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GQRE vs. IVRA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GQRE vs. IVRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Global Quality Real Estate Index Fund (GQRE) and Invesco Real Assets ESG ETF (IVRA). The values are adjusted to include any dividend payments, if applicable.

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GQRE vs. IVRA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GQRE
FlexShares Global Quality Real Estate Index Fund
2.77%8.27%6.09%9.21%-27.22%32.01%1.81%
IVRA
Invesco Real Assets ESG ETF
11.70%10.20%13.07%9.13%-10.00%32.74%1.58%

Returns By Period

In the year-to-date period, GQRE achieves a 2.77% return, which is significantly lower than IVRA's 11.70% return.


GQRE

1D
1.11%
1M
-6.92%
YTD
2.77%
6M
1.77%
1Y
8.97%
3Y*
8.46%
5Y*
2.96%
10Y*
3.46%

IVRA

1D
0.00%
1M
0.00%
YTD
11.70%
6M
11.36%
1Y
16.19%
3Y*
14.07%
5Y*
9.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GQRE vs. IVRA - Expense Ratio Comparison

GQRE has a 0.45% expense ratio, which is lower than IVRA's 0.59% expense ratio.


Return for Risk

GQRE vs. IVRA — Risk / Return Rank

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

GQRE
GQRE Risk / Return Rank: 3131
Overall Rank
GQRE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GQRE Sortino Ratio Rank: 3030
Sortino Ratio Rank
GQRE Omega Ratio Rank: 2929
Omega Ratio Rank
GQRE Calmar Ratio Rank: 3131
Calmar Ratio Rank
GQRE Martin Ratio Rank: 3434
Martin Ratio Rank

IVRA
IVRA Risk / Return Rank: 6262
Overall Rank
IVRA Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IVRA Sortino Ratio Rank: 6262
Sortino Ratio Rank
IVRA Omega Ratio Rank: 6565
Omega Ratio Rank
IVRA Calmar Ratio Rank: 5151
Calmar Ratio Rank
IVRA Martin Ratio Rank: 7070
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.

GQRE vs. IVRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Global Quality Real Estate Index Fund (GQRE) and Invesco Real Assets ESG ETF (IVRA). 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.


GQREIVRADifference

Sharpe ratio

Return per unit of total volatility

0.62

1.16

-0.54

Sortino ratio

Return per unit of downside risk

0.94

1.65

-0.72

Omega ratio

Gain probability vs. loss probability

1.13

1.25

-0.12

Calmar ratio

Return relative to maximum drawdown

0.82

1.39

-0.57

Martin ratio

Return relative to average drawdown

3.25

7.72

-4.48

GQRE vs. IVRA - Sharpe Ratio Comparison

The current GQRE Sharpe Ratio is 0.62, which is lower than the IVRA Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of GQRE and IVRA, 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


GQREIVRADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

1.16

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.59

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.74

-0.47

Correlation

The correlation between GQRE and IVRA is 0.86, 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

GQRE vs. IVRA - Dividend Comparison

GQRE's dividend yield for the trailing twelve months is around 4.55%, less than IVRA's 17.39% yield.


TTM20252024202320222021202020192018201720162015
GQRE
FlexShares Global Quality Real Estate Index Fund
4.55%4.75%3.77%2.91%2.56%2.36%2.05%4.29%3.22%1.97%4.16%2.32%
IVRA
Invesco Real Assets ESG ETF
17.39%5.68%3.71%2.47%2.30%3.01%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GQRE vs. IVRA - Drawdown Comparison

The maximum GQRE drawdown since its inception was -41.87%, which is greater than IVRA's maximum drawdown of -25.99%. Use the drawdown chart below to compare losses from any high point for GQRE and IVRA.


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Drawdown Indicators


GQREIVRADifference

Max Drawdown

Largest peak-to-trough decline

-41.87%

-25.99%

-15.88%

Max Drawdown (1Y)

Largest decline over 1 year

-11.19%

-12.39%

+1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-35.08%

-25.99%

-9.09%

Max Drawdown (10Y)

Largest decline over 10 years

-41.87%

Current Drawdown

Current decline from peak

-7.24%

-0.92%

-6.32%

Average Drawdown

Average peak-to-trough decline

-9.33%

-7.47%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.23%

+0.60%

Volatility

GQRE vs. IVRA - Volatility Comparison

FlexShares Global Quality Real Estate Index Fund (GQRE) has a higher volatility of 4.75% compared to Invesco Real Assets ESG ETF (IVRA) at 0.00%. This indicates that GQRE's price experiences larger fluctuations and is considered to be riskier than IVRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GQREIVRADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.75%

0.00%

+4.75%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

7.13%

+1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

14.59%

14.11%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.43%

16.72%

-0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

16.66%

+0.99%