GLRA.L vs. IWDA.L
Compare and contrast key facts about SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap (GLRA.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L).
GLRA.L and IWDA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GLRA.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 16, 2019. IWDA.L is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Sep 25, 2009. Both GLRA.L and IWDA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GLRA.L vs. IWDA.L - Performance Comparison
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GLRA.L vs. IWDA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
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% |
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | -2.32% | 21.03% | 19.11% | 24.27% | -18.11% | 22.19% | 16.06% | 7.25% |
Returns By Period
In the year-to-date period, GLRA.L achieves a 1.80% return, which is significantly higher than IWDA.L's -2.32% return.
GLRA.L
- 1D
- 1.50%
- 1M
- -6.36%
- YTD
- 1.80%
- 6M
- 2.07%
- 1Y
- 8.39%
- 3Y*
- 7.26%
- 5Y*
- 2.28%
- 10Y*
- —
IWDA.L
- 1D
- 2.92%
- 1M
- -3.75%
- YTD
- -2.32%
- 6M
- 1.15%
- 1Y
- 20.54%
- 3Y*
- 17.66%
- 5Y*
- 10.54%
- 10Y*
- 12.16%
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GLRA.L vs. IWDA.L - Expense Ratio Comparison
GLRA.L has a 0.40% expense ratio, which is higher than IWDA.L's 0.20% expense ratio.
Return for Risk
GLRA.L vs. IWDA.L — Risk / Return Rank
GLRA.L
IWDA.L
GLRA.L vs. IWDA.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 Core MSCI World UCITS ETF USD (Acc) (IWDA.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.L | IWDA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 1.31 | -0.78 |
Sortino ratioReturn per unit of downside risk | 0.83 | 1.86 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.27 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 2.31 | -1.51 |
Martin ratioReturn relative to average drawdown | 3.21 | 9.49 | -6.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GLRA.L | IWDA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 1.31 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.67 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.76 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.75 | -0.70 |
Correlation
The correlation between GLRA.L and IWDA.L is 0.66, 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.
Dividends
GLRA.L vs. IWDA.L - Dividend Comparison
Neither GLRA.L nor IWDA.L has paid dividends to shareholders.
Drawdowns
GLRA.L vs. IWDA.L - Drawdown Comparison
The maximum GLRA.L drawdown since its inception was -38.24%, which is greater than IWDA.L's maximum drawdown of -34.11%. Use the drawdown chart below to compare losses from any high point for GLRA.L and IWDA.L.
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Drawdown Indicators
| GLRA.L | IWDA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.24% | -34.11% | -4.13% |
Max Drawdown (1Y)Largest decline over 1 year | -11.74% | -11.56% | -0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -34.18% | -25.88% | -8.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.11% | — |
Current DrawdownCurrent decline from peak | -8.24% | -5.16% | -3.08% |
Average DrawdownAverage peak-to-trough decline | -15.41% | -4.48% | -10.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.11% | +0.48% |
Volatility
GLRA.L vs. IWDA.L - Volatility Comparison
SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap (GLRA.L) and iShares Core MSCI World UCITS ETF USD (Acc) (IWDA.L) have volatilities of 5.40% and 5.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLRA.L | IWDA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 5.47% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 8.94% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 15.63% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.93% | 15.63% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.47% | 15.86% | +5.61% |