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

Correlation

The correlation between BLDG and GQRE is 0.90, 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.


-0.50.00.51.00.9

Performance

BLDG vs. GQRE - Performance Comparison

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

15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
29.97%
25.60%
BLDG
GQRE

Key characteristics

Sharpe Ratio

BLDG:

0.57

GQRE:

0.53

Sortino Ratio

BLDG:

0.84

GQRE:

0.80

Omega Ratio

BLDG:

1.11

GQRE:

1.10

Calmar Ratio

BLDG:

0.39

GQRE:

0.30

Martin Ratio

BLDG:

2.35

GQRE:

2.35

Ulcer Index

BLDG:

3.29%

GQRE:

3.14%

Daily Std Dev

BLDG:

13.69%

GQRE:

13.89%

Max Drawdown

BLDG:

-27.25%

GQRE:

-41.87%

Current Drawdown

BLDG:

-9.55%

GQRE:

-16.23%

Returns By Period

In the year-to-date period, BLDG achieves a 5.92% return, which is significantly higher than GQRE's 5.39% return.


BLDG

YTD

5.92%

1M

-4.64%

6M

8.20%

1Y

6.57%

5Y*

N/A

10Y*

N/A

GQRE

YTD

5.39%

1M

-4.04%

6M

7.79%

1Y

6.60%

5Y*

0.38%

10Y*

3.05%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BLDG vs. GQRE - Expense Ratio Comparison

BLDG has a 0.59% expense ratio, which is higher than GQRE's 0.45% expense ratio.


BLDG
Cambria Global Real Estate ETF
Expense ratio chart for BLDG: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
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%

Risk-Adjusted Performance

BLDG vs. GQRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Real Estate ETF (BLDG) and FlexShares Global Quality Real Estate Index Fund (GQRE). 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 BLDG, currently valued at 0.57, compared to the broader market0.002.004.000.570.53
The chart of Sortino ratio for BLDG, currently valued at 0.84, compared to the broader market-2.000.002.004.006.008.0010.000.840.80
The chart of Omega ratio for BLDG, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.10
The chart of Calmar ratio for BLDG, currently valued at 0.39, compared to the broader market0.005.0010.0015.000.390.30
The chart of Martin ratio for BLDG, currently valued at 2.35, compared to the broader market0.0020.0040.0060.0080.00100.002.352.35
BLDG
GQRE

The current BLDG Sharpe Ratio is 0.57, which is comparable to the GQRE Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of BLDG and GQRE, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.57
0.53
BLDG
GQRE

Dividends

BLDG vs. GQRE - Dividend Comparison

BLDG's dividend yield for the trailing twelve months is around 6.65%, more than GQRE's 3.80% yield.


TTM20232022202120202019201820172016201520142013
BLDG
Cambria Global Real Estate ETF
6.65%4.99%3.99%10.40%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

BLDG vs. GQRE - Drawdown Comparison

The maximum BLDG drawdown since its inception was -27.25%, smaller than the maximum GQRE drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for BLDG and GQRE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.55%
-16.23%
BLDG
GQRE

Volatility

BLDG vs. GQRE - Volatility Comparison

Cambria Global Real Estate ETF (BLDG) and FlexShares Global Quality Real Estate Index Fund (GQRE) have volatilities of 4.86% and 4.70%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.86%
4.70%
BLDG
GQRE
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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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