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IDAR.L vs. GLRE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDAR.L vs. GLRE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia Property Yield UCITS ETF (IDAR.L) and SPDR Dow Jones Global Real Estate UCITS ETF (GLRE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDAR.L achieves a -3.46% return, which is significantly lower than GLRE.L's 11.64% return. Over the past 10 years, IDAR.L has underperformed GLRE.L with an annualized return of 1.36%, while GLRE.L has yielded a comparatively higher 2.73% annualized return.


IDAR.L

1D
0.02%
1M
0.02%
6M
-5.89%
YTD
-3.46%
1Y
6.69%
3Y*
4.28%
5Y*
-1.60%
10Y*
1.36%

GLRE.L

1D
-0.03%
1M
1.18%
6M
10.69%
YTD
11.64%
1Y
17.56%
3Y*
8.79%
5Y*
1.68%
10Y*
2.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDAR.L vs. GLRE.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDAR.L
iShares Asia Property Yield UCITS ETF
-3.46%30.42%-10.04%-2.19%-12.15%4.47%-8.54%15.87%-2.04%18.26%
GLRE.L
SPDR Dow Jones Global Real Estate UCITS ETF
11.64%9.96%-0.52%11.22%-25.26%30.62%-10.89%19.83%-7.97%7.91%

Correlation

The correlation between IDAR.L and GLRE.L is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.58

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

0.63

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

0.62

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2012

0.63

The correlation between IDAR.L and GLRE.L has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.

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Return for Risk

IDAR.L vs. GLRE.L — Risk / Return Rank

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

IDAR.L
IDAR.L Risk / Return Rank: 1616
Overall Rank
IDAR.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IDAR.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
IDAR.L Omega Ratio Rank: 1616
Omega Ratio Rank
IDAR.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
IDAR.L Martin Ratio Rank: 1515
Martin Ratio Rank

GLRE.L
GLRE.L Risk / Return Rank: 4848
Overall Rank
GLRE.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
GLRE.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
GLRE.L Omega Ratio Rank: 4343
Omega Ratio Rank
GLRE.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
GLRE.L Martin Ratio Rank: 5151
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.

IDAR.L vs. GLRE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia Property Yield UCITS ETF (IDAR.L) and SPDR Dow Jones Global Real Estate UCITS ETF (GLRE.L). 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.


IDAR.LGLRE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

1.09

1.24

-0.15

Calmar ratioReturn relative to maximum drawdown

0.41

1.88

-1.47

Martin ratioReturn relative to average drawdown

0.92

7.03

-6.11

IDAR.L vs. GLRE.L - Sharpe Ratio Comparison

The current IDAR.L Sharpe Ratio is 0.45, which is lower than the GLRE.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of IDAR.L and GLRE.L, 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

IDAR.L vs. GLRE.L - Drawdown Comparison

The maximum IDAR.L drawdown since its inception was -67.69%, which is greater than GLRE.L's maximum drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for IDAR.L and GLRE.L.


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Drawdown Indicators


IDAR.LGLRE.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.69%

-43.26%

-24.43%

Max Drawdown (1Y)

Largest decline over 1 year

-14.43%

-9.31%

-5.12%

Max Drawdown (3Y)

Largest decline over 3 years

-16.88%

-18.30%

+1.42%

Max Drawdown (5Y)

Largest decline over 5 years

-28.96%

-33.83%

+4.87%

Max Drawdown (10Y)

Largest decline over 10 years

-39.83%

-43.26%

+3.43%

Current Drawdown

Current decline from peak

-11.14%

-1.22%

-9.92%

Average Drawdown

Average peak-to-trough decline

-17.72%

-9.84%

-7.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.39%

2.49%

+3.90%

Volatility

IDAR.L vs. GLRE.L - Volatility Comparison

The current volatility for iShares Asia Property Yield UCITS ETF (IDAR.L) is 3.40%, while SPDR Dow Jones Global Real Estate UCITS ETF (GLRE.L) has a volatility of 4.17%. This indicates that IDAR.L experiences smaller price fluctuations and is considered to be less risky than GLRE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDAR.LGLRE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.40%

4.17%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

11.05%

10.09%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

13.17%

12.69%

+0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.03%

16.95%

-2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.53%

17.62%

-2.09%

IDAR.L vs. GLRE.L - Expense Ratio Comparison

IDAR.L has a 0.59% expense ratio, which is higher than GLRE.L's 0.40% expense ratio.


Dividends

IDAR.L vs. GLRE.L - Dividend Comparison

IDAR.L's dividend yield for the trailing twelve months is around 3.66%, more than GLRE.L's 2.47% yield.


PositionTTM20252024202320222021202020192018201720162015
GLRE.L
SPDR Dow Jones Global Real Estate UCITS ETF
2.47%2.72%2.79%2.62%2.85%1.82%2.51%2.61%1.63%2.10%2.66%2.15%
IDAR.L
iShares Asia Property Yield UCITS ETF
3.66%3.38%4.23%3.74%3.74%3.06%3.22%2.93%3.42%2.99%3.10%3.54%

Frequently Asked Questions


IDAR.L and GLRE.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLRE.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLRE.L is cheaper with a 0.40% expense ratio, compared with 0.59% for IDAR.L.

IDAR.L tracks iShares Asia Property Yield UCITS ETF, while GLRE.L tracks FTSE EPRA Nareit Global TR USD. They also come from different issuers: iShares and State Street. Their fees differ too: 0.59% for IDAR.L and 0.40% for GLRE.L.

Portfolio Optimizer

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