TEET.L vs. TREG.L
TEET.L (VanEck European Equal Weight Screened UCITS ETF) and TREG.L (VanEck Global Real Estate UCITS ETF) are both exchange-traded funds - TEET.L is a Europe Equities fund tracking the VanEck European Equal Weight Screened UCITS ETF, while TREG.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD. Both are passively managed. Over the past 10 years, TEET.L returned 11.68%/yr vs 2.16%/yr for TREG.L. A 0.53 correlation means they provide meaningful diversification when combined. TEET.L charges 0.40%/yr vs 0.25%/yr for TREG.L.
Performance
TEET.L vs. TREG.L - Performance Comparison
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Different Trading Currencies
TEET.L is traded in USD, while TREG.L is traded in GBP. To make them comparable, the TREG.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, TEET.L achieves a 6.60% return, which is significantly lower than TREG.L's 9.88% return. Over the past 10 years, TEET.L has outperformed TREG.L with an annualized return of 11.68%, while TREG.L has yielded a comparatively lower 2.16% annualized return.
TEET.L
- 1D
- -0.53%
- 1M
- -1.05%
- 6M
- 4.97%
- YTD
- 6.60%
- 1Y
- 17.45%
- 3Y*
- 16.68%
- 5Y*
- 10.23%
- 10Y*
- 11.68%
TREG.L
- 1D
- 0.32%
- 1M
- 1.74%
- 6M
- 8.50%
- YTD
- 9.88%
- 1Y
- 16.50%
- 3Y*
- 11.09%
- 5Y*
- 2.86%
- 10Y*
- 2.16%
TEET.L vs. TREG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TEET.L VanEck European Equal Weight Screened UCITS ETF | 6.60% | 36.69% | 5.24% | 23.87% | -16.69% | 17.73% | 5.97% | 39.97% | -9.19% | 10.18% |
TREG.L VanEck Global Real Estate UCITS ETF | 9.88% | 14.68% | 1.06% | 13.30% | -25.65% | 30.14% | -7.29% | 7.67% | -5.85% | 5.00% |
Correlation
The correlation between TEET.L and TREG.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2014 | 0.53 |
The correlation between TEET.L and TREG.L shifts across timeframes, from 0.42 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TEET.L vs. TREG.L — Risk / Return Rank
TEET.L
TREG.L
TEET.L vs. TREG.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck European Equal Weight Screened UCITS ETF (TEET.L) and VanEck Global Real Estate UCITS ETF (TREG.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.
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.
| TEET.L | TREG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.50 | -0.18 |
| Martin ratioReturn relative to average drawdown | 4.82 | 5.11 | -0.29 |
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Drawdowns
TEET.L vs. TREG.L - Drawdown Comparison
The maximum TEET.L drawdown since its inception was -37.34%, smaller than the maximum TREG.L drawdown of -52.53%. Use the drawdown chart below to compare losses from any high point for TEET.L and TREG.L.
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Drawdown Indicators
| TEET.L | TREG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.34% | -52.53% | +15.19% |
Max Drawdown (1Y)Largest decline over 1 year | -12.35% | -10.92% | -1.43% |
Max Drawdown (3Y)Largest decline over 3 years | -15.53% | -17.05% | +1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -34.03% | -33.44% | -0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -37.34% | -43.09% | +5.75% |
Current DrawdownCurrent decline from peak | -2.26% | -0.98% | -1.28% |
Average DrawdownAverage peak-to-trough decline | -7.20% | -16.86% | +9.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 3.22% | +0.17% |
Volatility
TEET.L vs. TREG.L - Volatility Comparison
VanEck European Equal Weight Screened UCITS ETF (TEET.L) has a higher volatility of 4.76% compared to VanEck Global Real Estate UCITS ETF (TREG.L) at 3.73%. This indicates that TEET.L's price experiences larger fluctuations and is considered to be riskier than TREG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TEET.L | TREG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 3.73% | +1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 14.79% | 10.17% | +4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.16% | 12.43% | +4.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.75% | 16.74% | +2.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.11% | 18.15% | +0.96% |
TEET.L vs. TREG.L - Expense Ratio Comparison
TEET.L has a 0.40% expense ratio, which is higher than TREG.L's 0.25% expense ratio.
Dividends
TEET.L vs. TREG.L - Dividend Comparison
TEET.L's dividend yield for the trailing twelve months is around 2.68%, less than TREG.L's 3.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
TEET.L VanEck European Equal Weight Screened UCITS ETF | 2.68% | 2.41% | 2.84% | 2.58% | 2.92% | 2.60% | 2.20% | 3.69% | 4.29% | 2.69% |
TREG.L VanEck Global Real Estate UCITS ETF | 3.34% | 3.57% | 3.48% | 3.64% | 4.54% | 1.82% | 4.49% | 3.41% | 3.83% | 2.79% |
Frequently Asked Questions
TEET.L and TREG.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TREG.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TREG.L is cheaper with a 0.25% expense ratio, compared with 0.40% for TEET.L.
TEET.L is categorized as Europe Equities, while TREG.L is REIT. TEET.L tracks VanEck European Equal Weight Screened UCITS ETF, while TREG.L tracks FTSE EPRA Nareit Global TR USD. Their fees differ too: 0.40% for TEET.L and 0.25% for TREG.L.
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