TREG.L vs. EPRA.L
Compare and contrast key facts about VanEck Global Real Estate UCITS ETF (TREG.L) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L).
TREG.L and EPRA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. EPRA.L is a passively managed fund by Amundi that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Nov 11, 2016. Both TREG.L and EPRA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TREG.L or EPRA.L.
Key characteristics
| TREG.L | EPRA.L | |
|---|---|---|
| YTD Return | 5.47% | 5.40% |
| 1Y Return | 24.32% | 23.79% |
| 3Y Return (Ann) | 53.77% | -1.05% |
| 5Y Return (Ann) | 30.91% | 0.11% |
| Sharpe Ratio | 1.78 | 1.92 |
| Sortino Ratio | 2.63 | 2.83 |
| Omega Ratio | 1.33 | 1.36 |
| Calmar Ratio | 0.94 | 0.99 |
| Martin Ratio | 7.61 | 7.44 |
| Ulcer Index | 3.36% | 3.34% |
| Daily Std Dev | 14.39% | 13.00% |
| Max Drawdown | -44.32% | -35.65% |
| Current Drawdown | -10.55% | -8.31% |
Correlation
The correlation between TREG.L and EPRA.L is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
TREG.L vs. EPRA.L - Performance Comparison
The year-to-date returns for both stocks are quite close, with TREG.L having a 5.47% return and EPRA.L slightly lower at 5.40%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TREG.L vs. EPRA.L - Expense Ratio Comparison
TREG.L has a 0.25% expense ratio, which is higher than EPRA.L's 0.10% 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%.
Risk-Adjusted Performance
TREG.L vs. EPRA.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 Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.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. EPRA.L - Dividend Comparison
TREG.L's dividend yield for the trailing twelve months is around 233.56%, while EPRA.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
TREG.L VanEck Global Real Estate UCITS ETF | 233.56% | 258.75% | 147.22% | 44.99% | 4.49% |
EPRA.L Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TREG.L vs. EPRA.L - Drawdown Comparison
The maximum TREG.L drawdown since its inception was -44.32%, which is greater than EPRA.L's maximum drawdown of -35.65%. Use the drawdown chart below to compare losses from any high point for TREG.L and EPRA.L. For additional features, visit the drawdowns tool.
Volatility
TREG.L vs. EPRA.L - Volatility Comparison
VanEck Global Real Estate UCITS ETF (TREG.L) has a higher volatility of 2.89% compared to Amundi Index FTSE EPRA NAREIT Global UCITS ETF DR (EPRA.L) at 2.61%. This indicates that TREG.L's price experiences larger fluctuations and is considered to be riskier than EPRA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.