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SPYJ.DE vs. USRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYJ.DE vs. USRT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) and iShares Core U.S. REIT ETF (USRT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SPYJ.DE is traded in EUR, while USRT is traded in USD. To make them comparable, the USRT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SPYJ.DE achieves a 8.14% return, which is significantly lower than USRT's 17.37% return. Over the past 10 years, SPYJ.DE has underperformed USRT with an annualized return of 3.00%, while USRT has yielded a comparatively higher 6.29% annualized return.


SPYJ.DE

1D
0.05%
1M
-0.54%
YTD
8.14%
6M
7.27%
1Y
10.19%
3Y*
5.92%
5Y*
2.31%
10Y*
3.00%

USRT

1D
1.69%
1M
2.13%
YTD
17.37%
6M
15.78%
1Y
17.30%
3Y*
9.48%
5Y*
6.35%
10Y*
6.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYJ.DE vs. USRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYJ.DE
SPDR Dow Jones Global Real Estate UCITS ETF
8.14%-2.34%4.88%7.77%-20.64%41.31%-18.77%23.49%-0.95%-3.79%
USRT
iShares Core U.S. REIT ETF
17.37%-9.72%15.75%10.23%-19.75%53.98%-15.64%28.82%-0.20%-7.67%

Correlation

The correlation between SPYJ.DE and USRT is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.59

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

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2012

0.59

The correlation between SPYJ.DE and USRT has been stable across timeframes, ranging from 0.54 to 0.59 - a consistent structural relationship.

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Return for Risk

SPYJ.DE vs. USRT — Risk / Return Rank

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

SPYJ.DE
SPYJ.DE Risk / Return Rank: 2727
Overall Rank
SPYJ.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SPYJ.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
SPYJ.DE Omega Ratio Rank: 2525
Omega Ratio Rank
SPYJ.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SPYJ.DE Martin Ratio Rank: 3131
Martin Ratio Rank

USRT
USRT Risk / Return Rank: 4141
Overall Rank
USRT Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
USRT Sortino Ratio Rank: 3737
Sortino Ratio Rank
USRT Omega Ratio Rank: 3737
Omega Ratio Rank
USRT Calmar Ratio Rank: 4747
Calmar Ratio Rank
USRT Martin Ratio Rank: 4545
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.

SPYJ.DE vs. USRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) and iShares Core U.S. REIT ETF (USRT). 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.


SPYJ.DEUSRTDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.16

1.24

-0.07

Calmar ratioReturn relative to maximum drawdown

1.46

2.64

-1.18

Martin ratioReturn relative to average drawdown

4.40

6.34

-1.95

SPYJ.DE vs. USRT - Sharpe Ratio Comparison

The current SPYJ.DE Sharpe Ratio is 0.90, which is lower than the USRT Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SPYJ.DE and USRT, 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


SPYJ.DEUSRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

1.30

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.35

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.29

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.26

+0.07

Drawdowns

SPYJ.DE vs. USRT - Drawdown Comparison

The maximum SPYJ.DE drawdown since its inception was -42.92%, smaller than the maximum USRT drawdown of -65.71%. Use the drawdown chart below to compare losses from any high point for SPYJ.DE and USRT.


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Drawdown Indicators


SPYJ.DEUSRTDifference

Max Drawdown

Largest peak-to-trough decline

-42.92%

-65.71%

+22.79%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-6.59%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-20.29%

-21.62%

+1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-30.71%

-29.01%

-1.70%

Max Drawdown (10Y)

Largest decline over 10 years

-42.92%

-43.86%

+0.94%

Current Drawdown

Current decline from peak

-7.72%

-0.43%

-7.29%

Average Drawdown

Average peak-to-trough decline

-11.10%

-13.87%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.73%

-0.42%

Volatility

SPYJ.DE vs. USRT - Volatility Comparison

The current volatility for SPDR Dow Jones Global Real Estate UCITS ETF (SPYJ.DE) is 3.15%, while iShares Core U.S. REIT ETF (USRT) has a volatility of 3.83%. This indicates that SPYJ.DE experiences smaller price fluctuations and is considered to be less risky than USRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYJ.DEUSRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

3.83%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

8.50%

9.42%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

11.29%

13.34%

-2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.11%

18.37%

-3.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

21.52%

-4.56%

SPYJ.DE vs. USRT - Expense Ratio Comparison

SPYJ.DE has a 0.40% expense ratio, which is higher than USRT's 0.08% expense ratio.


Dividends

SPYJ.DE vs. USRT - Dividend Comparison

SPYJ.DE's dividend yield for the trailing twelve months is around 2.57%, less than USRT's 2.62% yield.


PositionTTM20252024202320222021202020192018201720162015
SPYJ.DE
SPDR Dow Jones Global Real Estate UCITS ETF
2.57%2.80%2.70%2.67%2.91%1.76%2.70%3.16%4.36%4.02%2.53%2.10%
USRT
iShares Core U.S. REIT ETF
2.62%3.07%2.85%3.18%3.46%2.27%3.12%3.34%5.66%3.44%3.98%3.59%

Frequently Asked Questions


SPYJ.DE and USRT have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USRT is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USRT is cheaper with a 0.08% expense ratio, compared with 0.40% for SPYJ.DE.

SPYJ.DE tracks Dow Jones Global Select Real Estate Securities, while USRT tracks FTSE NAREIT Equity REITs Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.40% for SPYJ.DE and 0.08% for USRT.

Portfolio Optimizer

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