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

Performance

GLRA.L vs. WNEW.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 WisdomTree New Economy Real Estate UCITS ETF USD Dist (WNEW.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022
GLRA.L
SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap
1.80%10.04%-0.75%11.39%-21.01%
WNEW.L
WisdomTree New Economy Real Estate UCITS ETF USD Dist
2.55%32.54%-5.06%12.62%-22.57%
Different Trading Currencies

GLRA.L is traded in USD, while WNEW.L is traded in GBp. To make them comparable, the WNEW.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, GLRA.L achieves a 1.80% return, which is significantly lower than WNEW.L's 2.55% 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*

WNEW.L

1D
2.82%
1M
-6.82%
YTD
2.55%
6M
-1.21%
1Y
34.12%
3Y*
12.77%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

GLRA.L has a 0.40% expense ratio, which is lower than WNEW.L's 0.45% expense ratio.


Return for Risk

GLRA.L vs. WNEW.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

WNEW.L
WNEW.L Risk / Return Rank: 7171
Overall Rank
WNEW.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
WNEW.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
WNEW.L Omega Ratio Rank: 6868
Omega Ratio Rank
WNEW.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
WNEW.L Martin Ratio Rank: 5555
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. WNEW.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 WisdomTree New Economy Real Estate UCITS ETF USD Dist (WNEW.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.LWNEW.LDifference

Sharpe ratio

Return per unit of total volatility

0.53

1.59

-1.06

Sortino ratio

Return per unit of downside risk

0.83

2.20

-1.37

Omega ratio

Gain probability vs. loss probability

1.11

1.28

-0.17

Calmar ratio

Return relative to maximum drawdown

0.80

2.31

-1.51

Martin ratio

Return relative to average drawdown

3.21

6.37

-3.15

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

The current GLRA.L Sharpe Ratio is 0.53, which is lower than the WNEW.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of GLRA.L and WNEW.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.LWNEW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

1.59

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.15

-0.10

Correlation

The correlation between GLRA.L and WNEW.L is 0.79, 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. WNEW.L - Dividend Comparison

GLRA.L has not paid dividends to shareholders, while WNEW.L's dividend yield for the trailing twelve months is around 1.54%.


TTM2025202420232022
GLRA.L
SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap
0.00%0.00%0.00%0.00%0.00%
WNEW.L
WisdomTree New Economy Real Estate UCITS ETF USD Dist
1.54%1.70%1.83%1.23%0.72%

Drawdowns

GLRA.L vs. WNEW.L - Drawdown Comparison

The maximum GLRA.L drawdown since its inception was -38.24%, which is greater than WNEW.L's maximum drawdown of -34.48%. Use the drawdown chart below to compare losses from any high point for GLRA.L and WNEW.L.


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Drawdown Indicators


GLRA.LWNEW.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.24%

-29.88%

-8.36%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-12.75%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-34.18%

Current Drawdown

Current decline from peak

-8.24%

-7.61%

-0.63%

Average Drawdown

Average peak-to-trough decline

-15.41%

-14.87%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

5.02%

-2.43%

Volatility

GLRA.L vs. WNEW.L - Volatility Comparison

The current volatility for SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap (GLRA.L) is 5.40%, while WisdomTree New Economy Real Estate UCITS ETF USD Dist (WNEW.L) has a volatility of 6.91%. This indicates that GLRA.L experiences smaller price fluctuations and is considered to be less risky than WNEW.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.LWNEW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

6.91%

-1.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

14.47%

-5.13%

Volatility (1Y)

Calculated over the trailing 1-year period

15.71%

21.39%

-5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.93%

19.34%

-2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.47%

19.34%

+2.13%