JDG.L vs. REET
Compare and contrast key facts about Judges Scientific plc (JDG.L) and iShares Global REIT ETF (REET).
REET is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Global REIT Index. It was launched on Jul 8, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JDG.L or REET.
Key characteristics
| JDG.L | REET | |
|---|---|---|
| YTD Return | 27.74% | -2.59% |
| 1Y Return | 25.32% | 7.71% |
| 3Y Return (Ann) | 25.83% | -1.89% |
| 5Y Return (Ann) | 32.08% | 0.78% |
| Sharpe Ratio | 1.07 | 0.46 |
| Daily Std Dev | 27.41% | 17.00% |
| Max Drawdown | -54.56% | -44.59% |
| Current Drawdown | -4.90% | -18.47% |
Correlation
The correlation between JDG.L and REET is 0.13, 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
JDG.L vs. REET - Performance Comparison
In the year-to-date period, JDG.L achieves a 27.74% return, which is significantly higher than REET's -2.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
JDG.L vs. REET - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Judges Scientific plc (JDG.L) and iShares Global REIT ETF (REET). 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.
Dividends
JDG.L vs. REET - Dividend Comparison
JDG.L's dividend yield for the trailing twelve months is around 0.01%, less than REET's 3.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDG.L Judges Scientific plc | 0.01% | 0.01% | 0.01% | 0.01% | 0.01% | 0.04% | 0.01% | 0.01% | 0.02% | 0.01% | 0.02% | 0.01% |
REET iShares Global REIT ETF | 3.30% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.30% | 3.56% | 2.11% | 0.00% |
Drawdowns
JDG.L vs. REET - Drawdown Comparison
The maximum JDG.L drawdown since its inception was -54.56%, which is greater than REET's maximum drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for JDG.L and REET. For additional features, visit the drawdowns tool.
Volatility
JDG.L vs. REET - Volatility Comparison
Judges Scientific plc (JDG.L) has a higher volatility of 9.08% compared to iShares Global REIT ETF (REET) at 4.04%. This indicates that JDG.L's price experiences larger fluctuations and is considered to be riskier than REET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.