TRET.DE vs. IWDP.L
Compare and contrast key facts about VanEck Global Real Estate UCITS ETF (TRET.DE) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L).
TRET.DE and IWDP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TRET.DE is a passively managed fund by VanEck that tracks the performance of the GPR Global 100. It was launched on Apr 14, 2011. IWDP.L is a passively managed fund by iShares that tracks the performance of the FTSE EPRA Nareit Global TR USD. It was launched on Oct 20, 2006. Both TRET.DE and IWDP.L 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.DE or IWDP.L.
Key characteristics
| TRET.DE | IWDP.L | |
|---|---|---|
| YTD Return | 8.58% | 2.43% |
| 1Y Return | 24.35% | 16.41% |
| 3Y Return (Ann) | -1.80% | -4.83% |
| 5Y Return (Ann) | 0.02% | -2.42% |
| Sharpe Ratio | 1.55 | 1.01 |
| Sortino Ratio | 2.29 | 1.49 |
| Omega Ratio | 1.27 | 1.18 |
| Calmar Ratio | 0.76 | 0.45 |
| Martin Ratio | 8.02 | 2.77 |
| Ulcer Index | 2.51% | 4.47% |
| Daily Std Dev | 13.38% | 12.72% |
| Max Drawdown | -42.38% | -62.78% |
| Current Drawdown | -11.29% | -16.70% |
Correlation
The correlation between TRET.DE and IWDP.L is 0.91, 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
TRET.DE vs. IWDP.L - Performance Comparison
In the year-to-date period, TRET.DE achieves a 8.58% return, which is significantly higher than IWDP.L's 2.43% 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.DE vs. IWDP.L - Expense Ratio Comparison
TRET.DE has a 0.25% expense ratio, which is lower than IWDP.L's 0.59% expense ratio.
Risk-Adjusted Performance
TRET.DE vs. IWDP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Global Real Estate UCITS ETF (TRET.DE) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L). 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.DE vs. IWDP.L - Dividend Comparison
TRET.DE has not paid dividends to shareholders, while IWDP.L's dividend yield for the trailing twelve months is around 3.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRET.DE VanEck Global Real Estate UCITS ETF | 0.00% | 0.83% | 4.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP | 3.08% | 3.14% | 3.55% | 2.17% | 3.11% | 3.02% | 3.81% | 3.05% | 2.97% | 2.93% | 2.64% | 3.13% |
Drawdowns
TRET.DE vs. IWDP.L - Drawdown Comparison
The maximum TRET.DE drawdown since its inception was -42.38%, smaller than the maximum IWDP.L drawdown of -62.78%. Use the drawdown chart below to compare losses from any high point for TRET.DE and IWDP.L. For additional features, visit the drawdowns tool.
Volatility
TRET.DE vs. IWDP.L - Volatility Comparison
VanEck Global Real Estate UCITS ETF (TRET.DE) and iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) have volatilities of 4.35% and 4.25%, 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.