TRET.AS vs. XEON.DE
Compare and contrast key facts about VanEck Global Real Estate UCITS ETF (TRET.AS) and Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE).
TRET.AS and XEON.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. XEON.DE is a passively managed fund by Xtrackers that tracks the performance of the Solactive €STR +8.5 Daily Index. It was launched on May 27, 2007. Both TRET.AS and XEON.DE 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: TRET.AS or XEON.DE.
Key characteristics
| TRET.AS | XEON.DE | |
|---|---|---|
| YTD Return | 12.86% | 3.10% |
| 1Y Return | 26.19% | 3.93% |
| 3Y Return (Ann) | 1.59% | 2.03% |
| 5Y Return (Ann) | 2.43% | 0.99% |
| 10Y Return (Ann) | 5.76% | 0.29% |
| Sharpe Ratio | 2.10 | 18.03 |
| Sortino Ratio | 3.13 | 82.35 |
| Omega Ratio | 1.39 | 22.93 |
| Calmar Ratio | 0.30 | 4.07 |
| Martin Ratio | 12.96 | 1,329.43 |
| Ulcer Index | 2.29% | 0.00% |
| Daily Std Dev | 14.27% | 0.21% |
| Max Drawdown | -99.19% | -3.71% |
| Current Drawdown | -97.91% | 0.00% |
Correlation
The correlation between TRET.AS and XEON.DE is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TRET.AS vs. XEON.DE - Performance Comparison
In the year-to-date period, TRET.AS achieves a 12.86% return, which is significantly higher than XEON.DE's 3.10% return. Over the past 10 years, TRET.AS has outperformed XEON.DE with an annualized return of 5.76%, while XEON.DE has yielded a comparatively lower 0.29% annualized return. 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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TRET.AS vs. XEON.DE - Expense Ratio Comparison
TRET.AS has a 0.25% expense ratio, which is higher than XEON.DE'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
TRET.AS vs. XEON.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Global Real Estate UCITS ETF (TRET.AS) and Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.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.
Dividends
TRET.AS vs. XEON.DE - Dividend Comparison
TRET.AS's dividend yield for the trailing twelve months is around 3.32%, while XEON.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRET.AS VanEck Global Real Estate UCITS ETF | 3.32% | 3.67% | 4.68% | 1.78% | 4.43% | 3.33% | 4.31% | 3.16% | 3.13% | 2.55% | 2.70% | 3.01% |
XEON.DE Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TRET.AS vs. XEON.DE - Drawdown Comparison
The maximum TRET.AS drawdown since its inception was -99.19%, which is greater than XEON.DE's maximum drawdown of -3.71%. Use the drawdown chart below to compare losses from any high point for TRET.AS and XEON.DE. For additional features, visit the drawdowns tool.
Volatility
TRET.AS vs. XEON.DE - Volatility Comparison
VanEck Global Real Estate UCITS ETF (TRET.AS) has a higher volatility of 2.53% compared to Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C (XEON.DE) at 1.40%. This indicates that TRET.AS's price experiences larger fluctuations and is considered to be riskier than XEON.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.