TRET.DE vs. XHB
Compare and contrast key facts about VanEck Global Real Estate UCITS ETF (TRET.DE) and SPDR S&P Homebuilders ETF (XHB).
TRET.DE and XHB 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. XHB is a passively managed fund by State Street that tracks the performance of the S&P Homebuilders Select Industry Index. It was launched on Jan 31, 2006. Both TRET.DE and XHB 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 XHB.
Key characteristics
| TRET.DE | XHB | |
|---|---|---|
| YTD Return | 8.55% | 24.64% |
| 1Y Return | 23.66% | 57.32% |
| 3Y Return (Ann) | -1.41% | 14.33% |
| 5Y Return (Ann) | -0.01% | 22.38% |
| Sharpe Ratio | 1.54 | 2.20 |
| Sortino Ratio | 2.28 | 3.07 |
| Omega Ratio | 1.27 | 1.37 |
| Calmar Ratio | 0.75 | 4.57 |
| Martin Ratio | 7.93 | 11.44 |
| Ulcer Index | 2.51% | 4.83% |
| Daily Std Dev | 13.31% | 25.12% |
| Max Drawdown | -42.38% | -81.61% |
| Current Drawdown | -11.32% | -5.41% |
Correlation
The correlation between TRET.DE and XHB is 0.43, 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
TRET.DE vs. XHB - Performance Comparison
In the year-to-date period, TRET.DE achieves a 8.55% return, which is significantly lower than XHB's 24.64% 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. XHB - Expense Ratio Comparison
TRET.DE has a 0.25% expense ratio, which is lower than XHB's 0.35% expense ratio.
Risk-Adjusted Performance
TRET.DE vs. XHB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Global Real Estate UCITS ETF (TRET.DE) and SPDR S&P Homebuilders ETF (XHB). 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. XHB - Dividend Comparison
TRET.DE has not paid dividends to shareholders, while XHB's dividend yield for the trailing twelve months is around 0.53%.
| 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% |
XHB SPDR S&P Homebuilders ETF | 0.53% | 0.77% | 1.06% | 0.50% | 0.73% | 0.89% | 1.25% | 0.71% | 0.67% | 0.50% | 0.78% | 0.29% |
Drawdowns
TRET.DE vs. XHB - Drawdown Comparison
The maximum TRET.DE drawdown since its inception was -42.38%, smaller than the maximum XHB drawdown of -81.61%. Use the drawdown chart below to compare losses from any high point for TRET.DE and XHB. For additional features, visit the drawdowns tool.
Volatility
TRET.DE vs. XHB - Volatility Comparison
The current volatility for VanEck Global Real Estate UCITS ETF (TRET.DE) is 4.20%, while SPDR S&P Homebuilders ETF (XHB) has a volatility of 6.56%. This indicates that TRET.DE experiences smaller price fluctuations and is considered to be less risky than XHB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.