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TREG.L vs. CRPA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TREG.L vs. CRPA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Global Real Estate UCITS ETF (TREG.L) and iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TREG.L is traded in GBP, while CRPA.L is traded in USD. To make them comparable, the CRPA.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, TREG.L achieves a 2.95% return, which is significantly higher than CRPA.L's 0.24% return.


TREG.L

1D
-0.38%
1M
-3.10%
YTD
2.95%
6M
1.90%
1Y
10.15%
3Y*
7.67%
5Y*
3.19%
10Y*

CRPA.L

1D
-0.14%
1M
0.95%
YTD
0.24%
6M
-0.13%
1Y
5.76%
3Y*
3.10%
5Y*
1.09%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TREG.L vs. CRPA.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
TREG.L
VanEck Global Real Estate UCITS ETF
2.95%6.62%2.78%7.64%-16.77%31.33%-10.04%10.49%
CRPA.L
iShares Global Corporate Bond UCITS ETF USD (Acc)
0.24%2.14%2.88%3.91%-6.39%-2.74%6.84%7.67%

Correlation

The correlation between TREG.L and CRPA.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.40

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

0.31

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2019

0.30

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Return for Risk

TREG.L vs. CRPA.L — Risk / Return Rank

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

TREG.L
TREG.L Risk / Return Rank: 2424
Overall Rank
TREG.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
TREG.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
TREG.L Omega Ratio Rank: 2323
Omega Ratio Rank
TREG.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
TREG.L Martin Ratio Rank: 2525
Martin Ratio Rank

CRPA.L
CRPA.L Risk / Return Rank: 2828
Overall Rank
CRPA.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CRPA.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
CRPA.L Omega Ratio Rank: 2626
Omega Ratio Rank
CRPA.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
CRPA.L Martin Ratio Rank: 3030
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.

TREG.L vs. CRPA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Global Real Estate UCITS ETF (TREG.L) and iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.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.


TREG.LCRPA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.16

1.16

-0.01

Calmar ratioReturn relative to maximum drawdown

1.08

1.40

-0.32

Martin ratioReturn relative to average drawdown

3.50

3.28

+0.22

TREG.L vs. CRPA.L - Sharpe Ratio Comparison

The current TREG.L Sharpe Ratio is 0.89, which is comparable to the CRPA.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of TREG.L and CRPA.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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Sharpe Ratios by Period


TREG.LCRPA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.93

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.14

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.28

-0.05

Drawdowns

TREG.L vs. CRPA.L - Drawdown Comparison

The maximum TREG.L drawdown since its inception was -35.66%, which is greater than CRPA.L's maximum drawdown of -15.34%. Use the drawdown chart below to compare losses from any high point for TREG.L and CRPA.L.


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Drawdown Indicators


TREG.LCRPA.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.66%

-15.34%

-20.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-4.10%

-5.29%

Max Drawdown (3Y)

Largest decline over 3 years

-15.30%

-6.12%

-9.18%

Max Drawdown (5Y)

Largest decline over 5 years

-26.89%

-12.43%

-14.46%

Current Drawdown

Current decline from peak

-6.88%

-3.63%

-3.25%

Average Drawdown

Average peak-to-trough decline

-10.40%

-6.28%

-4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

1.75%

+1.14%

Volatility

TREG.L vs. CRPA.L - Volatility Comparison

VanEck Global Real Estate UCITS ETF (TREG.L) has a higher volatility of 3.46% compared to iShares Global Corporate Bond UCITS ETF USD (Acc) (CRPA.L) at 1.87%. This indicates that TREG.L's price experiences larger fluctuations and is considered to be riskier than CRPA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TREG.LCRPA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.46%

1.87%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

5.08%

+4.07%

Volatility (1Y)

Calculated over the trailing 1-year period

11.40%

6.19%

+5.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.66%

7.92%

+6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.97%

8.35%

+8.62%

TREG.L vs. CRPA.L - Expense Ratio Comparison

TREG.L has a 0.25% expense ratio, which is higher than CRPA.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TREG.L vs. CRPA.L - Dividend Comparison

TREG.L's dividend yield for the trailing twelve months is around 3.43%, while CRPA.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
CRPA.L
iShares Global Corporate Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TREG.L
VanEck Global Real Estate UCITS ETF
3.43%3.57%3.48%3.64%4.54%1.82%4.49%3.41%

Frequently Asked Questions


TREG.L and CRPA.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CRPA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CRPA.L is cheaper with a 0.20% expense ratio, compared with 0.25% for TREG.L.

TREG.L is categorized as REIT, while CRPA.L is Global Corporate Bonds. TREG.L tracks FTSE EPRA Nareit Global TR USD, while CRPA.L tracks Bloomberg Gbl Agg Corp TR USD. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.25% for TREG.L and 0.20% for CRPA.L.

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