TREG.L vs. BBOX.L
Compare and contrast key facts about VanEck Global Real Estate UCITS ETF (TREG.L) and Tritax Big Box REIT plc (BBOX.L).
TREG.L is a passively managed fund by VanEck that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Apr 14, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TREG.L or BBOX.L.
Key characteristics
| TREG.L | BBOX.L | |
|---|---|---|
| YTD Return | 5.47% | -7.87% |
| 1Y Return | 24.32% | 18.84% |
| 3Y Return (Ann) | 53.77% | -8.68% |
| 5Y Return (Ann) | 30.91% | 4.09% |
| 10Y Return (Ann) | 15.17% | 14.49% |
| Sharpe Ratio | 1.78 | 0.74 |
| Sortino Ratio | 2.63 | 1.26 |
| Omega Ratio | 1.33 | 1.15 |
| Calmar Ratio | 0.94 | 0.46 |
| Martin Ratio | 7.61 | 2.91 |
| Ulcer Index | 3.36% | 6.40% |
| Daily Std Dev | 14.39% | 25.09% |
| Max Drawdown | -44.32% | -48.58% |
| Current Drawdown | -10.55% | -31.59% |
Correlation
The correlation between TREG.L and BBOX.L is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
TREG.L vs. BBOX.L - Performance Comparison
In the year-to-date period, TREG.L achieves a 5.47% return, which is significantly higher than BBOX.L's -7.87% return. Both investments have delivered pretty close results over the past 10 years, with TREG.L having a 15.17% annualized return and BBOX.L not far behind at 14.49%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
TREG.L vs. BBOX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Global Real Estate UCITS ETF (TREG.L) and Tritax Big Box REIT plc (BBOX.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.
Dividends
TREG.L vs. BBOX.L - Dividend Comparison
TREG.L's dividend yield for the trailing twelve months is around 233.56%, more than BBOX.L's 4.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TREG.L VanEck Global Real Estate UCITS ETF | 233.56% | 258.75% | 147.22% | 44.99% | 4.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BBOX.L Tritax Big Box REIT plc | 4.97% | 5.02% | 5.01% | 2.61% | 3.81% | 4.58% | 5.09% | 4.30% | 5.56% | 42.16% | 3.17% |
Drawdowns
TREG.L vs. BBOX.L - Drawdown Comparison
The maximum TREG.L drawdown since its inception was -44.32%, smaller than the maximum BBOX.L drawdown of -48.58%. Use the drawdown chart below to compare losses from any high point for TREG.L and BBOX.L. For additional features, visit the drawdowns tool.
Volatility
TREG.L vs. BBOX.L - Volatility Comparison
The current volatility for VanEck Global Real Estate UCITS ETF (TREG.L) is 2.89%, while Tritax Big Box REIT plc (BBOX.L) has a volatility of 5.31%. This indicates that TREG.L experiences smaller price fluctuations and is considered to be less risky than BBOX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.