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BLDG vs. SRET
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLDG vs. SRET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Real Estate ETF (BLDG) and Global X SuperDividend REIT ETF (SRET). The values are adjusted to include any dividend payments, if applicable.

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BLDG vs. SRET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BLDG
Cambria Global Real Estate ETF
-0.71%4.26%8.18%1.76%-14.66%22.47%15.37%
SRET
Global X SuperDividend REIT ETF
-1.00%18.09%-1.55%9.85%-18.24%14.00%20.32%

Returns By Period

In the year-to-date period, BLDG achieves a -0.71% return, which is significantly higher than SRET's -1.00% return.


BLDG

1D
0.23%
1M
-7.55%
YTD
-0.71%
6M
-4.12%
1Y
6.29%
3Y*
5.76%
5Y*
2.30%
10Y*

SRET

1D
0.33%
1M
-6.55%
YTD
-1.00%
6M
1.33%
1Y
8.80%
3Y*
7.57%
5Y*
1.37%
10Y*
1.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLDG vs. SRET - Expense Ratio Comparison

BLDG has a 0.59% expense ratio, which is higher than SRET's 0.58% expense ratio.


Return for Risk

BLDG vs. SRET — Risk / Return Rank

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

BLDG
BLDG Risk / Return Rank: 2424
Overall Rank
BLDG Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BLDG Sortino Ratio Rank: 2424
Sortino Ratio Rank
BLDG Omega Ratio Rank: 2323
Omega Ratio Rank
BLDG Calmar Ratio Rank: 2424
Calmar Ratio Rank
BLDG Martin Ratio Rank: 2626
Martin Ratio Rank

SRET
SRET Risk / Return Rank: 3131
Overall Rank
SRET Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SRET Sortino Ratio Rank: 2929
Sortino Ratio Rank
SRET Omega Ratio Rank: 2828
Omega Ratio Rank
SRET Calmar Ratio Rank: 3030
Calmar Ratio Rank
SRET Martin Ratio Rank: 3535
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.

BLDG vs. SRET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Real Estate ETF (BLDG) and Global X SuperDividend REIT ETF (SRET). 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.


BLDGSRETDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.63

-0.15

Sortino ratio

Return per unit of downside risk

0.73

0.91

-0.17

Omega ratio

Gain probability vs. loss probability

1.10

1.12

-0.03

Calmar ratio

Return relative to maximum drawdown

0.58

0.77

-0.19

Martin ratio

Return relative to average drawdown

2.11

3.20

-1.09

BLDG vs. SRET - Sharpe Ratio Comparison

The current BLDG Sharpe Ratio is 0.47, which is comparable to the SRET Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of BLDG and SRET, 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


BLDGSRETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.63

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.08

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.04

+0.34

Correlation

The correlation between BLDG and SRET is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BLDG vs. SRET - Dividend Comparison

BLDG's dividend yield for the trailing twelve months is around 6.11%, less than SRET's 8.21% yield.


TTM20252024202320222021202020192018201720162015
BLDG
Cambria Global Real Estate ETF
6.11%7.46%7.97%4.99%3.99%10.40%0.59%0.00%0.00%0.00%0.00%0.00%
SRET
Global X SuperDividend REIT ETF
8.21%7.98%8.72%7.21%8.30%6.33%8.88%7.83%8.54%8.20%8.08%7.74%

Drawdowns

BLDG vs. SRET - Drawdown Comparison

The maximum BLDG drawdown since its inception was -27.25%, smaller than the maximum SRET drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for BLDG and SRET.


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Drawdown Indicators


BLDGSRETDifference

Max Drawdown

Largest peak-to-trough decline

-27.25%

-66.98%

+39.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.80%

-11.13%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-27.25%

-30.56%

+3.31%

Max Drawdown (10Y)

Largest decline over 10 years

-66.98%

Current Drawdown

Current decline from peak

-8.75%

-27.69%

+18.94%

Average Drawdown

Average peak-to-trough decline

-9.44%

-22.48%

+13.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.75%

+0.23%

Volatility

BLDG vs. SRET - Volatility Comparison

The current volatility for Cambria Global Real Estate ETF (BLDG) is 4.17%, while Global X SuperDividend REIT ETF (SRET) has a volatility of 5.42%. This indicates that BLDG experiences smaller price fluctuations and is considered to be less risky than SRET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLDGSRETDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.17%

5.42%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

8.33%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.30%

14.08%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

16.52%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

24.60%

-9.00%