SXR8.DE vs. TRET.AS
Compare and contrast key facts about iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and VanEck Global Real Estate UCITS ETF (TRET.AS).
SXR8.DE and TRET.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010. TRET.AS 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. Both SXR8.DE and TRET.AS 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: SXR8.DE or TRET.AS.
Key characteristics
| SXR8.DE | TRET.AS | |
|---|---|---|
| YTD Return | 24.84% | 13.61% |
| 1Y Return | 31.00% | 26.40% |
| 3Y Return (Ann) | 12.82% | 1.81% |
| 5Y Return (Ann) | 16.16% | 2.58% |
| 10Y Return (Ann) | 15.30% | 5.83% |
| Sharpe Ratio | 3.17 | 2.32 |
| Sortino Ratio | 4.15 | 3.43 |
| Omega Ratio | 1.64 | 1.43 |
| Calmar Ratio | 4.30 | 0.33 |
| Martin Ratio | 19.21 | 14.27 |
| Ulcer Index | 1.85% | 2.29% |
| Daily Std Dev | 11.37% | 14.28% |
| Max Drawdown | -33.78% | -99.19% |
| Current Drawdown | -0.06% | -97.90% |
Correlation
The correlation between SXR8.DE and TRET.AS is 0.64, 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
SXR8.DE vs. TRET.AS - Performance Comparison
In the year-to-date period, SXR8.DE achieves a 24.84% return, which is significantly higher than TRET.AS's 13.61% return. Over the past 10 years, SXR8.DE has outperformed TRET.AS with an annualized return of 15.30%, while TRET.AS has yielded a comparatively lower 5.83% annualized return. 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.
SXR8.DE vs. TRET.AS - Expense Ratio Comparison
SXR8.DE has a 0.12% expense ratio, which is lower than TRET.AS's 0.25% expense ratio. Despite the difference, 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
SXR8.DE vs. TRET.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and VanEck Global Real Estate UCITS ETF (TRET.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.
Dividends
SXR8.DE vs. TRET.AS - Dividend Comparison
SXR8.DE has not paid dividends to shareholders, while TRET.AS's dividend yield for the trailing twelve months is around 3.30%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRET.AS VanEck Global Real Estate UCITS ETF | 3.30% | 3.67% | 4.68% | 1.78% | 4.43% | 3.33% | 4.31% | 3.16% | 3.13% | 2.55% | 2.70% | 3.01% |
Drawdowns
SXR8.DE vs. TRET.AS - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum TRET.AS drawdown of -99.19%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and TRET.AS. For additional features, visit the drawdowns tool.
Volatility
SXR8.DE vs. TRET.AS - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 2.20%, while VanEck Global Real Estate UCITS ETF (TRET.AS) has a volatility of 2.56%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than TRET.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.