PositionTTM202520242023202220212020201920182017
GGRA.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TREG.L
VanEck Global Real Estate UCITS ETF
3.23%3.57%3.48%3.64%4.54%1.82%4.49%3.41%3.83%2.79%

Frequently Asked Questions


GGRA.L and TREG.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

TREG.L is cheaper with a 0.25% expense ratio, compared with 0.38% for GGRA.L.

GGRA.L is categorized as Global Equity Income, while TREG.L is REIT. GGRA.L tracks WisdomTree Global Developed Quality Dividend Growth, while TREG.L tracks FTSE EPRA Nareit Global TR USD. They also come from different issuers: WisdomTree and VanEck. Their fees differ too: 0.38% for GGRA.L and 0.25% for TREG.L.

Portfolio Optimizer

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