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QDVX.DE vs. TRET.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QDVX.DE vs. TRET.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) and VanEck Global Real Estate UCITS ETF (TRET.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

QDVX.DE is traded in EUR, while TRET.L is traded in USD. To make them comparable, the TRET.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, QDVX.DE achieves a 7.36% return, which is significantly lower than TRET.L's 9.60% return.


QDVX.DE

1D
0.15%
1M
4.24%
YTD
7.36%
6M
8.69%
1Y
11.58%
3Y*
11.70%
5Y*
10.22%
10Y*

TRET.L

1D
-0.47%
1M
3.28%
YTD
9.60%
6M
10.28%
1Y
14.42%
3Y*
9.28%
5Y*
3.38%
10Y*
5.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QDVX.DE vs. TRET.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
7.36%11.29%10.80%15.21%0.82%18.84%-10.01%26.71%-6.49%-0.05%
TRET.L
VanEck Global Real Estate UCITS ETF
9.60%0.83%7.75%10.50%-21.06%39.44%-14.59%39.71%5.72%-8.49%

Correlation

The correlation between QDVX.DE and TRET.L is 0.52, 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

0.52

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

0.47

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2017

0.49

The correlation between QDVX.DE and TRET.L has been stable across timeframes, ranging from 0.47 to 0.52 - a consistent structural relationship.

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Return for Risk

QDVX.DE vs. TRET.L — Risk / Return Rank

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

QDVX.DE
QDVX.DE Risk / Return Rank: 3030
Overall Rank
QDVX.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
QDVX.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
QDVX.DE Omega Ratio Rank: 2929
Omega Ratio Rank
QDVX.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
QDVX.DE Martin Ratio Rank: 3333
Martin Ratio Rank

TRET.L
TRET.L Risk / Return Rank: 3232
Overall Rank
TRET.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TRET.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
TRET.L Omega Ratio Rank: 3232
Omega Ratio Rank
TRET.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
TRET.L Martin Ratio Rank: 3333
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.

QDVX.DE vs. TRET.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) and VanEck Global Real Estate UCITS ETF (TRET.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.


QDVX.DETRET.LDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratioReturn relative to maximum drawdown

1.40

1.78

-0.38

Martin ratioReturn relative to average drawdown

4.60

5.60

-1.00

QDVX.DE vs. TRET.L - Sharpe Ratio Comparison

The current QDVX.DE Sharpe Ratio is 1.02, which is comparable to the TRET.L Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of QDVX.DE and TRET.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

QDVX.DE vs. TRET.L - Drawdown Comparison

The maximum QDVX.DE drawdown since its inception was -38.42%, smaller than the maximum TRET.L drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for QDVX.DE and TRET.L.


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Drawdown Indicators


QDVX.DETRET.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.42%

-41.66%

+3.24%

Max Drawdown (1Y)

Largest decline over 1 year

-8.23%

-8.05%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-14.02%

-17.58%

+3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-14.62%

-30.64%

+16.02%

Max Drawdown (10Y)

Largest decline over 10 years

-41.66%

Current Drawdown

Current decline from peak

0.00%

-0.47%

+0.47%

Average Drawdown

Average peak-to-trough decline

-4.68%

-12.73%

+8.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.48%

2.57%

-0.09%

Volatility

QDVX.DE vs. TRET.L - Volatility Comparison

The current volatility for iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) is 3.21%, while VanEck Global Real Estate UCITS ETF (TRET.L) has a volatility of 4.61%. This indicates that QDVX.DE experiences smaller price fluctuations and is considered to be less risky than TRET.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QDVX.DETRET.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.21%

4.61%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

8.76%

10.02%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

12.79%

-1.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.89%

16.00%

-3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.32%

18.18%

-2.86%

QDVX.DE vs. TRET.L - Expense Ratio Comparison

QDVX.DE has a 0.28% expense ratio, which is higher than TRET.L's 0.25% expense ratio.


Dividends

QDVX.DE vs. TRET.L - Dividend Comparison

QDVX.DE's dividend yield for the trailing twelve months is around 3.13%, less than TRET.L's 3.36% yield.


PositionTTM202520242023202220212020201920182017
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
3.13%3.02%3.11%3.58%4.25%4.50%3.25%4.45%5.20%0.74%
TRET.L
VanEck Global Real Estate UCITS ETF
3.36%3.54%3.56%3.54%4.55%1.86%4.18%3.32%5.03%3.63%

Frequently Asked Questions


QDVX.DE and TRET.L have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRET.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRET.L is cheaper with a 0.25% expense ratio, compared with 0.28% for QDVX.DE.

QDVX.DE is categorized as Europe Equities, while TRET.L is REIT. QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select, while TRET.L tracks GPR Global 100 Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.28% for QDVX.DE and 0.25% for TRET.L.

Portfolio Optimizer

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