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R8T.DE vs. H4ZL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

R8T.DE vs. H4ZL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in abrdn Future Real Estate UCITS ETF (R8T.DE) and HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.DE). The values are adjusted to include any dividend payments, if applicable.

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R8T.DE vs. H4ZL.DE - Yearly Performance Comparison


2026 (YTD)202520242023
R8T.DE
abrdn Future Real Estate UCITS ETF
3.96%-3.97%2.59%5.29%
H4ZL.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD
3.78%-4.65%2.27%3.59%

Returns By Period

The year-to-date returns for both stocks are quite close, with R8T.DE having a 3.96% return and H4ZL.DE slightly lower at 3.78%.


R8T.DE

1D
-12.87%
1M
-4.01%
YTD
3.96%
6M
3.84%
1Y
1.95%
3Y*
3.40%
5Y*
10Y*

H4ZL.DE

1D
1.12%
1M
-3.97%
YTD
3.78%
6M
2.97%
1Y
0.80%
3Y*
2.69%
5Y*
0.96%
10Y*
2.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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R8T.DE vs. H4ZL.DE - Expense Ratio Comparison

R8T.DE has a 0.40% expense ratio, which is higher than H4ZL.DE's 0.24% expense ratio.


Return for Risk

R8T.DE vs. H4ZL.DE — Risk / Return Rank

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

R8T.DE
R8T.DE Risk / Return Rank: 1515
Overall Rank
R8T.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
R8T.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
R8T.DE Omega Ratio Rank: 1818
Omega Ratio Rank
R8T.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
R8T.DE Martin Ratio Rank: 1313
Martin Ratio Rank

H4ZL.DE
H4ZL.DE Risk / Return Rank: 1414
Overall Rank
H4ZL.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
H4ZL.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
H4ZL.DE Omega Ratio Rank: 1111
Omega Ratio Rank
H4ZL.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
H4ZL.DE Martin Ratio Rank: 1818
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.

R8T.DE vs. H4ZL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for abrdn Future Real Estate UCITS ETF (R8T.DE) and HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.DE). 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.


R8T.DEH4ZL.DEDifference

Sharpe ratio

Return per unit of total volatility

0.06

0.05

0.00

Sortino ratio

Return per unit of downside risk

0.34

0.17

+0.18

Omega ratio

Gain probability vs. loss probability

1.07

1.02

+0.05

Calmar ratio

Return relative to maximum drawdown

0.26

0.51

-0.26

Martin ratio

Return relative to average drawdown

0.48

1.44

-0.96

R8T.DE vs. H4ZL.DE - Sharpe Ratio Comparison

The current R8T.DE Sharpe Ratio is 0.06, which is comparable to the H4ZL.DE Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of R8T.DE and H4ZL.DE, 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


R8T.DEH4ZL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

0.05

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.28

-0.17

Correlation

The correlation between R8T.DE and H4ZL.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

R8T.DE vs. H4ZL.DE - Dividend Comparison

Neither R8T.DE nor H4ZL.DE has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
R8T.DE
abrdn Future Real Estate UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
H4ZL.DE
HSBC FTSE EPRA NAREIT Developed UCITS ETF USD
0.00%0.00%0.00%2.63%3.62%2.19%3.13%2.95%3.29%3.08%2.96%2.67%

Drawdowns

R8T.DE vs. H4ZL.DE - Drawdown Comparison

The maximum R8T.DE drawdown since its inception was -21.76%, smaller than the maximum H4ZL.DE drawdown of -41.97%. Use the drawdown chart below to compare losses from any high point for R8T.DE and H4ZL.DE.


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Drawdown Indicators


R8T.DEH4ZL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.76%

-41.97%

+20.21%

Max Drawdown (1Y)

Largest decline over 1 year

-18.35%

-10.35%

-8.00%

Max Drawdown (5Y)

Largest decline over 5 years

-30.45%

Max Drawdown (10Y)

Largest decline over 10 years

-41.97%

Current Drawdown

Current decline from peak

-13.34%

-15.87%

+2.53%

Average Drawdown

Average peak-to-trough decline

-7.35%

-10.77%

+3.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.80%

2.79%

+7.01%

Volatility

R8T.DE vs. H4ZL.DE - Volatility Comparison

abrdn Future Real Estate UCITS ETF (R8T.DE) has a higher volatility of 22.18% compared to HSBC FTSE EPRA NAREIT Developed UCITS ETF USD (H4ZL.DE) at 4.52%. This indicates that R8T.DE's price experiences larger fluctuations and is considered to be riskier than H4ZL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


R8T.DEH4ZL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.18%

4.52%

+17.66%

Volatility (6M)

Calculated over the trailing 6-month period

31.44%

8.01%

+23.43%

Volatility (1Y)

Calculated over the trailing 1-year period

34.00%

14.69%

+19.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.47%

14.67%

+7.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.47%

16.28%

+6.19%