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TREG.L vs. IWDP.AS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


TREG.LIWDP.AS
YTD Return5.47%10.71%
1Y Return24.32%30.41%
3Y Return (Ann)53.77%-0.43%
5Y Return (Ann)30.91%0.99%
10Y Return (Ann)15.17%5.06%
Sharpe Ratio1.782.19
Sortino Ratio2.633.26
Omega Ratio1.331.42
Calmar Ratio0.941.06
Martin Ratio7.6111.18
Ulcer Index3.36%2.61%
Daily Std Dev14.39%13.46%
Max Drawdown-44.32%-68.40%
Current Drawdown-10.55%-7.28%

Correlation

-0.50.00.51.00.8

The correlation between TREG.L and IWDP.AS is 0.75, 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. IWDP.AS - Performance Comparison

In the year-to-date period, TREG.L achieves a 5.47% return, which is significantly lower than IWDP.AS's 10.71% return. Over the past 10 years, TREG.L has outperformed IWDP.AS with an annualized return of 15.17%, while IWDP.AS has yielded a comparatively lower 5.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
15.89%
16.62%
TREG.L
IWDP.AS

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TREG.L vs. IWDP.AS - Expense Ratio Comparison

TREG.L has a 0.25% expense ratio, which is lower than IWDP.AS's 0.59% expense ratio.


IWDP.AS
iShares Developed Markets Property Yield UCITS ETF USD (Dist)
Expense ratio chart for IWDP.AS: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for TREG.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

TREG.L vs. IWDP.AS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Global Real Estate UCITS ETF (TREG.L) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS). 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.L
Sharpe ratio
The chart of Sharpe ratio for TREG.L, currently valued at 1.62, compared to the broader market-2.000.002.004.006.001.62
Sortino ratio
The chart of Sortino ratio for TREG.L, currently valued at 2.49, compared to the broader market0.005.0010.002.49
Omega ratio
The chart of Omega ratio for TREG.L, currently valued at 1.32, compared to the broader market1.001.502.002.503.003.501.32
Calmar ratio
The chart of Calmar ratio for TREG.L, currently valued at 0.87, compared to the broader market0.005.0010.0015.000.87
Martin ratio
The chart of Martin ratio for TREG.L, currently valued at 6.78, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.78
IWDP.AS
Sharpe ratio
The chart of Sharpe ratio for IWDP.AS, currently valued at 1.75, compared to the broader market-2.000.002.004.006.001.75
Sortino ratio
The chart of Sortino ratio for IWDP.AS, currently valued at 2.72, compared to the broader market0.005.0010.002.72
Omega ratio
The chart of Omega ratio for IWDP.AS, currently valued at 1.35, compared to the broader market1.001.502.002.503.003.501.35
Calmar ratio
The chart of Calmar ratio for IWDP.AS, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.88
Martin ratio
The chart of Martin ratio for IWDP.AS, currently valued at 7.10, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.10

TREG.L vs. IWDP.AS - Sharpe Ratio Comparison

The current TREG.L Sharpe Ratio is 1.78, which is comparable to the IWDP.AS Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of TREG.L and IWDP.AS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
1.62
1.75
TREG.L
IWDP.AS

Dividends

TREG.L vs. IWDP.AS - Dividend Comparison

TREG.L's dividend yield for the trailing twelve months is around 233.56%, more than IWDP.AS's 3.24% yield.


TTM20232022202120202019201820172016201520142013
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%0.00%
IWDP.AS
iShares Developed Markets Property Yield UCITS ETF USD (Dist)
3.24%3.41%3.91%2.51%3.58%3.25%4.52%3.49%3.44%3.28%3.42%4.07%

Drawdowns

TREG.L vs. IWDP.AS - Drawdown Comparison

The maximum TREG.L drawdown since its inception was -44.32%, smaller than the maximum IWDP.AS drawdown of -68.40%. Use the drawdown chart below to compare losses from any high point for TREG.L and IWDP.AS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%MayJuneJulyAugustSeptemberOctober
-10.87%
-10.66%
TREG.L
IWDP.AS

Volatility

TREG.L vs. IWDP.AS - Volatility Comparison

VanEck Global Real Estate UCITS ETF (TREG.L) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) (IWDP.AS) have volatilities of 2.89% and 2.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.89%
2.76%
TREG.L
IWDP.AS