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GLRA.L vs. DPYA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLRA.L vs. DPYA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap (GLRA.L) and iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L). The values are adjusted to include any dividend payments, if applicable.

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GLRA.L vs. DPYA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GLRA.L
SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap
1.80%10.04%-0.75%11.39%-25.32%30.28%-10.67%-1.08%
DPYA.L
iShares Developed Markets Property Yield UCITS ETF USD (Acc)
1.72%9.25%-0.10%9.70%-24.03%25.35%-9.35%-0.65%

Returns By Period

The year-to-date returns for both stocks are quite close, with GLRA.L having a 1.80% return and DPYA.L slightly lower at 1.72%.


GLRA.L

1D
1.50%
1M
-6.36%
YTD
1.80%
6M
2.07%
1Y
8.39%
3Y*
7.26%
5Y*
2.28%
10Y*

DPYA.L

1D
1.46%
1M
-6.66%
YTD
1.72%
6M
0.69%
1Y
8.09%
3Y*
6.86%
5Y*
1.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLRA.L vs. DPYA.L - Expense Ratio Comparison

GLRA.L has a 0.40% expense ratio, which is lower than DPYA.L's 0.59% expense ratio.


Return for Risk

GLRA.L vs. DPYA.L — Risk / Return Rank

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

GLRA.L
GLRA.L Risk / Return Rank: 2828
Overall Rank
GLRA.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GLRA.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
GLRA.L Omega Ratio Rank: 2525
Omega Ratio Rank
GLRA.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
GLRA.L Martin Ratio Rank: 3434
Martin Ratio Rank

DPYA.L
DPYA.L Risk / Return Rank: 2828
Overall Rank
DPYA.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
DPYA.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
DPYA.L Omega Ratio Rank: 2626
Omega Ratio Rank
DPYA.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
DPYA.L Martin Ratio Rank: 3131
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.

GLRA.L vs. DPYA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap (GLRA.L) and iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.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.


GLRA.LDPYA.LDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.54

-0.01

Sortino ratio

Return per unit of downside risk

0.83

0.82

0.00

Omega ratio

Gain probability vs. loss probability

1.11

1.11

0.00

Calmar ratio

Return relative to maximum drawdown

0.80

0.78

+0.02

Martin ratio

Return relative to average drawdown

3.21

2.78

+0.43

GLRA.L vs. DPYA.L - Sharpe Ratio Comparison

The current GLRA.L Sharpe Ratio is 0.53, which is comparable to the DPYA.L Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of GLRA.L and DPYA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLRA.LDPYA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.54

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.10

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.14

-0.09

Correlation

The correlation between GLRA.L and DPYA.L is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GLRA.L vs. DPYA.L - Dividend Comparison

Neither GLRA.L nor DPYA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GLRA.L vs. DPYA.L - Drawdown Comparison

The maximum GLRA.L drawdown since its inception was -38.24%, smaller than the maximum DPYA.L drawdown of -42.96%. Use the drawdown chart below to compare losses from any high point for GLRA.L and DPYA.L.


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Drawdown Indicators


GLRA.LDPYA.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.24%

-42.96%

+4.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-11.39%

-0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-34.18%

-33.79%

-0.39%

Current Drawdown

Current decline from peak

-8.24%

-8.35%

+0.11%

Average Drawdown

Average peak-to-trough decline

-15.41%

-12.59%

-2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.87%

-0.28%

Volatility

GLRA.L vs. DPYA.L - Volatility Comparison

SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap (GLRA.L) has a higher volatility of 5.40% compared to iShares Developed Markets Property Yield UCITS ETF USD (Acc) (DPYA.L) at 4.82%. This indicates that GLRA.L's price experiences larger fluctuations and is considered to be riskier than DPYA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLRA.LDPYA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

4.82%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

8.31%

+1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

14.85%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

16.16%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.47%

18.32%

+3.15%