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CGR.TO vs. REET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGR.TO vs. REET - Performance Comparison

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

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Different Trading Currencies

CGR.TO is traded in CAD, while REET is traded in USD. To make them comparable, the REET values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CGR.TO achieves a 12.85% return, which is significantly lower than REET's 17.26% return. Over the past 10 years, CGR.TO has underperformed REET with an annualized return of 4.53%, while REET has yielded a comparatively higher 5.51% annualized return.


CGR.TO

1D
0.12%
1M
2.26%
YTD
12.85%
6M
13.07%
1Y
13.65%
3Y*
13.00%
5Y*
4.00%
10Y*
4.53%

REET

1D
0.76%
1M
4.61%
YTD
17.26%
6M
17.10%
1Y
21.77%
3Y*
14.21%
5Y*
5.96%
10Y*
5.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGR.TO vs. REET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CGR.TO
iShares Global Real Estate Index ETF
12.85%2.56%9.99%7.57%-21.75%28.98%-9.40%14.90%2.92%3.32%
REET
iShares Global REIT ETF
17.26%3.04%11.34%7.66%-19.29%32.37%-12.61%19.29%2.69%0.20%

Correlation

The correlation between CGR.TO and REET is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2014

0.64

The correlation between CGR.TO and REET has been stable across timeframes, ranging from 0.64 to 0.74 - a consistent structural relationship.

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Return for Risk

CGR.TO vs. REET — Risk / Return Rank

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

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

REET
REET Risk / Return Rank: 4545
Overall Rank
REET Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
REET Sortino Ratio Rank: 4444
Sortino Ratio Rank
REET Omega Ratio Rank: 4444
Omega Ratio Rank
REET Calmar Ratio Rank: 4444
Calmar Ratio Rank
REET Martin Ratio Rank: 4747
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.

CGR.TO vs. REET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Real Estate Index ETF (CGR.TO) 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.


CGR.TOREETDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.73

Omega ratioGain probability vs. loss probability

1.20

1.30

-0.10

Calmar ratioReturn relative to maximum drawdown

1.44

2.78

-1.34

Martin ratioReturn relative to average drawdown

4.67

8.52

-3.85

CGR.TO vs. REET - Sharpe Ratio Comparison

The current CGR.TO Sharpe Ratio is 1.09, which is lower than the REET Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of CGR.TO 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.


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Drawdowns

CGR.TO vs. REET - Drawdown Comparison

The maximum CGR.TO drawdown since its inception was -52.90%, which is greater than REET's maximum drawdown of -39.60%. Use the drawdown chart below to compare losses from any high point for CGR.TO and REET.


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Drawdown Indicators


CGR.TOREETDifference

Max Drawdown

Largest peak-to-trough decline

-52.90%

-39.60%

-13.30%

Max Drawdown (1Y)

Largest decline over 1 year

-9.55%

-7.87%

-1.68%

Max Drawdown (3Y)

Largest decline over 3 years

-14.40%

-15.39%

+0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-28.77%

-26.50%

-2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-33.71%

-39.60%

+5.89%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.95%

-8.32%

-1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.56%

+0.37%

Volatility

CGR.TO vs. REET - Volatility Comparison

The current volatility for iShares Global Real Estate Index ETF (CGR.TO) is 3.68%, while iShares Global REIT ETF (REET) has a volatility of 4.76%. This indicates that CGR.TO experiences smaller price fluctuations and is considered to be less risky than REET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGR.TOREETDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

4.76%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

9.66%

+0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

13.08%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.07%

17.84%

-2.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.56%

19.65%

-3.09%

CGR.TO vs. REET - Expense Ratio Comparison

CGR.TO has a 0.72% expense ratio, which is higher than REET's 0.14% expense ratio.


Dividends

CGR.TO vs. REET - Dividend Comparison

CGR.TO's dividend yield for the trailing twelve months is around 2.21%, less than REET's 3.34% yield.


PositionTTM20252024202320222021202020192018201720162015
CGR.TO
iShares Global Real Estate Index ETF
2.21%2.51%2.52%2.59%2.40%1.70%2.22%2.10%2.54%4.25%2.83%2.97%
REET
iShares Global REIT ETF
3.34%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


CGR.TO and REET have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, REET is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

REET is cheaper with a 0.14% expense ratio, compared with 0.72% for CGR.TO.

CGR.TO tracks Morningstar DM REIT NR CAD, while REET tracks FTSE EPRA/NAREIT Global REIT Index. Their fees differ too: 0.72% for CGR.TO and 0.14% for REET.

Portfolio Optimizer

Find the right allocation for CGR.TO and REET

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