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

Performance

R8T.DE vs. XDRE.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 Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, R8T.DE achieves a 5.83% return, which is significantly lower than XDRE.DE's 7.27% return.


R8T.DE

1D
-0.18%
1M
-2.52%
YTD
5.83%
6M
5.30%
1Y
6.12%
3Y*
3.46%
5Y*
10Y*

XDRE.DE

1D
0.41%
1M
0.53%
YTD
7.27%
6M
6.71%
1Y
9.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
R8T.DE
abrdn Future Real Estate UCITS ETF
5.83%-3.97%-4.43%
XDRE.DE
Xtrackers Developed Green Real Estate ESG UCITS ETF 1C
7.27%-2.46%-3.63%

Correlation

The correlation between R8T.DE and XDRE.DE is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2024

0.93

The correlation between R8T.DE and XDRE.DE has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

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Return for Risk

R8T.DE vs. XDRE.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: 1414
Overall Rank
R8T.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
R8T.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
R8T.DE Omega Ratio Rank: 1818
Omega Ratio Rank
R8T.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
R8T.DE Martin Ratio Rank: 1212
Martin Ratio Rank

XDRE.DE
XDRE.DE Risk / Return Rank: 2626
Overall Rank
XDRE.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XDRE.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XDRE.DE Omega Ratio Rank: 2424
Omega Ratio Rank
XDRE.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XDRE.DE Martin Ratio Rank: 3030
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. XDRE.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 Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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.DEXDRE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.11

1.15

-0.05

Calmar ratioReturn relative to maximum drawdown

0.32

1.41

-1.09

Martin ratioReturn relative to average drawdown

0.55

4.22

-3.67

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

The current R8T.DE Sharpe Ratio is 0.24, which is lower than the XDRE.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of R8T.DE and XDRE.DE, 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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Sharpe Ratios by Period


R8T.DEXDRE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

0.86

-0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.04

+0.12

Drawdowns

R8T.DE vs. XDRE.DE - Drawdown Comparison

The maximum R8T.DE drawdown since its inception was -21.76%, roughly equal to the maximum XDRE.DE drawdown of -20.91%. Use the drawdown chart below to compare losses from any high point for R8T.DE and XDRE.DE.


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Drawdown Indicators


R8T.DEXDRE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.76%

-20.91%

-0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-18.35%

-6.79%

-11.56%

Max Drawdown (3Y)

Largest decline over 3 years

-21.76%

Current Drawdown

Current decline from peak

-11.79%

-2.81%

-8.98%

Average Drawdown

Average peak-to-trough decline

-7.54%

-8.22%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.72%

2.27%

+8.45%

Volatility

R8T.DE vs. XDRE.DE - Volatility Comparison

abrdn Future Real Estate UCITS ETF (R8T.DE) and Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) have volatilities of 2.99% and 2.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


R8T.DEXDRE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.99%

2.92%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

8.43%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

24.56%

11.17%

+13.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.55%

14.01%

+4.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.55%

14.01%

+4.54%

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

R8T.DE has a 0.40% expense ratio, which is higher than XDRE.DE's 0.18% expense ratio.


Dividends

R8T.DE vs. XDRE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, R8T.DE and XDRE.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XDRE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDRE.DE is cheaper with a 0.18% expense ratio, compared with 0.40% for R8T.DE.

They also come from different issuers: abrdn and Xtrackers. Their fees differ too: 0.40% for R8T.DE and 0.18% for XDRE.DE.

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