GQRE vs. PFFR
Compare and contrast key facts about FlexShares Global Quality Real Estate Index Fund (GQRE) and InfraCap REIT Preferred ETF (PFFR).
GQRE and PFFR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GQRE is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust Global Quality Real Estate (NR). It was launched on Nov 6, 2013. PFFR is a passively managed fund by Virtus Investment Partners that tracks the performance of the Indxx REIT Preferred Stock Index. It was launched on Feb 7, 2017. Both GQRE and PFFR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GQRE vs. PFFR - Performance Comparison
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GQRE vs. PFFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GQRE FlexShares Global Quality Real Estate Index Fund | 2.77% | 8.27% | 6.09% | 9.21% | -27.22% | 32.01% | -9.17% | 21.84% | -8.88% | 12.58% |
PFFR InfraCap REIT Preferred ETF | -2.40% | 5.36% | 7.12% | 21.04% | -23.90% | 6.76% | 0.19% | 20.28% | -7.45% | 7.60% |
Returns By Period
In the year-to-date period, GQRE achieves a 2.77% return, which is significantly higher than PFFR's -2.40% 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%
PFFR
- 1D
- -0.17%
- 1M
- -2.57%
- YTD
- -2.40%
- 6M
- -5.09%
- 1Y
- 2.74%
- 3Y*
- 9.17%
- 5Y*
- 0.66%
- 10Y*
- —
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GQRE vs. PFFR - Expense Ratio Comparison
Both GQRE and PFFR have an expense ratio of 0.45%.
Return for Risk
GQRE vs. PFFR — Risk / Return Rank
GQRE
PFFR
GQRE vs. PFFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Global Quality Real Estate Index Fund (GQRE) and InfraCap REIT Preferred ETF (PFFR). 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.
| GQRE | PFFR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.32 | +0.30 |
Sortino ratioReturn per unit of downside risk | 0.94 | 0.48 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.06 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 0.45 | +0.37 |
Martin ratioReturn relative to average drawdown | 3.25 | 1.11 | +2.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GQRE | PFFR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.32 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.06 | +0.12 |
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 | 0.14 | +0.14 |
Correlation
The correlation between GQRE and PFFR is 0.41, 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
GQRE vs. PFFR - Dividend Comparison
GQRE's dividend yield for the trailing twelve months is around 4.55%, less than PFFR's 8.41% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PFFR InfraCap REIT Preferred ETF | 8.41% | 7.99% | 7.78% | 7.72% | 8.60% | 6.08% | 6.11% | 5.77% | 6.48% | 6.59% | 0.00% | 0.00% |
Drawdowns
GQRE vs. PFFR - Drawdown Comparison
The maximum GQRE drawdown since its inception was -41.87%, smaller than the maximum PFFR drawdown of -53.02%. Use the drawdown chart below to compare losses from any high point for GQRE and PFFR.
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Drawdown Indicators
| GQRE | PFFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.87% | -53.02% | +11.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.19% | -6.57% | -4.62% |
Max Drawdown (5Y)Largest decline over 5 years | -35.08% | -29.80% | -5.28% |
Max Drawdown (10Y)Largest decline over 10 years | -41.87% | — | — |
Current DrawdownCurrent decline from peak | -7.24% | -6.14% | -1.10% |
Average DrawdownAverage peak-to-trough decline | -9.33% | -7.07% | -2.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.68% | +0.15% |
Volatility
GQRE vs. PFFR - Volatility Comparison
FlexShares Global Quality Real Estate Index Fund (GQRE) has a higher volatility of 4.75% compared to InfraCap REIT Preferred ETF (PFFR) at 3.66%. This indicates that GQRE's price experiences larger fluctuations and is considered to be riskier than PFFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GQRE | PFFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 3.66% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 8.29% | 5.73% | +2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.59% | 8.57% | +6.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.43% | 10.38% | +6.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 20.69% | -3.04% |