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SPRE vs. FAAR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPRE vs. FAAR - 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 First Trust Alternative Absolute Return Strategy ETF (FAAR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPRE achieves a 10.06% return, which is significantly lower than FAAR's 20.28% return.


SPRE

1D
0.09%
1M
0.41%
YTD
10.06%
6M
11.29%
1Y
13.07%
3Y*
6.62%
5Y*
1.92%
10Y*

FAAR

1D
0.31%
1M
-4.57%
YTD
20.28%
6M
20.86%
1Y
26.92%
3Y*
10.85%
5Y*
8.03%
10Y*
4.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPRE vs. FAAR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPRE
SP Funds S&P Global REIT Sharia ETF
10.06%3.07%2.11%9.40%-29.48%44.78%-0.17%
FAAR
First Trust Alternative Absolute Return Strategy ETF
20.28%8.07%5.97%-5.63%10.15%12.34%0.65%

Correlation

The correlation between SPRE and FAAR is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

-0.04

Correlation (5Y)
Calculated over the trailing 5-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2020

-0.03

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Return for Risk

SPRE vs. FAAR — Risk / Return Rank

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

SPRE
SPRE Risk / Return Rank: 2828
Overall Rank
SPRE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SPRE Sortino Ratio Rank: 2626
Sortino Ratio Rank
SPRE Omega Ratio Rank: 2626
Omega Ratio Rank
SPRE Calmar Ratio Rank: 2828
Calmar Ratio Rank
SPRE Martin Ratio Rank: 3333
Martin Ratio Rank

FAAR
FAAR Risk / Return Rank: 7171
Overall Rank
FAAR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
FAAR Sortino Ratio Rank: 6666
Sortino Ratio Rank
FAAR Omega Ratio Rank: 5858
Omega Ratio Rank
FAAR Calmar Ratio Rank: 8787
Calmar Ratio Rank
FAAR Martin Ratio Rank: 7878
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. FAAR - 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 First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SPREFAARDifference
Sharpe ratioReturn per unit of total volatility

-1.06

Sortino ratioReturn per unit of downside risk

-1.49

Omega ratioGain probability vs. loss probability

1.17

1.34

-0.17

Calmar ratioReturn relative to maximum drawdown

1.34

4.72

-3.37

Martin ratioReturn relative to average drawdown

4.65

14.40

-9.75

SPRE vs. FAAR - Sharpe Ratio Comparison

The current SPRE Sharpe Ratio is 0.95, which is lower than the FAAR Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SPRE and FAAR, 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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Drawdowns

SPRE vs. FAAR - Drawdown Comparison

The maximum SPRE drawdown since its inception was -38.34%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for SPRE and FAAR.


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Drawdown Indicators


SPREFAARDifference

Max Drawdown

Largest peak-to-trough decline

-38.34%

-18.03%

-20.31%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

-5.68%

-3.95%

Max Drawdown (3Y)

Largest decline over 3 years

-22.04%

-11.54%

-10.50%

Max Drawdown (5Y)

Largest decline over 5 years

-38.34%

-18.03%

-20.31%

Max Drawdown (10Y)

Largest decline over 10 years

-18.03%

Current Drawdown

Current decline from peak

-10.65%

-5.39%

-5.26%

Average Drawdown

Average peak-to-trough decline

-17.85%

-7.83%

-10.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

1.87%

+0.91%

Volatility

SPRE vs. FAAR - Volatility Comparison

SP Funds S&P Global REIT Sharia ETF (SPRE) has a higher volatility of 4.70% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.50%. This indicates that SPRE's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPREFAARDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

2.50%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

9.71%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

13.62%

13.36%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.79%

12.95%

+5.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.41%

11.53%

+6.88%

SPRE vs. FAAR - Expense Ratio Comparison

SPRE has a 0.69% expense ratio, which is lower than FAAR's 0.95% expense ratio.


Dividends

SPRE vs. FAAR - Dividend Comparison

SPRE's dividend yield for the trailing twelve months is around 3.78%, less than FAAR's 9.57% yield.


PositionTTM202520242023202220212020201920182017
FAAR
First Trust Alternative Absolute Return Strategy ETF
9.57%11.63%3.45%3.20%5.82%6.49%3.05%1.02%0.58%2.83%
SPRE
SP Funds S&P Global REIT Sharia ETF
3.78%4.10%4.13%4.16%4.17%2.83%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SPRE and FAAR have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPRE has higher volatility (4.70%) compared to FAAR (2.50%). In terms of maximum drawdown, SPRE dropped -38.34% vs FAAR's -18.03%.

On 5-year performance, FAAR leads with 8.03% vs 1.92% for SPRE. On fees, SPRE is cheaper at 0.69% per year. On volatility, FAAR has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FAAR has performed better with a 8.03% return vs 1.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPRE is cheaper with a 0.69% expense ratio, compared with 0.95% for FAAR.

FAAR has the higher dividend yield at 9.57%, compared with 3.78% for SPRE.

SPRE is categorized as REIT, while FAAR is Commodities. They also come from different issuers: Toroso Investments and First Trust. Their fees differ too: 0.69% for SPRE and 0.95% for FAAR.

FAAR currently has the higher Sharpe Ratio (2.01 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SPRE and FAAR

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