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

Correlation

The correlation between GQRE and XLRE is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

GQRE vs. XLRE - Performance Comparison

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

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Key characteristics

Daily Std Dev

GQRE:

10.66%

XLRE:

9.07%

Max Drawdown

GQRE:

-0.84%

XLRE:

-1.24%

Current Drawdown

GQRE:

0.00%

XLRE:

-0.64%

Returns By Period


GQRE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

XLRE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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GQRE vs. XLRE - Expense Ratio Comparison

GQRE has a 0.45% expense ratio, which is higher than XLRE's 0.13% expense ratio.


Risk-Adjusted Performance

GQRE vs. XLRE — Risk-Adjusted Performance Rank

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

GQRE
The Risk-Adjusted Performance Rank of GQRE is 6767
Overall Rank
The Sharpe Ratio Rank of GQRE is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of GQRE is 7070
Sortino Ratio Rank
The Omega Ratio Rank of GQRE is 6767
Omega Ratio Rank
The Calmar Ratio Rank of GQRE is 6060
Calmar Ratio Rank
The Martin Ratio Rank of GQRE is 6969
Martin Ratio Rank

XLRE
The Risk-Adjusted Performance Rank of XLRE is 7474
Overall Rank
The Sharpe Ratio Rank of XLRE is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of XLRE is 7676
Sortino Ratio Rank
The Omega Ratio Rank of XLRE is 7474
Omega Ratio Rank
The Calmar Ratio Rank of XLRE is 7272
Calmar Ratio Rank
The Martin Ratio Rank of XLRE is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GQRE vs. XLRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Global Quality Real Estate Index Fund (GQRE) and Real Estate Select Sector SPDR Fund (XLRE). 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.



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Dividends

GQRE vs. XLRE - Dividend Comparison

GQRE's dividend yield for the trailing twelve months is around 3.78%, more than XLRE's 3.35% yield.


TTM20242023202220212020201920182017201620152014
GQRE
FlexShares Global Quality Real Estate Index Fund
3.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLRE
Real Estate Select Sector SPDR Fund
3.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GQRE vs. XLRE - Drawdown Comparison

The maximum GQRE drawdown since its inception was -0.84%, smaller than the maximum XLRE drawdown of -1.24%. Use the drawdown chart below to compare losses from any high point for GQRE and XLRE. For additional features, visit the drawdowns tool.


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Volatility

GQRE vs. XLRE - Volatility Comparison


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