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

Correlation

The correlation between BLDG and GQRE is -0.40. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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.

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Key characteristics

Daily Std Dev

BLDG:

18.54%

GQRE:

10.66%

Max Drawdown

BLDG:

-0.48%

GQRE:

-0.84%

Current Drawdown

BLDG:

0.00%

GQRE:

0.00%

Returns By Period


BLDG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GQRE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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BLDG vs. GQRE - Expense Ratio Comparison

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


Risk-Adjusted Performance

BLDG vs. GQRE — Risk-Adjusted Performance Rank

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

BLDG
The Risk-Adjusted Performance Rank of BLDG is 6262
Overall Rank
The Sharpe Ratio Rank of BLDG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BLDG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of BLDG is 6363
Omega Ratio Rank
The Calmar Ratio Rank of BLDG is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BLDG is 5454
Martin Ratio Rank

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
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.

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.



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Dividends

BLDG vs. GQRE - Dividend Comparison

BLDG has not paid dividends to shareholders, while GQRE's dividend yield for the trailing twelve months is around 3.78%.


TTM20242023202220212020201920182017201620152014
BLDG
Cambria Global Real Estate ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

BLDG vs. GQRE - Drawdown Comparison

The maximum BLDG drawdown since its inception was -0.48%, smaller than the maximum GQRE drawdown of -0.84%. Use the drawdown chart below to compare losses from any high point for BLDG and GQRE. For additional features, visit the drawdowns tool.


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Volatility

BLDG vs. GQRE - Volatility Comparison


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