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GQRE vs. SRET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GQRE vs. SRET - Performance Comparison

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

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Returns By Period

In the year-to-date period, GQRE achieves a 9.74% return, which is significantly higher than SRET's 6.56% return. Over the past 10 years, GQRE has outperformed SRET with an annualized return of 4.14%, while SRET has yielded a comparatively lower 1.19% annualized return.


GQRE

1D
0.38%
1M
0.22%
YTD
9.74%
6M
9.63%
1Y
11.61%
3Y*
12.08%
5Y*
2.31%
10Y*
4.14%

SRET

1D
0.55%
1M
0.39%
YTD
6.56%
6M
6.91%
1Y
15.46%
3Y*
11.53%
5Y*
1.79%
10Y*
1.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GQRE vs. SRET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GQRE
FlexShares Global Quality Real Estate Index Fund
9.74%8.27%6.09%9.21%-27.22%32.01%-9.17%21.84%-8.88%13.60%
SRET
Global X SuperDividend REIT ETF
6.56%18.09%-1.55%9.85%-18.24%14.00%-36.63%22.77%-5.52%17.80%

Correlation

The correlation between GQRE and SRET is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2015

0.78

The correlation between GQRE and SRET has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

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Return for Risk

GQRE vs. SRET — Risk / Return Rank

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

GQRE
GQRE Risk / Return Rank: 2929
Overall Rank
GQRE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GQRE Sortino Ratio Rank: 2828
Sortino Ratio Rank
GQRE Omega Ratio Rank: 2828
Omega Ratio Rank
GQRE Calmar Ratio Rank: 2626
Calmar Ratio Rank
GQRE Martin Ratio Rank: 3333
Martin Ratio Rank

SRET
SRET Risk / Return Rank: 4040
Overall Rank
SRET Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
SRET Sortino Ratio Rank: 3939
Sortino Ratio Rank
SRET Omega Ratio Rank: 3939
Omega Ratio Rank
SRET Calmar Ratio Rank: 3535
Calmar Ratio Rank
SRET Martin Ratio Rank: 4545
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. SRET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Global Quality Real Estate Index Fund (GQRE) and Global X SuperDividend REIT ETF (SRET). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GQRESRETDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.18

1.23

-0.06

Calmar ratioReturn relative to maximum drawdown

1.15

1.64

-0.49

Martin ratioReturn relative to average drawdown

4.32

6.74

-2.42

GQRE vs. SRET - Sharpe Ratio Comparison

The current GQRE Sharpe Ratio is 0.98, which is comparable to the SRET Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of GQRE and SRET, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GQRE vs. SRET - Drawdown Comparison

The maximum GQRE drawdown since its inception was -41.87%, smaller than the maximum SRET drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for GQRE and SRET.


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Drawdown Indicators


GQRESRETDifference

Max Drawdown

Largest peak-to-trough decline

-41.87%

-66.98%

+25.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.15%

-9.48%

-0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.17%

-18.87%

+2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-35.08%

-29.43%

-5.65%

Max Drawdown (10Y)

Largest decline over 10 years

-41.87%

-66.98%

+25.11%

Current Drawdown

Current decline from peak

-1.27%

-22.17%

+20.90%

Average Drawdown

Average peak-to-trough decline

-9.20%

-22.48%

+13.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.30%

+0.40%

Volatility

GQRE vs. SRET - Volatility Comparison

FlexShares Global Quality Real Estate Index Fund (GQRE) and Global X SuperDividend REIT ETF (SRET) have volatilities of 3.71% and 3.78%, 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.


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Volatility by Period


GQRESRETDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

3.78%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

9.15%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.84%

11.51%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.46%

16.50%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.64%

24.59%

-6.95%

GQRE vs. SRET - Expense Ratio Comparison

GQRE has a 0.45% expense ratio, which is lower than SRET's 0.58% expense ratio.


Dividends

GQRE vs. SRET - Dividend Comparison

GQRE's dividend yield for the trailing twelve months is around 4.28%, less than SRET's 7.91% yield.


PositionTTM20252024202320222021202020192018201720162015
GQRE
FlexShares Global Quality Real Estate Index Fund
4.28%4.75%3.77%2.91%2.56%2.36%2.05%4.29%3.22%1.97%4.16%2.32%
SRET
Global X SuperDividend REIT ETF
7.91%7.98%8.72%7.21%8.30%6.33%8.88%7.83%8.54%8.20%8.08%7.74%

Frequently Asked Questions


GQRE and SRET have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SRET has higher volatility (3.78%) compared to GQRE (3.71%). In terms of maximum drawdown, GQRE dropped -41.87% vs SRET's -66.98%.

On 10-year performance, GQRE leads with 4.14% vs 1.19% for SRET. On fees, GQRE is cheaper at 0.45% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GQRE has performed better with a 4.14% return vs 1.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GQRE is cheaper with a 0.45% expense ratio, compared with 0.58% for SRET.

SRET has the higher dividend yield at 7.91%, compared with 4.28% for GQRE.

GQRE tracks Northern Trust Global Quality Real Estate (NR), while SRET tracks Solactive Global SuperDividend REIT Index. They also come from different issuers: Northern Trust and Global X. Their fees differ too: 0.45% for GQRE and 0.58% for SRET.

SRET currently has the higher Sharpe Ratio (1.35 vs 0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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