PortfoliosLab logoPortfoliosLab logo
BYRE vs. REET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BYRE vs. REET - Performance Comparison

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

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with BYRE having a 15.21% return and REET slightly lower at 15.12%.


BYRE

1D
-0.57%
1M
1.50%
6M
12.75%
YTD
15.21%
1Y
14.35%
3Y*
9.43%
5Y*
10Y*
ALL TIME*
5.17%

REET

1D
-0.60%
1M
1.43%
6M
11.89%
YTD
15.12%
1Y
20.32%
3Y*
10.22%
5Y*
2.88%
10Y*
3.96%
ALL TIME*
4.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$106.97K$88.05K$86.21K
$83.60M$81.13M$68.88M

BYRE vs. REET - Yearly Performance Comparison


2026 (YTD)2025202420232022
BYRE
Principal Real Estate Active Opportunities ETF
15.21%2.35%4.18%10.82%-9.22%
REET
iShares Global REIT ETF
15.12%7.97%2.65%10.28%-9.32%

Correlation

The correlation between BYRE and REET is 0.90, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.90

Correlation (3Y)
Balances recent behavior with more history.

0.92

Correlation (All Time)
Calculated using the full available price history since May 19, 2022

0.93

The correlation between BYRE and REET has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BYRE vs. REET — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BYRE
BYRE Risk / Return Rank: 4747
Overall Rank
BYRE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BYRE Sortino Ratio Rank: 4444
Sortino Ratio Rank
BYRE Omega Ratio Rank: 4343
Omega Ratio Rank
BYRE Calmar Ratio Rank: 5353
Calmar Ratio Rank
BYRE Martin Ratio Rank: 5151
Martin Ratio Rank

REET
REET Risk / Return Rank: 7070
Overall Rank
REET Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
REET Sortino Ratio Rank: 7272
Sortino Ratio Rank
REET Omega Ratio Rank: 7171
Omega Ratio Rank
REET Calmar Ratio Rank: 6565
Calmar Ratio Rank
REET Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BYRE vs. REET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Real Estate Active Opportunities ETF (BYRE) 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.

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.


BYREREETDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.20

1.30

-0.09

Calmar ratioReturn relative to maximum drawdown

1.88

2.25

-0.37

Martin ratioReturn relative to average drawdown

5.96

8.27

-2.31

BYRE vs. REET - Sharpe Ratio Comparison

The current BYRE Sharpe Ratio is 1.15, which is lower than the REET Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of BYRE and REET, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BYRE vs. REET - Drawdown Comparison

The maximum BYRE drawdown since its inception was -25.70%, smaller than the maximum REET drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for BYRE and REET.


Loading charts...

Drawdown Indicators


BYREREETDifference

Max Drawdown

Largest peak-to-trough decline

-25.70%

-44.59%

+18.89%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

-9.04%

+1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-15.13%

-18.02%

+2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-32.11%

Max Drawdown (10Y)

Largest decline over 10 years

-44.59%

Current Drawdown

Current decline from peak

-2.57%

-1.77%

-0.80%

Average Drawdown

Average peak-to-trough decline

-9.25%

-9.66%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

2.46%

-0.02%

Volatility

BYRE vs. REET - Volatility Comparison

Principal Real Estate Active Opportunities ETF (BYRE) has a higher volatility of 4.04% compared to iShares Global REIT ETF (REET) at 3.70%. This indicates that BYRE's price experiences larger fluctuations and is considered to be riskier than REET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BYREREETDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

3.70%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

9.89%

+0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

12.77%

12.45%

+0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.99%

16.96%

+1.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

18.84%

-0.85%

BYRE vs. REET - Expense Ratio Comparison

BYRE has a 0.65% expense ratio, which is higher than REET's 0.14% expense ratio.


Dividends

BYRE vs. REET - Dividend Comparison

BYRE's dividend yield for the trailing twelve months is around 2.67%, less than REET's 3.27% yield.


PositionTTM20252024202320222021202020192018201720162015
BYRE
Principal Real Estate Active Opportunities ETF
2.67%2.71%2.31%2.63%1.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
REET
iShares Global REIT ETF
3.27%3.67%3.64%3.27%2.43%3.18%2.65%5.25%5.73%3.84%5.37%3.56%

Frequently Asked Questions


BYRE and REET have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BYRE has higher volatility (4.04%) compared to REET (3.70%). In terms of maximum drawdown, BYRE dropped -25.70% vs REET's -44.59%.

On 3-year performance, REET leads with 10.22% vs 9.43% for BYRE. On fees, REET is cheaper at 0.14% per year. On volatility, REET has been the lower-risk option at 3.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, REET has performed better with a 10.22% return vs 9.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REET is cheaper with a 0.14% expense ratio, compared with 0.65% for BYRE.

REET has the higher dividend yield at 3.27%, compared with 2.67% for BYRE.

They also come from different issuers: Principal and iShares. Their fees differ too: 0.65% for BYRE and 0.14% for REET.

REET currently has the higher Sharpe Ratio (1.65 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BYRE and REET

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer