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HAUZ vs. GQRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HAUZ vs. GQRE - Performance Comparison

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

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HAUZ vs. GQRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAUZ
Xtrackers International Real Estate ETF
-1.42%22.70%-5.44%6.29%-22.24%9.82%-6.23%20.89%-9.12%27.52%
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%13.60%

Returns By Period

In the year-to-date period, HAUZ achieves a -1.42% return, which is significantly lower than GQRE's 2.77% return. Over the past 10 years, HAUZ has outperformed GQRE with an annualized return of 3.92%, while GQRE has yielded a comparatively lower 3.46% annualized return.


HAUZ

1D
1.26%
1M
-9.09%
YTD
-1.42%
6M
-0.54%
1Y
17.11%
3Y*
7.28%
5Y*
0.10%
10Y*
3.92%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HAUZ vs. GQRE - Expense Ratio Comparison

HAUZ has a 0.10% expense ratio, which is lower than GQRE's 0.45% expense ratio.


Return for Risk

HAUZ vs. GQRE — Risk / Return Rank

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

HAUZ
HAUZ Risk / Return Rank: 5656
Overall Rank
HAUZ Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
HAUZ Sortino Ratio Rank: 6262
Sortino Ratio Rank
HAUZ Omega Ratio Rank: 5757
Omega Ratio Rank
HAUZ Calmar Ratio Rank: 4646
Calmar Ratio Rank
HAUZ Martin Ratio Rank: 5252
Martin Ratio Rank

GQRE
GQRE Risk / Return Rank: 3131
Overall Rank
GQRE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
GQRE Sortino Ratio Rank: 3030
Sortino Ratio Rank
GQRE Omega Ratio Rank: 2929
Omega Ratio Rank
GQRE Calmar Ratio Rank: 3131
Calmar Ratio Rank
GQRE Martin Ratio Rank: 3434
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.

HAUZ vs. GQRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers International Real Estate ETF (HAUZ) 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.


HAUZGQREDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.62

+0.54

Sortino ratio

Return per unit of downside risk

1.64

0.94

+0.70

Omega ratio

Gain probability vs. loss probability

1.22

1.13

+0.09

Calmar ratio

Return relative to maximum drawdown

1.26

0.82

+0.44

Martin ratio

Return relative to average drawdown

5.27

3.25

+2.02

HAUZ vs. GQRE - Sharpe Ratio Comparison

The current HAUZ Sharpe Ratio is 1.15, which is higher than the GQRE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of HAUZ 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.


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Sharpe Ratios by Period


HAUZGQREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.62

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.18

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.20

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.28

-0.10

Correlation

The correlation between HAUZ and GQRE is 0.62, 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

HAUZ vs. GQRE - Dividend Comparison

HAUZ's dividend yield for the trailing twelve months is around 4.52%, which matches GQRE's 4.55% yield.


TTM20252024202320222021202020192018201720162015
HAUZ
Xtrackers International Real Estate ETF
4.52%4.46%4.50%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%
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%

Drawdowns

HAUZ vs. GQRE - Drawdown Comparison

The maximum HAUZ drawdown since its inception was -39.51%, smaller than the maximum GQRE drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for HAUZ and GQRE.


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Drawdown Indicators


HAUZGQREDifference

Max Drawdown

Largest peak-to-trough decline

-39.51%

-41.87%

+2.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.08%

-11.19%

-2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-34.52%

-35.08%

+0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-39.51%

-41.87%

+2.36%

Current Drawdown

Current decline from peak

-10.62%

-7.24%

-3.38%

Average Drawdown

Average peak-to-trough decline

-11.80%

-9.33%

-2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

2.83%

+0.55%

Volatility

HAUZ vs. GQRE - Volatility Comparison

Xtrackers International Real Estate ETF (HAUZ) has a higher volatility of 6.62% compared to FlexShares Global Quality Real Estate Index Fund (GQRE) at 4.75%. This indicates that HAUZ's price experiences larger fluctuations and is considered to be riskier than GQRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAUZGQREDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.62%

4.75%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

8.29%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

14.59%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.76%

16.43%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.92%

17.65%

-0.73%