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

Performance

TRET.AS vs. TRET.DE - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with TRET.AS having a 5.17% return and TRET.DE slightly higher at 5.31%.


TRET.AS

1D
0.05%
1M
-2.38%
YTD
5.17%
6M
3.91%
1Y
8.39%
3Y*
7.79%
5Y*
3.24%
10Y*
3.57%

TRET.DE

1D
0.19%
1M
-1.75%
YTD
5.31%
6M
4.13%
1Y
8.78%
3Y*
7.84%
5Y*
3.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRET.AS vs. TRET.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TRET.AS
VanEck Global Real Estate UCITS ETF
5.17%1.05%8.21%9.09%-21.18%40.50%-14.55%21.60%-6.21%
TRET.DE
VanEck Global Real Estate UCITS ETF
5.31%1.87%6.86%9.89%-21.28%40.76%-15.21%22.15%-7.54%

Correlation

The correlation between TRET.AS and TRET.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.92

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

0.94

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

0.95

The correlation between TRET.AS and TRET.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

TRET.AS vs. TRET.DE — 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: 2222
Overall Rank
TRET.AS Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TRET.AS Sortino Ratio Rank: 2121
Sortino Ratio Rank
TRET.AS Omega Ratio Rank: 2020
Omega Ratio Rank
TRET.AS Calmar Ratio Rank: 2323
Calmar Ratio Rank
TRET.AS Martin Ratio Rank: 2525
Martin Ratio Rank

TRET.DE
TRET.DE Risk / Return Rank: 2323
Overall Rank
TRET.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TRET.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
TRET.DE Omega Ratio Rank: 2121
Omega Ratio Rank
TRET.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
TRET.DE Martin Ratio Rank: 2525
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. TRET.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Global Real Estate UCITS ETF (TRET.AS) and VanEck Global Real Estate UCITS ETF (TRET.DE). 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.ASTRET.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.13

1.13

-0.01

Calmar ratioReturn relative to maximum drawdown

1.02

1.05

-0.02

Martin ratioReturn relative to average drawdown

3.30

3.38

-0.08

TRET.AS vs. TRET.DE - Sharpe Ratio Comparison

The current TRET.AS Sharpe Ratio is 0.70, which is comparable to the TRET.DE Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of TRET.AS and TRET.DE, 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.ASTRET.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

0.75

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.21

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.22

-0.22

Drawdowns

TRET.AS vs. TRET.DE - Drawdown Comparison

The maximum TRET.AS drawdown since its inception was -99.19%, which is greater than TRET.DE's maximum drawdown of -41.75%. Use the drawdown chart below to compare losses from any high point for TRET.AS and TRET.DE.


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Drawdown Indicators


TRET.ASTRET.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.19%

-41.75%

-57.44%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

-8.35%

+0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-17.23%

-18.60%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-30.50%

-30.36%

-0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-41.80%

Current Drawdown

Current decline from peak

-97.59%

-4.46%

-93.13%

Average Drawdown

Average peak-to-trough decline

-96.63%

-12.19%

-84.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.59%

-0.07%

Volatility

TRET.AS vs. TRET.DE - Volatility Comparison

VanEck Global Real Estate UCITS ETF (TRET.AS) has a higher volatility of 3.66% compared to VanEck Global Real Estate UCITS ETF (TRET.DE) at 3.05%. This indicates that TRET.AS's price experiences larger fluctuations and is considered to be riskier than TRET.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRET.ASTRET.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.66%

3.05%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

9.01%

9.21%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

11.81%

11.66%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.87%

15.15%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

17.83%

-1.58%

TRET.AS vs. TRET.DE - Expense Ratio Comparison

Both TRET.AS and TRET.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

TRET.AS vs. TRET.DE - Dividend Comparison

TRET.AS's dividend yield for the trailing twelve months is around 3.49%, which matches TRET.DE's 3.48% yield.


PositionTTM20252024202320222021202020192018201720162015
TRET.AS
VanEck Global Real Estate UCITS ETF
3.49%3.66%3.41%3.67%4.68%1.78%4.43%3.33%4.31%3.16%3.13%2.55%
TRET.DE
VanEck Global Real Estate UCITS ETF
3.48%3.66%3.44%3.66%4.69%1.78%4.45%3.31%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, TRET.AS and TRET.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

TRET.AS and TRET.DE have the same expense ratio: 0.25% per year.

TRET.AS tracks FTSE EPRA Nareit Global TR USD, while TRET.DE tracks GPR Global 100.

Portfolio Optimizer

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