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PFFR vs. TRET.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFFR and TRET.AS is 0.38, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

PFFR vs. TRET.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InfraCap REIT Preferred ETF (PFFR) and VanEck Global Real Estate UCITS ETF (TRET.AS). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
25.42%
33.18%
PFFR
TRET.AS

Key characteristics

Sharpe Ratio

PFFR:

0.82

TRET.AS:

0.50

Sortino Ratio

PFFR:

1.18

TRET.AS:

0.74

Omega Ratio

PFFR:

1.15

TRET.AS:

1.10

Calmar Ratio

PFFR:

0.66

TRET.AS:

0.07

Martin Ratio

PFFR:

1.98

TRET.AS:

1.55

Ulcer Index

PFFR:

3.69%

TRET.AS:

4.47%

Daily Std Dev

PFFR:

8.99%

TRET.AS:

13.78%

Max Drawdown

PFFR:

-53.02%

TRET.AS:

-99.19%

Current Drawdown

PFFR:

-6.42%

TRET.AS:

-97.83%

Returns By Period

In the year-to-date period, PFFR achieves a -0.27% return, which is significantly higher than TRET.AS's -4.20% return.


PFFR

YTD

-0.27%

1M

-1.22%

6M

-5.47%

1Y

7.98%

5Y*

6.16%

10Y*

N/A

TRET.AS

YTD

-4.20%

1M

-5.02%

6M

-7.90%

1Y

7.27%

5Y*

6.41%

10Y*

2.07%

*Annualized

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PFFR vs. TRET.AS - Expense Ratio Comparison

PFFR has a 0.45% expense ratio, which is higher than TRET.AS's 0.25% expense ratio.


Expense ratio chart for PFFR: current value is 0.45%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PFFR: 0.45%
Expense ratio chart for TRET.AS: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TRET.AS: 0.25%

Risk-Adjusted Performance

PFFR vs. TRET.AS — Risk-Adjusted Performance Rank

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

PFFR
The Risk-Adjusted Performance Rank of PFFR is 7171
Overall Rank
The Sharpe Ratio Rank of PFFR is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of PFFR is 7474
Sortino Ratio Rank
The Omega Ratio Rank of PFFR is 7171
Omega Ratio Rank
The Calmar Ratio Rank of PFFR is 7373
Calmar Ratio Rank
The Martin Ratio Rank of PFFR is 6060
Martin Ratio Rank

TRET.AS
The Risk-Adjusted Performance Rank of TRET.AS is 5050
Overall Rank
The Sharpe Ratio Rank of TRET.AS is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of TRET.AS is 5555
Sortino Ratio Rank
The Omega Ratio Rank of TRET.AS is 5454
Omega Ratio Rank
The Calmar Ratio Rank of TRET.AS is 2828
Calmar Ratio Rank
The Martin Ratio Rank of TRET.AS is 5353
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.

PFFR vs. TRET.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InfraCap REIT Preferred ETF (PFFR) and VanEck Global Real Estate UCITS ETF (TRET.AS). 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.


The chart of Sharpe ratio for PFFR, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.00
PFFR: 0.76
TRET.AS: 0.76
The chart of Sortino ratio for PFFR, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.00
PFFR: 1.10
TRET.AS: 1.11
The chart of Omega ratio for PFFR, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
PFFR: 1.14
TRET.AS: 1.15
The chart of Calmar ratio for PFFR, currently valued at 0.60, compared to the broader market0.002.004.006.008.0010.0012.00
PFFR: 0.60
TRET.AS: 0.52
The chart of Martin ratio for PFFR, currently valued at 1.80, compared to the broader market0.0020.0040.0060.00
PFFR: 1.80
TRET.AS: 1.92

The current PFFR Sharpe Ratio is 0.82, which is higher than the TRET.AS Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of PFFR and TRET.AS, 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 Ratio0.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.76
0.76
PFFR
TRET.AS

Dividends

PFFR vs. TRET.AS - Dividend Comparison

PFFR's dividend yield for the trailing twelve months is around 8.01%, more than TRET.AS's 3.80% yield.


TTM20242023202220212020201920182017201620152014
PFFR
InfraCap REIT Preferred ETF
8.01%7.78%7.72%9.65%6.08%6.11%5.77%6.48%5.12%0.00%0.00%0.00%
TRET.AS
VanEck Global Real Estate UCITS ETF
3.80%3.41%3.67%4.68%1.78%4.43%3.33%4.31%3.16%3.13%2.55%2.70%

Drawdowns

PFFR vs. TRET.AS - Drawdown Comparison

The maximum PFFR drawdown since its inception was -53.02%, smaller than the maximum TRET.AS drawdown of -99.19%. Use the drawdown chart below to compare losses from any high point for PFFR and TRET.AS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.42%
-10.92%
PFFR
TRET.AS

Volatility

PFFR vs. TRET.AS - Volatility Comparison

The current volatility for InfraCap REIT Preferred ETF (PFFR) is 4.41%, while VanEck Global Real Estate UCITS ETF (TRET.AS) has a volatility of 9.00%. This indicates that PFFR experiences smaller price fluctuations and is considered to be less risky than TRET.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
4.41%
9.00%
PFFR
TRET.AS