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TRET.L vs. CSPX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRET.L vs. CSPX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Global Real Estate UCITS ETF (TRET.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TRET.L achieves a 11.68% return, which is significantly higher than CSPX.L's 10.36% return. Over the past 10 years, TRET.L has underperformed CSPX.L with an annualized return of 5.37%, while CSPX.L has yielded a comparatively higher 14.89% annualized return.


TRET.L

1D
2.03%
1M
3.97%
6M
9.00%
YTD
11.68%
1Y
18.21%
3Y*
11.67%
5Y*
3.15%
10Y*
5.37%

CSPX.L

1D
0.11%
1M
0.38%
6M
9.07%
YTD
10.36%
1Y
23.01%
3Y*
20.06%
5Y*
13.03%
10Y*
14.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRET.L vs. CSPX.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRET.L
VanEck Global Real Estate UCITS ETF
11.68%14.41%1.07%13.92%-25.67%29.73%-6.91%36.63%0.98%-3.31%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
10.36%17.45%25.25%26.74%-18.72%29.35%17.62%30.55%-5.46%21.60%

Correlation

The correlation between TRET.L and CSPX.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.44

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

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2011

0.47

The correlation between TRET.L and CSPX.L shifts across timeframes, from 0.34 (1 year) to 0.60 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

TRET.L vs. CSPX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TRET.L
TRET.L Risk / Return Rank: 4747
Overall Rank
TRET.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
TRET.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
TRET.L Omega Ratio Rank: 4848
Omega Ratio Rank
TRET.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
TRET.L Martin Ratio Rank: 4444
Martin Ratio Rank

CSPX.L
CSPX.L Risk / Return Rank: 7474
Overall Rank
CSPX.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
CSPX.L Omega Ratio Rank: 7373
Omega Ratio Rank
CSPX.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
CSPX.L Martin Ratio Rank: 7676
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.L vs. CSPX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Global Real Estate UCITS ETF (TRET.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TRET.LCSPX.LDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.25

1.34

-0.09

Calmar ratioReturn relative to maximum drawdown

1.73

2.80

-1.08

Martin ratioReturn relative to average drawdown

5.75

11.32

-5.57

TRET.L vs. CSPX.L - Sharpe Ratio Comparison

The current TRET.L Sharpe Ratio is 1.41, which is comparable to the CSPX.L Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of TRET.L and CSPX.L, 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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Drawdowns

TRET.L vs. CSPX.L - Drawdown Comparison

The maximum TRET.L drawdown since its inception was -42.25%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for TRET.L and CSPX.L.


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Drawdown Indicators


TRET.LCSPX.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.25%

-33.90%

-8.35%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-8.17%

-2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-16.92%

-18.50%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-33.35%

-24.39%

-8.96%

Max Drawdown (10Y)

Largest decline over 10 years

-42.25%

-33.90%

-8.35%

Current Drawdown

Current decline from peak

0.00%

-0.49%

+0.49%

Average Drawdown

Average peak-to-trough decline

-10.56%

-3.71%

-6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.03%

+1.13%

Volatility

TRET.L vs. CSPX.L - Volatility Comparison

VanEck Global Real Estate UCITS ETF (TRET.L) has a higher volatility of 4.35% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 2.78%. This indicates that TRET.L's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRET.LCSPX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

2.78%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

9.23%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

12.10%

+0.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

16.06%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

16.16%

+1.82%

TRET.L vs. CSPX.L - Expense Ratio Comparison

TRET.L has a 0.25% expense ratio, which is higher than CSPX.L's 0.07% 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%.


Dividends

TRET.L vs. CSPX.L - Dividend Comparison

TRET.L's dividend yield for the trailing twelve months is around 3.25%, while CSPX.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CSPX.L
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%
TRET.L
VanEck Global Real Estate UCITS ETF
3.25%3.54%3.56%3.54%4.55%1.86%4.18%3.32%5.03%3.63%

Frequently Asked Questions


TRET.L and CSPX.L have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSPX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSPX.L is cheaper with a 0.07% expense ratio, compared with 0.25% for TRET.L.

TRET.L is categorized as REIT, while CSPX.L is S&P 500. TRET.L tracks GPR Global 100 Index, while CSPX.L tracks S&P 500 Index. They also come from different issuers: VanEck and BlackRock. Their fees differ too: 0.25% for TRET.L and 0.07% for CSPX.L.

Portfolio Optimizer

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