iShares Global Real Estate Index (CGR.TO): Historical Returns

Category: Stocks
Period: January 1986 - September 2024 (~39 years)
Consolidated Returns as of 30 September 2024
Currency: CAD
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1.00$
Initial Capital
October 1994
6.98$
Final Capital
September 2024
6.69%
Yearly Return
15.30
Std Deviation
-63.70%
Max Drawdown
96 months
Recovery Period
1.00$
Initial Capital
January 1986
18.96$
Final Capital
September 2024
7.89%
Yearly Return
15.39
Std Deviation
-63.70%
Max Drawdown
96 months
Recovery Period

The iShares Global Real Estate Index (CGR.TO) ETF covers to the following investment themes:

  • Asset Class: Real Estate
  • Size: Multi Cap
  • Style: Blend
  • Region: Developed Markets
  • Country: Broad Developed Markets
  • Sector: Real Estate
  • Industry: Broad Real Estate

As of September 2024, in the previous 30 Years, the iShares Global Real Estate Index (CGR.TO) ETF obtained a 6.69% compound annual return, with a 15.30% standard deviation. It suffered a maximum drawdown of -63.70% that required 96 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.

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Investment Returns as of Sep 30, 2024

The iShares Global Real Estate Index (CGR.TO) ETF guaranteed the following returns.

Returns are calculated in CAD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual Canada Inflation rates.
ISHARES GLOBAL REAL ESTATE INDEX (CGR.TO) ETF
Time Period: 1 January 1986 - 30 September 2024 (~39 years)
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Sep 30, 2024
  1 Day Time ET(*) Oct 2024 YTD
(9M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
iShares Global Real Estate Index (CGR.TO) ETF n.a. n.a. 15.31 3.26 13.12 32.69 2.39 6.30 6.69 7.89
Canada Inflation Adjusted return 12.81 3.26 11.73 29.99 -1.07 3.66 4.46 5.34
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
Canada Inflation is updated to Aug 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 2.08% , 5Y: 3.50% , 10Y: 2.55% , 30Y: 2.13%
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Capital Growth as of Sep 30, 2024

An investment of 1$, from October 1994 to September 2024, would be worth 6.98$, with a total return of 598.25% (6.69% annualized).

The Inflation Adjusted Capital would be 3.71$, with a net total return of 270.70% (4.46% annualized).

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An investment of 1$, from January 1986 to September 2024, would be worth 18.96$, with a total return of 1795.67% (7.89% annualized).

The Inflation Adjusted Capital would be 7.51$, with a net total return of 651.00% (5.34% annualized).

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Investment Metrics as of Sep 30, 2024

