PortfoliosLab logoPortfoliosLab logo
SPRE vs. BLDG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPRE vs. BLDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SP Funds S&P Global REIT Sharia ETF (SPRE) and Cambria Global Real Estate ETF (BLDG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

SPRE vs. BLDG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPRE
SP Funds S&P Global REIT Sharia ETF
1.06%3.07%2.11%9.40%-29.48%44.78%0.73%
BLDG
Cambria Global Real Estate ETF
-0.94%4.26%8.18%1.76%-14.66%22.47%0.05%

Returns By Period

In the year-to-date period, SPRE achieves a 1.06% return, which is significantly higher than BLDG's -0.94% return.


SPRE

1D
1.71%
1M
-6.57%
YTD
1.06%
6M
2.61%
1Y
4.56%
3Y*
3.70%
5Y*
2.40%
10Y*

BLDG

1D
1.25%
1M
-8.62%
YTD
-0.94%
6M
-3.58%
1Y
6.03%
3Y*
5.67%
5Y*
2.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPRE vs. BLDG - Expense Ratio Comparison

SPRE has a 0.69% expense ratio, which is higher than BLDG's 0.59% expense ratio.


Return for Risk

SPRE vs. BLDG — Risk / Return Rank

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

SPRE
SPRE Risk / Return Rank: 2121
Overall Rank
SPRE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SPRE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SPRE Omega Ratio Rank: 2020
Omega Ratio Rank
SPRE Calmar Ratio Rank: 2020
Calmar Ratio Rank
SPRE Martin Ratio Rank: 2323
Martin Ratio Rank

BLDG
BLDG Risk / Return Rank: 2626
Overall Rank
BLDG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BLDG Sortino Ratio Rank: 2525
Sortino Ratio Rank
BLDG Omega Ratio Rank: 2525
Omega Ratio Rank
BLDG Calmar Ratio Rank: 2525
Calmar Ratio Rank
BLDG Martin Ratio Rank: 2727
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.

SPRE vs. BLDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P Global REIT Sharia ETF (SPRE) and Cambria Global Real Estate ETF (BLDG). 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.


SPREBLDGDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.46

-0.18

Sortino ratio

Return per unit of downside risk

0.48

0.71

-0.23

Omega ratio

Gain probability vs. loss probability

1.07

1.09

-0.03

Calmar ratio

Return relative to maximum drawdown

0.35

0.55

-0.21

Martin ratio

Return relative to average drawdown

1.40

2.04

-0.64

SPRE vs. BLDG - Sharpe Ratio Comparison

The current SPRE Sharpe Ratio is 0.28, which is lower than the BLDG Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of SPRE and BLDG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


SPREBLDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.46

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.15

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.38

-0.19

Correlation

The correlation between SPRE and BLDG is 0.77, 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

SPRE vs. BLDG - Dividend Comparison

SPRE's dividend yield for the trailing twelve months is around 4.10%, less than BLDG's 6.12% yield.


TTM202520242023202220212020
SPRE
SP Funds S&P Global REIT Sharia ETF
4.10%4.10%4.13%4.16%4.17%2.83%0.00%
BLDG
Cambria Global Real Estate ETF
6.12%7.46%7.97%4.99%3.99%10.40%0.59%

Drawdowns

SPRE vs. BLDG - Drawdown Comparison

The maximum SPRE drawdown since its inception was -38.34%, which is greater than BLDG's maximum drawdown of -27.25%. Use the drawdown chart below to compare losses from any high point for SPRE and BLDG.


Loading graphics...

Drawdown Indicators


SPREBLDGDifference

Max Drawdown

Largest peak-to-trough decline

-38.34%

-27.25%

-11.09%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-10.80%

-3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-38.34%

-27.25%

-11.09%

Current Drawdown

Current decline from peak

-17.95%

-8.96%

-8.99%

Average Drawdown

Average peak-to-trough decline

-18.12%

-9.44%

-8.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

2.93%

+0.56%

Volatility

SPRE vs. BLDG - Volatility Comparison

SP Funds S&P Global REIT Sharia ETF (SPRE) has a higher volatility of 4.68% compared to Cambria Global Real Estate ETF (BLDG) at 4.20%. This indicates that SPRE's price experiences larger fluctuations and is considered to be riskier than BLDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


SPREBLDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

4.20%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

7.38%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

13.30%

+3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.69%

15.24%

+3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

15.61%

+2.92%