PortfoliosLab logoPortfoliosLab logo
GLRE.L vs. REET
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLRE.L vs. REET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Dow Jones Global Real Estate UCITS ETF (GLRE.L) and iShares Global REIT ETF (REET). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GLRE.L vs. REET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLRE.L
SPDR Dow Jones Global Real Estate UCITS ETF
1.56%9.96%-0.53%11.24%-25.26%30.62%-10.88%20.54%-6.34%9.87%
REET
iShares Global REIT ETF
2.31%7.97%2.65%10.28%-24.10%32.43%-10.48%24.42%-5.27%7.48%

Returns By Period

In the year-to-date period, GLRE.L achieves a 1.56% return, which is significantly lower than REET's 2.31% return. Over the past 10 years, GLRE.L has underperformed REET with an annualized return of 2.74%, while REET has yielded a comparatively higher 3.57% annualized return.


GLRE.L

1D
1.41%
1M
-6.22%
YTD
1.56%
6M
2.10%
1Y
8.41%
3Y*
7.21%
5Y*
2.27%
10Y*
2.74%

REET

1D
0.99%
1M
-6.30%
YTD
2.31%
6M
1.07%
1Y
8.44%
3Y*
7.14%
5Y*
2.84%
10Y*
3.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GLRE.L vs. REET - Expense Ratio Comparison

GLRE.L has a 0.40% expense ratio, which is higher than REET's 0.14% expense ratio.


Return for Risk

GLRE.L vs. REET — Risk / Return Rank

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

GLRE.L
GLRE.L Risk / Return Rank: 2929
Overall Rank
GLRE.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GLRE.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
GLRE.L Omega Ratio Rank: 2626
Omega Ratio Rank
GLRE.L Calmar Ratio Rank: 3030
Calmar Ratio Rank
GLRE.L Martin Ratio Rank: 3333
Martin Ratio Rank

REET
REET Risk / Return Rank: 2929
Overall Rank
REET Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
REET Sortino Ratio Rank: 2727
Sortino Ratio Rank
REET Omega Ratio Rank: 2828
Omega Ratio Rank
REET Calmar Ratio Rank: 2929
Calmar Ratio Rank
REET Martin Ratio Rank: 3333
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.

GLRE.L vs. REET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate UCITS ETF (GLRE.L) and iShares Global REIT ETF (REET). 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.


GLRE.LREETDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.56

-0.03

Sortino ratio

Return per unit of downside risk

0.84

0.86

-0.02

Omega ratio

Gain probability vs. loss probability

1.11

1.12

-0.01

Calmar ratio

Return relative to maximum drawdown

0.78

0.73

+0.05

Martin ratio

Return relative to average drawdown

3.17

3.04

+0.13

GLRE.L vs. REET - Sharpe Ratio Comparison

The current GLRE.L Sharpe Ratio is 0.54, which is comparable to the REET Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of GLRE.L and REET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GLRE.LREETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.56

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.17

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.19

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.22

+0.02

Correlation

The correlation between GLRE.L and REET is 0.63, 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

GLRE.L vs. REET - Dividend Comparison

GLRE.L's dividend yield for the trailing twelve months is around 2.71%, less than REET's 3.62% yield.


TTM20252024202320222021202020192018201720162015
GLRE.L
SPDR Dow Jones Global Real Estate UCITS ETF
2.71%2.72%2.79%2.62%2.85%1.82%2.51%3.16%3.54%3.86%2.66%2.15%
REET
iShares Global REIT ETF
3.62%3.67%3.64%3.27%2.43%3.18%2.65%5.25%5.73%3.84%5.37%3.56%

Drawdowns

GLRE.L vs. REET - Drawdown Comparison

The maximum GLRE.L drawdown since its inception was -43.26%, roughly equal to the maximum REET drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for GLRE.L and REET.


Loading graphics...

Drawdown Indicators


GLRE.LREETDifference

Max Drawdown

Largest peak-to-trough decline

-43.26%

-44.59%

+1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-11.70%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-33.83%

-32.11%

-1.72%

Max Drawdown (10Y)

Largest decline over 10 years

-43.26%

-44.59%

+1.33%

Current Drawdown

Current decline from peak

-8.11%

-6.47%

-1.64%

Average Drawdown

Average peak-to-trough decline

-10.20%

-9.91%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.82%

-0.21%

Volatility

GLRE.L vs. REET - Volatility Comparison

SPDR Dow Jones Global Real Estate UCITS ETF (GLRE.L) and iShares Global REIT ETF (REET) have volatilities of 4.77% and 4.74%, 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.


Loading graphics...

Volatility by Period


GLRE.LREETDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

4.74%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.49%

8.32%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

15.61%

15.10%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

16.91%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

18.83%

-1.18%