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

Performance

GLRA.L vs. IWDA.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 Core MSCI World UCITS ETF USD (Acc) (IWDA.L). The values are adjusted to include any dividend payments, if applicable.

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GLRA.L vs. IWDA.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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

IWDA.L
IWDA.L Risk / Return Rank: 7575
Overall Rank
IWDA.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
IWDA.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
IWDA.L Omega Ratio Rank: 7171
Omega Ratio Rank
IWDA.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
IWDA.L Martin Ratio Rank: 8282
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. 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.LIWDA.LDifference

Sharpe ratio

Return per unit of total volatility

0.53

1.31

-0.78

Sortino ratio

Return per unit of downside risk

0.83

1.86

-1.04

Omega ratio

Gain probability vs. loss probability

1.11

1.27

-0.16

Calmar ratio

Return relative to maximum drawdown

0.80

2.31

-1.51

Martin ratio

Return relative to average drawdown

3.21

9.49

-6.28

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

The current GLRA.L Sharpe Ratio is 0.53, which is lower than the IWDA.L Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of GLRA.L and IWDA.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.LIWDA.LDifference

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.


Tickers have no history of dividend payments

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.LIWDA.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.24%

-5.16%

-3.08%

Average Drawdown

Average peak-to-trough decline

-15.41%

-4.48%

-10.93%

Ulcer Index

Depth 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.LIWDA.LDifference

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%