Metrics of iShares Global Real Estate Index (CGR.TO) ETF, updated as of 30 September 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual Canada Inflation rates.
ISHARES GLOBAL REAL ESTATE INDEX (CGR.TO) ETF
Advanced Metrics
Time Period: 1 January 1986 - 30 September 2024 (~39 years)
Swipe left to see all data
Metrics as of Sep 30, 2024
YTD
(9M) 		1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%)
15.31 3.26 14.04 13.12 32.69 3.25 2.39 6.30 5.47 6.69 7.89
Growth of 1$ 1.15 1.03 1.14 1.13 1.33 1.10 1.13 1.84 2.90 6.98 18.96
Infl. Adjusted Return (%)
12.81 3.26 13.76 11.73 29.99 -0.94 -1.07 3.66 3.22 4.46 5.34
Canada Inflation (%) 2.21 0.00 0.25 1.25 2.08 4.23 3.50 2.55 2.19 2.13 2.42
Pending updates, the monthly inflation of Sep 2024 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -2.46 -4.68 -26.69 -26.69 -26.69 -63.70 -63.70 -63.70
Start to Recovery (# months)
33* 4 33* 33* 33* 96 96 96
Start (yyyy mm) 2024 04 2022 01 2022 01 2022 01 2007 02 2007 02 2007 02
Start to Bottom (# months) 1 22 22 22 25 25 25
Bottom (yyyy mm) 2024 04 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Bottom to End (# months) 3 11 11 11 71 71 71
End (yyyy mm) 2024 07 - - - 2015 01 2015 01 2015 01
Longest Drawdown Depth (%)
same
same
same
same
same
same
same
Start to Recovery (# months)
Start (yyyy mm) 2024 04 2022 01 2022 01 2022 01 2007 02 2007 02 2007 02
Start to Bottom (# months) 1 22 22 22 25 25 25
Bottom (yyyy mm) 2024 04 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Bottom to End (# months) 3 11 11 11 71 71 71
End (yyyy mm) 2024 07 - - - 2015 01 2015 01 2015 01
Longest negative period (# months)
5 33 57 87 95 134 134
Start (yyyy mm) 2024 01 2021 10 2019 10 2016 08 2007 02 1998 01 1998 01
End (yyyy mm) 2024 05 2024 06 2024 06 2023 10 2014 12 2009 02 2009 02
Annualized Return (%) -0.59 -1.28 -0.28 -0.46 -0.16 -0.04 -0.04
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -13.19 -5.16 -33.44 -33.44 -33.44 -65.10 -65.10 -65.10
Start to Recovery (# months)
33* 4 33* 33* 33* 96 96 96
Start (yyyy mm) 2024 04 2022 01 2022 01 2022 01 2007 02 2007 02 2007 02
Start to Bottom (# months) 1 22 22 22 25 25 25
Bottom (yyyy mm) 2024 04 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Bottom to End (# months) 3 11 11 11 71 71 71
End (yyyy mm) 2024 07 - - - 2015 01 2015 01 2015 01
Longest Drawdown Depth (%)
same
same
same
same
same
same
same
Start to Recovery (# months)
Start (yyyy mm) 2024 04 2022 01 2022 01 2022 01 2007 02 2007 02 2007 02
Start to Bottom (# months) 1 22 22 22 25 25 25
Bottom (yyyy mm) 2024 04 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Bottom to End (# months) 3 11 11 11 71 71 71
End (yyyy mm) 2024 07 - - - 2015 01 2015 01 2015 01
Longest negative period (# months)
6 36* 60* 113 209 209 209
Start (yyyy mm) 2024 01 2021 10 2019 10 2015 02 2007 02 2007 02 2007 02
End (yyyy mm) 2024 06 2024 09 2024 09 2024 06 2024 06 2024 06 2024 06
Annualized Return (%) -1.66 -0.94 -1.07 -0.46 -0.18 -0.18 -0.18
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.82 16.53 16.43 15.28 16.46 15.30 15.39
Sharpe Ratio 2.13 -0.01 0.01 0.31 0.24 0.29 0.32
Sortino Ratio 2.87 -0.01 0.02 0.44 0.33 0.39 0.43
Ulcer Index 1.71 16.76 14.70 10.89 23.46 19.87 17.95
Ratio: Return / Standard Deviation 2.55 0.20 0.15 0.41 0.33 0.44 0.51
Ratio: Return / Deepest Drawdown 6.98 0.12 0.09 0.24 0.09 0.11 0.12
Positive Months (%)
75.00 52.77 55.00 55.83 57.50 57.77 58.70
Positive Months 9 19 33 67 138 208 273
Negative Months 3 17 27 53 102 152 192
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 6.30 14.30 14.30 14.30
Worst 10 Years Return (%) - Annualized 1.43 1.43 1.43
Best 10 Years Return (%) - Annualized 3.66 12.35 12.35 12.35
Worst 10 Years Return (%) - Annualized -0.26 -0.26 -0.26
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
 1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of Sep 2024 - Over the previous 30Y
Best Rolling Return (%) - Annualized 47.45 24.12 18.92 14.30 8.80 6.69
Worst Rolling Return (%) - Annualized -46.23 -22.20 -8.73 1.43 4.78
Positive Periods (%) 70.7 80.3 82.7 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 45.15 21.99 16.88 12.35 6.77 4.46
Worst Rolling Return (%) - Annualized -46.89 -23.44 -10.51 -0.26 2.55
Positive Periods (%) 67.3 71.3 73.7 99.1 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
6.63 10.67 13.97 22.02 35.52 20.95 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 8.46 13.85 18.46 33.20 42.74 30.27 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
9.64 15.88 21.34 42.11 47.09 34.44 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 11.55 19.20 26.03 45.14 51.42 36.20 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 71.57 19.07 11.23 6.58 6.25 6.42
Perpetual Withdrawal Rate (%) --- --- --- --- 2.50 4.69
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1986 - Sep 2024)
Best Rolling Return (%) - Annualized 49.93 24.12 18.92 14.30 10.89 9.14
Worst Rolling Return (%) - Annualized -46.23 -22.20 -8.73 1.43 4.03 5.76
Positive Periods (%) 70.2 78.8 86.2 100.0 100.0 100.0
Best Rolling Return (%) - Annualized 45.15 21.99 16.88 12.35 8.05 6.69
Worst Rolling Return (%) - Annualized -46.89 -23.44 -10.51 -0.26 1.76 3.61
Positive Periods (%) 66.2 70.0 76.3 99.4 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
6.57 10.45 13.50 19.82 26.18 16.52 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 8.42 13.65 18.01 30.23 40.01 27.66 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
9.60 15.70 20.91 39.92 44.89 34.43 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 11.53 19.03 25.63 43.11 50.01 35.62 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 71.57 19.07 11.23 6.58 6.25 5.06
Perpetual Withdrawal Rate (%) --- --- --- --- 2.10 3.75
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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Correlations as of Sep 30, 2024

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

The following table shows the monthly correlations of iShares Global Real Estate Index (CGR.TO) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES GLOBAL REAL ESTATE INDEX (CGR.TO) ETF
Monthly correlations as of 30 September 2024
Swipe left to see all data
Correlation vs CGR.TO
Asset Class 1 Year 5 Years 10 Years 30 Years
VUN.TO
 0.61 0.82 0.71 0.53
Terms and Definitions
Correlation values range between -1 and +1
  • A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
  • A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
  • A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES GLOBAL REAL ESTATE INDEX (CGR.TO) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 January 1986 - 30 September 2024 (~39 years)
Inflation Adjusted:

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Rolling Returns

For a detailed rolling return analysis, click here
iShares Global Real Estate Index (CGR.TO) ETF: Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES GLOBAL REAL ESTATE INDEX (CGR.TO) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 January 1986 - 30 September 2024 (~39 years)
Inflation Adjusted:

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

Seasonality

In which months is it better to invest in iShares Global Real Estate Index (CGR.TO) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1986 to September 2024.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares Global Real Estate Index (CGR.TO) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES GLOBAL REAL ESTATE INDEX (CGR.TO) ETF
Monthly Returns Distribution
Time Period: 1 October 1994 - 30 September 2024 (30 Years)
Time Period: 1 January 1986 - 30 September 2024 (~39 years)
208 Positive Months (58%) - 152 Negative Months (42%)
273 Positive Months (59%) - 192 Negative Months (41%)

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Methodology

Returns, up to February 2009, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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