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TRET.AS vs. REET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRET.AS vs. REET - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Global Real Estate UCITS ETF (TRET.AS) and iShares Global REIT ETF (REET). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TRET.AS is traded in EUR, while REET is traded in USD. To make them comparable, the REET values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, TRET.AS achieves a 5.12% return, which is significantly lower than REET's 9.36% return. Over the past 10 years, TRET.AS has underperformed REET with an annualized return of 3.57%, while REET has yielded a comparatively higher 3.77% annualized return.


TRET.AS

1D
0.49%
1M
-2.14%
YTD
5.12%
6M
3.98%
1Y
8.27%
3Y*
7.75%
5Y*
3.23%
10Y*
3.57%

REET

1D
0.07%
1M
-0.03%
YTD
9.36%
6M
8.28%
1Y
10.00%
3Y*
6.29%
5Y*
3.18%
10Y*
3.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRET.AS vs. REET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRET.AS
VanEck Global Real Estate UCITS ETF
5.12%1.05%8.21%9.09%-21.18%40.50%-14.55%21.60%0.17%-3.69%
REET
iShares Global REIT ETF
9.36%-4.84%9.42%6.97%-19.40%42.34%-17.86%27.23%-0.83%-5.73%

Correlation

The correlation between TRET.AS and REET is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.61

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

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2014

0.63

The correlation between TRET.AS and REET has been stable across timeframes, ranging from 0.54 to 0.63 - a consistent structural relationship.

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Return for Risk

TRET.AS vs. REET — Risk / Return Rank

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

TRET.AS
TRET.AS Risk / Return Rank: 2121
Overall Rank
TRET.AS Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
TRET.AS Sortino Ratio Rank: 2020
Sortino Ratio Rank
TRET.AS Omega Ratio Rank: 1919
Omega Ratio Rank
TRET.AS Calmar Ratio Rank: 2222
Calmar Ratio Rank
TRET.AS Martin Ratio Rank: 2424
Martin Ratio Rank

REET
REET Risk / Return Rank: 2828
Overall Rank
REET Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
REET Sortino Ratio Rank: 2626
Sortino Ratio Rank
REET Omega Ratio Rank: 2727
Omega Ratio Rank
REET Calmar Ratio Rank: 2828
Calmar Ratio Rank
REET Martin Ratio Rank: 3232
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.

TRET.AS vs. REET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Global Real Estate UCITS ETF (TRET.AS) and iShares Global REIT ETF (REET). 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.


TRET.ASREETDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.12

1.16

-0.04

Calmar ratioReturn relative to maximum drawdown

1.01

1.35

-0.34

Martin ratioReturn relative to average drawdown

3.28

4.00

-0.73

TRET.AS vs. REET - Sharpe Ratio Comparison

The current TRET.AS Sharpe Ratio is 0.69, which is comparable to the REET Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of TRET.AS and REET, 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


TRET.ASREETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.88

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.20

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.20

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.32

-0.32

Drawdowns

TRET.AS vs. REET - Drawdown Comparison

The maximum TRET.AS drawdown since its inception was -99.19%, which is greater than REET's maximum drawdown of -44.24%. Use the drawdown chart below to compare losses from any high point for TRET.AS and REET.


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Drawdown Indicators


TRET.ASREETDifference

Max Drawdown

Largest peak-to-trough decline

-99.19%

-44.24%

-54.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

-7.44%

-0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-17.23%

-19.45%

+2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-30.50%

-28.89%

-1.61%

Max Drawdown (10Y)

Largest decline over 10 years

-41.80%

-44.24%

+2.44%

Current Drawdown

Current decline from peak

-97.59%

-4.45%

-93.14%

Average Drawdown

Average peak-to-trough decline

-96.63%

-10.56%

-86.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.50%

+0.01%

Volatility

TRET.AS vs. REET - Volatility Comparison

VanEck Global Real Estate UCITS ETF (TRET.AS) has a higher volatility of 3.81% compared to iShares Global REIT ETF (REET) at 3.35%. This indicates that TRET.AS's price experiences larger fluctuations and is considered to be riskier than REET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRET.ASREETDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

3.35%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.01%

8.32%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

11.46%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

15.92%

-1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

18.58%

-2.33%

TRET.AS vs. REET - Expense Ratio Comparison

TRET.AS has a 0.25% expense ratio, which is higher than REET's 0.14% 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

TRET.AS vs. REET - Dividend Comparison

TRET.AS's dividend yield for the trailing twelve months is around 4.51%, more than REET's 3.42% yield.


PositionTTM20252024202320222021202020192018201720162015
REET
iShares Global REIT ETF
3.42%3.67%3.64%3.27%2.43%3.18%2.65%5.25%5.73%3.84%5.37%3.56%
TRET.AS
VanEck Global Real Estate UCITS ETF
4.51%3.66%3.41%3.67%4.68%1.78%4.43%3.33%4.31%3.16%3.13%2.55%

Frequently Asked Questions


TRET.AS and REET have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, REET is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

REET is cheaper with a 0.14% expense ratio, compared with 0.25% for TRET.AS.

TRET.AS tracks FTSE EPRA Nareit Global TR USD, while REET tracks FTSE EPRA/NAREIT Global REIT Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.25% for TRET.AS and 0.14% for REET.

Portfolio Optimizer

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