DFAR vs. IFGL
DFAR (Dimensional US Real Estate ETF) and IFGL (iShares International Developed Real Estate ETF) are both REIT funds. DFAR is actively managed, while IFGL is passively managed. Over the past 3 years, DFAR returned 11.71%/yr vs 7.92%/yr for IFGL. A 0.63 correlation means they provide meaningful diversification when combined. DFAR charges 0.19%/yr vs 0.48%/yr for IFGL.
Performance
DFAR vs. IFGL - Performance Comparison
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Returns By Period
In the year-to-date period, DFAR achieves a 15.09% return, which is significantly higher than IFGL's -3.68% return.
DFAR
- 1D
- 0.73%
- 1M
- 0.69%
- YTD
- 15.09%
- 6M
- 15.60%
- 1Y
- 13.30%
- 3Y*
- 11.71%
- 5Y*
- —
- 10Y*
- —
IFGL
- 1D
- -1.11%
- 1M
- -3.43%
- YTD
- -3.68%
- 6M
- -3.43%
- 1Y
- 0.89%
- 3Y*
- 7.92%
- 5Y*
- -2.89%
- 10Y*
- 1.76%
DFAR vs. IFGL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFAR Dimensional US Real Estate ETF | 15.09% | 1.31% | 5.25% | 11.04% | -12.16% |
IFGL iShares International Developed Real Estate ETF | -3.68% | 24.31% | -7.25% | 5.40% | -19.82% |
Correlation
The correlation between DFAR and IFGL is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.63 |
The correlation between DFAR and IFGL shifts across timeframes, from 0.51 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DFAR vs. IFGL — Risk / Return Rank
DFAR
IFGL
DFAR vs. IFGL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional US Real Estate ETF (DFAR) and iShares International Developed Real Estate ETF (IFGL). 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.
| DFAR | IFGL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.02 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 0.06 | +1.52 |
| Martin ratioReturn relative to average drawdown | 4.95 | 0.17 | +4.78 |
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Drawdowns
DFAR vs. IFGL - Drawdown Comparison
The maximum DFAR drawdown since its inception was -32.27%, smaller than the maximum IFGL drawdown of -68.93%. Use the drawdown chart below to compare losses from any high point for DFAR and IFGL.
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Drawdown Indicators
| DFAR | IFGL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.27% | -68.93% | +36.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.43% | -14.38% | +5.95% |
Max Drawdown (3Y)Largest decline over 3 years | -17.64% | -18.77% | +1.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.38% | — |
Current DrawdownCurrent decline from peak | -1.31% | -16.24% | +14.93% |
Average DrawdownAverage peak-to-trough decline | -14.05% | -17.31% | +3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.69% | 5.33% | -2.64% |
Volatility
DFAR vs. IFGL - Volatility Comparison
Dimensional US Real Estate ETF (DFAR) has a higher volatility of 5.04% compared to iShares International Developed Real Estate ETF (IFGL) at 4.27%. This indicates that DFAR's price experiences larger fluctuations and is considered to be riskier than IFGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFAR | IFGL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 4.27% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 11.88% | -1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.74% | 13.96% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.16% | 16.38% | +2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.16% | 16.45% | +2.71% |
DFAR vs. IFGL - Expense Ratio Comparison
DFAR has a 0.19% expense ratio, which is lower than IFGL's 0.48% expense ratio.
Dividends
DFAR vs. IFGL - Dividend Comparison
DFAR's dividend yield for the trailing twelve months is around 2.68%, less than IFGL's 4.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFAR Dimensional US Real Estate ETF | 2.68% | 2.97% | 2.89% | 3.06% | 1.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IFGL iShares International Developed Real Estate ETF | 4.27% | 3.71% | 4.83% | 1.82% | 2.79% | 3.25% | 2.17% | 7.60% | 4.10% | 4.90% | 7.68% | 3.70% |
Frequently Asked Questions
DFAR and IFGL have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DFAR has higher volatility (5.04%) compared to IFGL (4.27%). In terms of maximum drawdown, DFAR dropped -32.27% vs IFGL's -68.93%.
On 3-year performance, DFAR leads with 11.71% vs 7.92% for IFGL. On fees, DFAR is cheaper at 0.19% per year. On volatility, IFGL has been the lower-risk option at 4.27%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DFAR has performed better with a 11.71% return vs 7.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DFAR is cheaper with a 0.19% expense ratio, compared with 0.48% for IFGL.
IFGL has the higher dividend yield at 4.27%, compared with 2.68% for DFAR.
They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.19% for DFAR and 0.48% for IFGL.
DFAR currently has the higher Sharpe Ratio (0.98 vs 0.06), 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.
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