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GQRE vs. MORT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GQRE and MORT is 0.60, 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.


-0.50.00.51.00.6

Performance

GQRE vs. MORT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares Global Quality Real Estate Index Fund (GQRE) and VanEck Vectors Mortgage REIT Income ETF (MORT). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
56.57%
36.75%
GQRE
MORT

Key characteristics

Sharpe Ratio

GQRE:

0.53

MORT:

0.02

Sortino Ratio

GQRE:

0.80

MORT:

0.15

Omega Ratio

GQRE:

1.10

MORT:

1.02

Calmar Ratio

GQRE:

0.30

MORT:

0.01

Martin Ratio

GQRE:

2.35

MORT:

0.06

Ulcer Index

GQRE:

3.14%

MORT:

6.08%

Daily Std Dev

GQRE:

13.89%

MORT:

19.24%

Max Drawdown

GQRE:

-41.87%

MORT:

-70.13%

Current Drawdown

GQRE:

-16.23%

MORT:

-29.85%

Returns By Period

In the year-to-date period, GQRE achieves a 5.39% return, which is significantly higher than MORT's 0.52% return. Over the past 10 years, GQRE has outperformed MORT with an annualized return of 3.05%, while MORT has yielded a comparatively lower 1.31% annualized return.


GQRE

YTD

5.39%

1M

-4.04%

6M

7.79%

1Y

6.60%

5Y*

0.38%

10Y*

3.05%

MORT

YTD

0.52%

1M

-1.08%

6M

2.70%

1Y

-1.26%

5Y*

-5.34%

10Y*

1.31%

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GQRE vs. MORT - Expense Ratio Comparison

GQRE has a 0.45% expense ratio, which is higher than MORT's 0.42% expense ratio.


GQRE
FlexShares Global Quality Real Estate Index Fund
Expense ratio chart for GQRE: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for MORT: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

GQRE vs. MORT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Global Quality Real Estate Index Fund (GQRE) and VanEck Vectors Mortgage REIT Income ETF (MORT). 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.


Sharpe ratio
The chart of Sharpe ratio for GQRE, currently valued at 0.53, compared to the broader market0.002.004.000.530.02
The chart of Sortino ratio for GQRE, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.0010.000.800.15
The chart of Omega ratio for GQRE, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.02
The chart of Calmar ratio for GQRE, currently valued at 0.30, compared to the broader market0.005.0010.0015.000.300.01
The chart of Martin ratio for GQRE, currently valued at 2.35, compared to the broader market0.0020.0040.0060.0080.00100.002.350.06
GQRE
MORT

The current GQRE Sharpe Ratio is 0.53, which is higher than the MORT Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of GQRE and MORT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.53
0.02
GQRE
MORT

Dividends

GQRE vs. MORT - Dividend Comparison

GQRE's dividend yield for the trailing twelve months is around 3.80%, less than MORT's 10.96% yield.


TTM20232022202120202019201820172016201520142013
GQRE
FlexShares Global Quality Real Estate Index Fund
3.80%2.90%2.56%2.36%2.05%4.29%3.22%1.97%4.16%2.32%2.57%0.39%
MORT
VanEck Vectors Mortgage REIT Income ETF
10.96%12.18%13.10%8.21%8.11%7.36%8.19%7.82%8.21%9.91%10.08%15.30%

Drawdowns

GQRE vs. MORT - Drawdown Comparison

The maximum GQRE drawdown since its inception was -41.87%, smaller than the maximum MORT drawdown of -70.13%. Use the drawdown chart below to compare losses from any high point for GQRE and MORT. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-16.23%
-29.85%
GQRE
MORT

Volatility

GQRE vs. MORT - Volatility Comparison

The current volatility for FlexShares Global Quality Real Estate Index Fund (GQRE) is 4.70%, while VanEck Vectors Mortgage REIT Income ETF (MORT) has a volatility of 4.95%. This indicates that GQRE experiences smaller price fluctuations and is considered to be less risky than MORT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.70%
4.95%
GQRE
MORT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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