RMAX.TO vs. EPRA.L

Last updated Apr 1, 2026

Compare and contrast key facts about Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L).

RMAX.TO and EPRA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RMAX.TO is managed by Hamilton ETFs. EPRA.L is a passively managed fund by Amundi that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Nov 11, 2016.

Performance

RMAX.TO vs. EPRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L). The values are adjusted to include any dividend payments, if applicable.

RMAX.TO vs. EPRA.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024
RMAX.TO Hamilton REITs YIELD MAXIMIZER ETF	1.02%	5.39%	9.70%
EPRA.L Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR	1.86%	5.82%	10.35%

Different Trading Currencies

RMAX.TO is traded in CAD, while EPRA.L is traded in GBp. To make them comparable, the EPRA.L values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RMAX.TO achieves a 1.02% return, which is significantly lower than EPRA.L's 1.86% return.

RMAX.TO

• 1D: 0.76%
• 1M: -4.81%
• YTD: 1.02%
• 6M: -2.74%
• 1Y: 4.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —

EPRA.L

• 1D: 0.21%
• 1M: -7.57%
• YTD: 1.86%
• 6M: 0.41%
• 1Y: 5.27%
• 3Y*: 8.05%
• 5Y*: 3.69%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

RMAX.TO vs. EPRA.L - Expense Ratio Comparison

RMAX.TO has a 0.79% expense ratio, which is higher than EPRA.L's 0.10% expense ratio.

RMAX.TO

Hamilton REITs YIELD MAXIMIZER ETF

EPRA.L

Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR

Return for Risk

RMAX.TO vs. EPRA.L — Risk / Return Rank

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

RMAX.TO

RMAX.TO Risk / Return Rank: 21
RMAX.TO Sharpe Ratio Rank: 19
RMAX.TO Sortino Ratio Rank: 19
RMAX.TO Omega Ratio Rank: 18
RMAX.TO Calmar Ratio Rank: 25
RMAX.TO Martin Ratio Rank: 24

EPRA.L

EPRA.L Risk / Return Rank: 27
EPRA.L Sharpe Ratio Rank: 28
EPRA.L Sortino Ratio Rank: 26
EPRA.L Omega Ratio Rank: 26
EPRA.L Calmar Ratio Rank: 27
EPRA.L Martin Ratio Rank: 28

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.

RMAX.TO vs. EPRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.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.

	RMAX.TO	EPRA.L	Difference
Sharpe ratio Return per unit of total volatility	0.30	0.36	-0.06
Sortino ratio Return per unit of downside risk	0.50	0.56	-0.06
Omega ratio Gain probability vs. loss probability	1.07	1.08	-0.01
Calmar ratio Return relative to maximum drawdown	0.56	0.46	+0.10
Martin ratio Return relative to average drawdown	1.87	1.83	+0.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RMAX.TO vs. EPRA.L - Sharpe Ratio Comparison

The current RMAX.TO Sharpe Ratio is 0.30, which is comparable to the EPRA.L Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of RMAX.TO and EPRA.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RMAX.TO	EPRA.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	0.36	-0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.26	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.22	+0.48

Correlation

The correlation between RMAX.TO and EPRA.L is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

RMAX.TO vs. EPRA.L - Dividend Comparison

RMAX.TO's dividend yield for the trailing twelve months is around 9.98%, while EPRA.L has not paid dividends to shareholders.

	TTM	2025	2024
RMAX.TO Hamilton REITs YIELD MAXIMIZER ETF	9.98%	10.65%	4.88%
EPRA.L Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR	0.00%	0.00%	0.00%

Drawdowns

RMAX.TO vs. EPRA.L - Drawdown Comparison

The maximum RMAX.TO drawdown since its inception was -15.90%, smaller than the maximum EPRA.L drawdown of -37.41%. Use the drawdown chart below to compare losses from any high point for RMAX.TO and EPRA.L.

Drawdown Indicators

	RMAX.TO	EPRA.L	Difference
Max Drawdown Largest peak-to-trough decline	-15.90%	-35.65%	+19.75%
Max Drawdown (1Y) Largest decline over 1 year	-10.07%	-10.15%	+0.08%
Max Drawdown (5Y) Largest decline over 5 years	—	-26.59%	—
Current Drawdown Current decline from peak	-5.00%	-7.67%	+2.67%
Average Drawdown Average peak-to-trough decline	-3.94%	-9.96%	+6.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.09%	2.68%	+0.41%

Volatility

RMAX.TO vs. EPRA.L - Volatility Comparison

The current volatility for Hamilton REITs YIELD MAXIMIZER ETF (RMAX.TO) is 3.82%, while Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) has a volatility of 4.65%. This indicates that RMAX.TO experiences smaller price fluctuations and is considered to be less risky than EPRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RMAX.TO	EPRA.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.82%	4.65%	-0.83%
Volatility (6M) Calculated over the trailing 6-month period	7.99%	8.18%	-0.19%
Volatility (1Y) Calculated over the trailing 1-year period	13.97%	14.81%	-0.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.07%	14.08%	-1.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.07%	15.43%	-2.36%