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

Performance

TRET.L vs. VPN.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 Global X Data Center REITs & Digital Infrastructure UCITS ETF USD (Acc) (VPN.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 12.76% return, which is significantly lower than VPN.L's 29.81% return.


TRET.L

1D
0.96%
1M
5.65%
6M
9.86%
YTD
12.76%
1Y
19.32%
3Y*
12.34%
5Y*
3.35%
10Y*
5.42%

VPN.L

1D
-1.35%
1M
-13.39%
6M
16.18%
YTD
29.81%
1Y
44.32%
3Y*
26.86%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
TRET.L
VanEck Global Real Estate UCITS ETF
12.76%14.41%1.07%13.92%-25.67%3.45%
VPN.L
Global X Data Center REITs & Digital Infrastructure UCITS ETF USD (Acc)
29.81%29.31%13.54%17.68%-30.40%3.62%

Correlation

The correlation between TRET.L and VPN.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.46

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2021

0.59

Over the past year, the correlation between TRET.L and VPN.L has dropped to 0.23 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

TRET.L vs. VPN.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: 5454
Overall Rank
TRET.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
TRET.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
TRET.L Omega Ratio Rank: 5454
Omega Ratio Rank
TRET.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
TRET.L Martin Ratio Rank: 4848
Martin Ratio Rank

VPN.L
VPN.L Risk / Return Rank: 7373
Overall Rank
VPN.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VPN.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
VPN.L Omega Ratio Rank: 6969
Omega Ratio Rank
VPN.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
VPN.L Martin Ratio Rank: 6565
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. VPN.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 Global X Data Center REITs & Digital Infrastructure UCITS ETF USD (Acc) (VPN.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.LVPN.LDifference
Sharpe ratioReturn per unit of total volatility

-0.38

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.26

1.30

-0.04

Calmar ratioReturn relative to maximum drawdown

1.83

2.87

-1.03

Martin ratioReturn relative to average drawdown

6.11

8.60

-2.49

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

The current TRET.L Sharpe Ratio is 1.49, which is comparable to the VPN.L Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of TRET.L and VPN.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. VPN.L - Drawdown Comparison

The maximum TRET.L drawdown since its inception was -42.25%, which is greater than VPN.L's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for TRET.L and VPN.L.


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Drawdown Indicators


TRET.LVPN.LDifference

Max Drawdown

Largest peak-to-trough decline

-42.25%

-38.80%

-3.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

-15.39%

+4.90%

Max Drawdown (3Y)

Largest decline over 3 years

-16.92%

-25.58%

+8.66%

Max Drawdown (5Y)

Largest decline over 5 years

-33.35%

Max Drawdown (10Y)

Largest decline over 10 years

-42.25%

Current Drawdown

Current decline from peak

0.00%

-15.39%

+15.39%

Average Drawdown

Average peak-to-trough decline

-10.55%

-14.64%

+4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

5.14%

-1.98%

Volatility

TRET.L vs. VPN.L - Volatility Comparison

The current volatility for VanEck Global Real Estate UCITS ETF (TRET.L) is 4.00%, while Global X Data Center REITs & Digital Infrastructure UCITS ETF USD (Acc) (VPN.L) has a volatility of 7.36%. This indicates that TRET.L experiences smaller price fluctuations and is considered to be less risky than VPN.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.LVPN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

7.36%

-3.36%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

17.63%

-7.03%

Volatility (1Y)

Calculated over the trailing 1-year period

12.88%

23.60%

-10.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

22.63%

-5.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

22.63%

-4.65%

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

TRET.L has a 0.25% expense ratio, which is lower than VPN.L's 0.50% expense ratio.


Dividends

TRET.L vs. VPN.L - Dividend Comparison

TRET.L's dividend yield for the trailing twelve months is around 3.22%, while VPN.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
TRET.L
VanEck Global Real Estate UCITS ETF
3.22%3.54%3.56%3.54%4.55%1.86%4.18%3.32%5.03%3.63%
VPN.L
Global X Data Center REITs & Digital Infrastructure UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TRET.L and VPN.L have a correlation of 0.23, 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 0.50% for VPN.L.

TRET.L tracks GPR Global 100 Index, while VPN.L tracks Solactive Data Center REITs & Digital Infrastructure v2 Index. They also come from different issuers: VanEck and Global X. Their fees differ too: 0.25% for TRET.L and 0.50% for VPN.L.

Portfolio Optimizer

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