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BLRYX vs. REET
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLRYX vs. REET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookfield Global Listed Real Estate Fund (BLRYX) and iShares Global REIT ETF (REET). The values are adjusted to include any dividend payments, if applicable.

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BLRYX vs. REET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BLRYX
Brookfield Global Listed Real Estate Fund
1.43%10.99%1.21%7.11%-22.02%23.74%-10.36%20.46%-8.13%10.20%
REET
iShares Global REIT ETF
2.31%7.97%2.65%10.28%-24.10%32.43%-10.48%24.42%-5.27%7.48%

Returns By Period

In the year-to-date period, BLRYX achieves a 1.43% return, which is significantly lower than REET's 2.31% return. Over the past 10 years, BLRYX has underperformed REET with an annualized return of 2.84%, while REET has yielded a comparatively higher 3.57% annualized return.


BLRYX

1D
1.69%
1M
-8.73%
YTD
1.43%
6M
1.68%
1Y
10.61%
3Y*
6.42%
5Y*
1.24%
10Y*
2.84%

REET

1D
0.99%
1M
-6.30%
YTD
2.31%
6M
1.07%
1Y
8.44%
3Y*
7.14%
5Y*
2.84%
10Y*
3.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLRYX vs. REET - Expense Ratio Comparison

BLRYX has a 0.95% expense ratio, which is higher than REET's 0.14% expense ratio.


Return for Risk

BLRYX vs. REET — Risk / Return Rank

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

BLRYX
BLRYX Risk / Return Rank: 3131
Overall Rank
BLRYX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
BLRYX Sortino Ratio Rank: 2929
Sortino Ratio Rank
BLRYX Omega Ratio Rank: 2727
Omega Ratio Rank
BLRYX Calmar Ratio Rank: 3636
Calmar Ratio Rank
BLRYX Martin Ratio Rank: 3636
Martin Ratio Rank

REET
REET Risk / Return Rank: 2929
Overall Rank
REET Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
REET Sortino Ratio Rank: 2727
Sortino Ratio Rank
REET Omega Ratio Rank: 2828
Omega Ratio Rank
REET Calmar Ratio Rank: 2929
Calmar Ratio Rank
REET 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.

BLRYX vs. REET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookfield Global Listed Real Estate Fund (BLRYX) and iShares Global REIT ETF (REET). 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.


BLRYXREETDifference

Sharpe ratio

Return per unit of total volatility

0.76

0.56

+0.20

Sortino ratio

Return per unit of downside risk

1.14

0.86

+0.27

Omega ratio

Gain probability vs. loss probability

1.16

1.12

+0.04

Calmar ratio

Return relative to maximum drawdown

1.07

0.73

+0.34

Martin ratio

Return relative to average drawdown

4.11

3.04

+1.07

BLRYX vs. REET - Sharpe Ratio Comparison

The current BLRYX Sharpe Ratio is 0.76, which is higher than the REET Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of BLRYX and REET, 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


BLRYXREETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

0.56

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.17

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.19

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.22

+0.13

Correlation

The correlation between BLRYX and REET is 0.94, 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

BLRYX vs. REET - Dividend Comparison

BLRYX's dividend yield for the trailing twelve months is around 3.33%, less than REET's 3.62% yield.


TTM20252024202320222021202020192018201720162015
BLRYX
Brookfield Global Listed Real Estate Fund
3.33%2.55%2.72%1.86%2.08%2.25%3.59%4.91%4.32%3.92%6.25%4.08%
REET
iShares Global REIT ETF
3.62%3.67%3.64%3.27%2.43%3.18%2.65%5.25%5.73%3.84%5.37%3.56%

Drawdowns

BLRYX vs. REET - Drawdown Comparison

The maximum BLRYX drawdown since its inception was -43.17%, roughly equal to the maximum REET drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for BLRYX and REET.


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Drawdown Indicators


BLRYXREETDifference

Max Drawdown

Largest peak-to-trough decline

-43.17%

-44.59%

+1.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-11.70%

+1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-31.85%

-32.11%

+0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-43.17%

-44.59%

+1.42%

Current Drawdown

Current decline from peak

-8.93%

-6.47%

-2.46%

Average Drawdown

Average peak-to-trough decline

-8.36%

-9.91%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

2.82%

-0.05%

Volatility

BLRYX vs. REET - Volatility Comparison

Brookfield Global Listed Real Estate Fund (BLRYX) and iShares Global REIT ETF (REET) have volatilities of 4.72% and 4.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLRYXREETDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

4.74%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

8.35%

8.32%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

14.66%

15.10%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.54%

16.91%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.85%

18.83%

-0.98%