PortfoliosLab logoPortfoliosLab logo
TRET.L vs. QDVX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TRET.L vs. QDVX.DE - 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 MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

TRET.L is traded in USD, while QDVX.DE is traded in EUR. To make them comparable, the QDVX.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TRET.L achieves a 8.17% return, which is significantly higher than QDVX.DE's 5.94% return.


TRET.L

1D
-0.25%
1M
2.98%
YTD
8.17%
6M
8.79%
1Y
14.84%
3Y*
11.42%
5Y*
2.69%
10Y*
5.65%

QDVX.DE

1D
0.37%
1M
3.95%
YTD
5.94%
6M
7.20%
1Y
11.99%
3Y*
13.88%
5Y*
9.47%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRET.L vs. QDVX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRET.L
VanEck Global Real Estate UCITS ETF
8.17%14.41%1.07%13.92%-25.67%29.73%-6.91%36.63%0.98%-1.88%
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
5.94%25.64%4.46%18.85%-4.73%9.47%-1.22%24.03%-10.89%7.10%

Correlation

The correlation between TRET.L and QDVX.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

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

0.54

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

0.60

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2017

0.52

The correlation between TRET.L and QDVX.DE has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TRET.L vs. QDVX.DE — 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: 3232
Overall Rank
TRET.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
TRET.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
TRET.L Omega Ratio Rank: 3232
Omega Ratio Rank
TRET.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
TRET.L Martin Ratio Rank: 3333
Martin Ratio Rank

QDVX.DE
QDVX.DE Risk / Return Rank: 3030
Overall Rank
QDVX.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
QDVX.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
QDVX.DE Omega Ratio Rank: 2929
Omega Ratio Rank
QDVX.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
QDVX.DE Martin Ratio Rank: 3333
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. QDVX.DE - 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 MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.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.

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.LQDVX.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

+0.43

Omega ratioGain probability vs. loss probability

1.21

1.16

+0.05

Calmar ratioReturn relative to maximum drawdown

1.41

1.14

+0.27

Martin ratioReturn relative to average drawdown

4.82

3.72

+1.10

TRET.L vs. QDVX.DE - Sharpe Ratio Comparison

The current TRET.L Sharpe Ratio is 1.18, which is comparable to the QDVX.DE Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of TRET.L and QDVX.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.


Loading charts...

Drawdowns

TRET.L vs. QDVX.DE - Drawdown Comparison

The maximum TRET.L drawdown since its inception was -42.25%, which is greater than QDVX.DE's maximum drawdown of -39.78%. Use the drawdown chart below to compare losses from any high point for TRET.L and QDVX.DE.


Loading charts...

Drawdown Indicators


TRET.LQDVX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.25%

-39.78%

-2.47%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-10.46%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-16.92%

-12.80%

-4.12%

Max Drawdown (5Y)

Largest decline over 5 years

-33.35%

-25.89%

-7.46%

Max Drawdown (10Y)

Largest decline over 10 years

-42.25%

Current Drawdown

Current decline from peak

-2.14%

-1.14%

-1.00%

Average Drawdown

Average peak-to-trough decline

-10.61%

-5.86%

-4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

3.20%

-0.13%

Volatility

TRET.L vs. QDVX.DE - Volatility Comparison

VanEck Global Real Estate UCITS ETF (TRET.L) has a higher volatility of 4.41% compared to iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist) (QDVX.DE) at 3.74%. This indicates that TRET.L's price experiences larger fluctuations and is considered to be riskier than QDVX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TRET.LQDVX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.41%

3.74%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.93%

10.27%

-0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

12.57%

13.18%

-0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.85%

16.04%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

17.31%

+0.67%

TRET.L vs. QDVX.DE - Expense Ratio Comparison

TRET.L has a 0.25% expense ratio, which is lower than QDVX.DE's 0.28% expense ratio.


Dividends

TRET.L vs. QDVX.DE - Dividend Comparison

TRET.L's dividend yield for the trailing twelve months is around 3.36%, more than QDVX.DE's 3.13% yield.


PositionTTM202520242023202220212020201920182017
QDVX.DE
iShares MSCI Europe Quality Dividend ESG UCITS ETF EUR (Dist)
3.13%3.02%3.11%3.58%4.25%4.50%3.25%4.45%5.20%0.74%
TRET.L
VanEck Global Real Estate UCITS ETF
3.36%3.54%3.56%3.54%4.55%1.86%4.18%3.32%5.03%3.63%

Frequently Asked Questions


TRET.L and QDVX.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TRET.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TRET.L is cheaper with a 0.25% expense ratio, compared with 0.28% for QDVX.DE.

TRET.L is categorized as REIT, while QDVX.DE is Europe Equities. TRET.L tracks GPR Global 100 Index, while QDVX.DE tracks MSCI Europe High Dividend Yield ESG Reduced Carbon Target Select. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.25% for TRET.L and 0.28% for QDVX.DE.

Portfolio Optimizer

Find the right allocation for TRET.L and QDVX.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer