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TRE.L vs. GLRA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRE.L vs. GLRA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Alerian Disruptive Technology Real Estate UCITS ETF USD (Acc) (TRE.L) and SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap (GLRA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRE.L achieves a 7.87% return, which is significantly lower than GLRA.L's 14.97% return.


TRE.L

1D
0.55%
1M
0.55%
6M
5.05%
YTD
7.87%
1Y
10.69%
3Y*
2.81%
5Y*
10Y*

GLRA.L

1D
1.09%
1M
5.05%
6M
11.87%
YTD
14.97%
1Y
20.84%
3Y*
10.13%
5Y*
2.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRE.L vs. GLRA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
TRE.L
First Trust Alerian Disruptive Technology Real Estate UCITS ETF USD (Acc)
7.87%7.74%-10.98%13.15%-25.64%
GLRA.L
SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap
14.97%10.02%-0.73%11.38%-22.99%

Correlation

The correlation between TRE.L and GLRA.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.85

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2022

0.86

The correlation between TRE.L and GLRA.L has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

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Return for Risk

TRE.L vs. GLRA.L — Risk / Return Rank

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

TRE.L
TRE.L Risk / Return Rank: 3030
Overall Rank
TRE.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TRE.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
TRE.L Omega Ratio Rank: 2626
Omega Ratio Rank
TRE.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
TRE.L Martin Ratio Rank: 3333
Martin Ratio Rank

GLRA.L
GLRA.L Risk / Return Rank: 5959
Overall Rank
GLRA.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GLRA.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
GLRA.L Omega Ratio Rank: 5555
Omega Ratio Rank
GLRA.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
GLRA.L Martin Ratio Rank: 6262
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.

TRE.L vs. GLRA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Alerian Disruptive Technology Real Estate UCITS ETF USD (Acc) (TRE.L) and SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap (GLRA.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.


TRE.LGLRA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.14

1.27

-0.13

Calmar ratioReturn relative to maximum drawdown

1.21

2.20

-0.99

Martin ratioReturn relative to average drawdown

3.74

8.38

-4.65

TRE.L vs. GLRA.L - Sharpe Ratio Comparison

The current TRE.L Sharpe Ratio is 0.81, which is lower than the GLRA.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of TRE.L and GLRA.L, 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

TRE.L vs. GLRA.L - Drawdown Comparison

The maximum TRE.L drawdown since its inception was -35.43%, smaller than the maximum GLRA.L drawdown of -38.24%. Use the drawdown chart below to compare losses from any high point for TRE.L and GLRA.L.


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Drawdown Indicators


TRE.LGLRA.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.43%

-38.24%

+2.81%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

-9.42%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-21.15%

-18.22%

-2.93%

Max Drawdown (5Y)

Largest decline over 5 years

-34.19%

Current Drawdown

Current decline from peak

-14.28%

0.00%

-14.28%

Average Drawdown

Average peak-to-trough decline

-21.59%

-14.85%

-6.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.48%

+0.57%

Volatility

TRE.L vs. GLRA.L - Volatility Comparison

First Trust Alerian Disruptive Technology Real Estate UCITS ETF USD (Acc) (TRE.L) has a higher volatility of 4.97% compared to SPDR® Dow Jones Global Real Estate UCITS ETF USD Cap (GLRA.L) at 4.02%. This indicates that TRE.L's price experiences larger fluctuations and is considered to be riskier than GLRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRE.LGLRA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.97%

4.02%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.13%

10.53%

+0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

13.98%

13.37%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.60%

17.02%

+1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.60%

21.18%

-2.58%

TRE.L vs. GLRA.L - Expense Ratio Comparison

TRE.L has a 0.60% expense ratio, which is higher than GLRA.L's 0.40% expense ratio.


Dividends

TRE.L vs. GLRA.L - Dividend Comparison

Neither TRE.L nor GLRA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


TRE.L and GLRA.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GLRA.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GLRA.L is cheaper with a 0.40% expense ratio, compared with 0.60% for TRE.L.

TRE.L tracks Alerian Disruptive Technology Real Estate Index, while GLRA.L tracks FTSE EPRA Nareit Global TR USD. They also come from different issuers: First Trust and State Street. Their fees differ too: 0.60% for TRE.L and 0.40% for GLRA.L.

Portfolio Optimizer

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