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XDER.L vs. HPRD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDER.L vs. HPRD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) and HSBC FTSE EPRA NAREIT Developed UCITS ETF (HPRD.L). The values are adjusted to include any dividend payments, if applicable.

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XDER.L vs. HPRD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDER.L
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
-4.41%11.17%-7.99%13.38%-32.92%10.39%-5.98%22.10%-7.09%16.56%
HPRD.L
HSBC FTSE EPRA NAREIT Developed UCITS ETF
2.20%2.99%1.56%5.34%-15.81%27.62%-11.57%16.35%0.20%1.92%
Different Trading Currencies

XDER.L is traded in GBp, while HPRD.L is traded in USD. To make them comparable, the HPRD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDER.L achieves a -4.41% return, which is significantly lower than HPRD.L's 2.20% return. Over the past 10 years, XDER.L has underperformed HPRD.L with an annualized return of 0.72%, while HPRD.L has yielded a comparatively higher 3.82% annualized return.


XDER.L

1D
0.47%
1M
-14.60%
YTD
-4.41%
6M
-2.80%
1Y
6.49%
3Y*
5.75%
5Y*
-3.09%
10Y*
0.72%

HPRD.L

1D
-0.19%
1M
-7.67%
YTD
2.20%
6M
2.52%
1Y
6.22%
3Y*
4.71%
5Y*
2.70%
10Y*
3.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDER.L vs. HPRD.L - Expense Ratio Comparison

XDER.L has a 0.33% expense ratio, which is higher than HPRD.L's 0.24% expense ratio.


Return for Risk

XDER.L vs. HPRD.L — Risk / Return Rank

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

XDER.L
XDER.L Risk / Return Rank: 2121
Overall Rank
XDER.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XDER.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XDER.L Omega Ratio Rank: 2222
Omega Ratio Rank
XDER.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
XDER.L Martin Ratio Rank: 2020
Martin Ratio Rank

HPRD.L
HPRD.L Risk / Return Rank: 3232
Overall Rank
HPRD.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
HPRD.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
HPRD.L Omega Ratio Rank: 3131
Omega Ratio Rank
HPRD.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
HPRD.L Martin Ratio Rank: 3434
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.

XDER.L vs. HPRD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) and HSBC FTSE EPRA NAREIT Developed UCITS ETF (HPRD.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.


XDER.LHPRD.LDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.45

-0.05

Sortino ratio

Return per unit of downside risk

0.64

0.70

-0.06

Omega ratio

Gain probability vs. loss probability

1.09

1.09

-0.01

Calmar ratio

Return relative to maximum drawdown

0.34

0.59

-0.25

Martin ratio

Return relative to average drawdown

1.24

2.16

-0.91

XDER.L vs. HPRD.L - Sharpe Ratio Comparison

The current XDER.L Sharpe Ratio is 0.40, which is comparable to the HPRD.L Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of XDER.L and HPRD.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDER.LHPRD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.45

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.18

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

0.24

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.39

-0.09

Correlation

The correlation between XDER.L and HPRD.L is 0.62, 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.


Dividends

XDER.L vs. HPRD.L - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
XDER.L
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HPRD.L
HSBC FTSE EPRA NAREIT Developed UCITS ETF
3.22%3.17%3.39%3.35%3.53%2.30%2.88%2.96%3.43%2.89%3.13%2.72%

Drawdowns

XDER.L vs. HPRD.L - Drawdown Comparison

The maximum XDER.L drawdown since its inception was -45.20%, which is greater than HPRD.L's maximum drawdown of -34.92%. Use the drawdown chart below to compare losses from any high point for XDER.L and HPRD.L.


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Drawdown Indicators


XDER.LHPRD.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.20%

-41.81%

-3.39%

Max Drawdown (1Y)

Largest decline over 1 year

-16.58%

-11.19%

-5.39%

Max Drawdown (5Y)

Largest decline over 5 years

-45.20%

-33.48%

-11.72%

Max Drawdown (10Y)

Largest decline over 10 years

-45.20%

-41.81%

-3.39%

Current Drawdown

Current decline from peak

-28.98%

-9.46%

-19.52%

Average Drawdown

Average peak-to-trough decline

-13.21%

-9.52%

-3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

2.77%

+1.80%

Volatility

XDER.L vs. HPRD.L - Volatility Comparison

Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (XDER.L) has a higher volatility of 7.40% compared to HSBC FTSE EPRA NAREIT Developed UCITS ETF (HPRD.L) at 5.34%. This indicates that XDER.L's price experiences larger fluctuations and is considered to be riskier than HPRD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDER.LHPRD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.40%

5.34%

+2.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.36%

8.89%

+2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.32%

13.84%

+2.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.89%

14.99%

+5.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.67%

16.23%

+2.44%