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

Performance

R8T.DE vs. TRET.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 VanEck Global Real Estate UCITS ETF (TRET.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023
R8T.DE
abrdn Future Real Estate UCITS ETF
3.96%-3.97%2.59%5.29%
TRET.DE
VanEck Global Real Estate UCITS ETF
4.28%1.87%6.86%7.04%

Returns By Period

In the year-to-date period, R8T.DE achieves a 3.96% return, which is significantly lower than TRET.DE's 4.28% return.


R8T.DE

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

TRET.DE

1D
1.51%
1M
-4.09%
YTD
4.28%
6M
4.76%
1Y
4.43%
3Y*
7.88%
5Y*
4.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

R8T.DE has a 0.40% expense ratio, which is higher than TRET.DE's 0.25% expense ratio.


Return for Risk

R8T.DE vs. TRET.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

TRET.DE
TRET.DE Risk / Return Rank: 2222
Overall Rank
TRET.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
TRET.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
TRET.DE Omega Ratio Rank: 1818
Omega Ratio Rank
TRET.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
TRET.DE Martin Ratio Rank: 2828
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. TRET.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 VanEck Global Real Estate UCITS ETF (TRET.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.DETRET.DEDifference

Sharpe ratio

Return per unit of total volatility

0.06

0.29

-0.23

Sortino ratio

Return per unit of downside risk

0.34

0.48

-0.13

Omega ratio

Gain probability vs. loss probability

1.07

1.07

0.00

Calmar ratio

Return relative to maximum drawdown

0.26

0.90

-0.64

Martin ratio

Return relative to average drawdown

0.48

2.90

-2.42

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

The current R8T.DE Sharpe Ratio is 0.06, which is lower than the TRET.DE Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of R8T.DE and TRET.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.DETRET.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.06

0.29

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.22

-0.11

Correlation

The correlation between R8T.DE and TRET.DE is 0.91, 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. TRET.DE - Dividend Comparison

R8T.DE has not paid dividends to shareholders, while TRET.DE's dividend yield for the trailing twelve months is around 3.43%.


TTM2025202420232022202120202019
R8T.DE
abrdn Future Real Estate UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRET.DE
VanEck Global Real Estate UCITS ETF
3.43%3.66%3.44%3.66%4.69%1.78%4.45%3.31%

Drawdowns

R8T.DE vs. TRET.DE - Drawdown Comparison

The maximum R8T.DE drawdown since its inception was -21.76%, smaller than the maximum TRET.DE drawdown of -41.75%. Use the drawdown chart below to compare losses from any high point for R8T.DE and TRET.DE.


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Drawdown Indicators


R8T.DETRET.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.76%

-41.75%

+19.99%

Max Drawdown (1Y)

Largest decline over 1 year

-18.35%

-10.76%

-7.59%

Max Drawdown (5Y)

Largest decline over 5 years

-30.36%

Current Drawdown

Current decline from peak

-13.34%

-5.40%

-7.94%

Average Drawdown

Average peak-to-trough decline

-7.35%

-12.40%

+5.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.80%

2.59%

+7.21%

Volatility

R8T.DE vs. TRET.DE - Volatility Comparison

abrdn Future Real Estate UCITS ETF (R8T.DE) has a higher volatility of 22.18% compared to VanEck Global Real Estate UCITS ETF (TRET.DE) at 5.08%. This indicates that R8T.DE's price experiences larger fluctuations and is considered to be riskier than TRET.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.DETRET.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.18%

5.08%

+17.10%

Volatility (6M)

Calculated over the trailing 6-month period

31.44%

8.66%

+22.78%

Volatility (1Y)

Calculated over the trailing 1-year period

34.00%

15.27%

+18.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.47%

15.13%

+7.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.47%

17.94%

+4.53%