DFGEX vs. REET
DFGEX (DFA Global Real Estate Securities Portfolio) and REET (iShares Global REIT ETF) are both REIT funds. Over the past 10 years, DFGEX returned 3.79%/yr vs 4.29%/yr for REET. With a 0.96 correlation, they move nearly in lockstep. Both charge a 0.14% expense ratio.
Performance
DFGEX vs. REET - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DFGEX achieves a 8.88% return, which is significantly lower than REET's 10.82% return. Over the past 10 years, DFGEX has underperformed REET with an annualized return of 3.79%, while REET has yielded a comparatively higher 4.29% annualized return.
DFGEX
- 1D
- -0.09%
- 1M
- -0.96%
- YTD
- 8.88%
- 6M
- 9.51%
- 1Y
- 11.12%
- 3Y*
- 8.91%
- 5Y*
- 2.30%
- 10Y*
- 3.79%
REET
- 1D
- 0.96%
- 1M
- 0.34%
- YTD
- 10.82%
- 6M
- 11.49%
- 1Y
- 14.51%
- 3Y*
- 11.34%
- 5Y*
- 2.71%
- 10Y*
- 4.29%
DFGEX vs. REET - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 8.88% | 7.92% | 1.92% | 9.54% | -23.84% | 31.03% | -6.71% | 26.32% | -4.12% | 5.95% |
REET iShares Global REIT ETF | 10.82% | 7.97% | 2.65% | 10.28% | -24.10% | 32.43% | -10.48% | 24.42% | -5.27% | 7.48% |
Correlation
The correlation between DFGEX and REET is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2014 | 0.96 |
The correlation between DFGEX and REET has been stable across timeframes, ranging from 0.96 to 0.98 - 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
DFGEX vs. REET — Risk / Return Rank
DFGEX
REET
DFGEX vs. REET - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Global Real Estate Securities Portfolio (DFGEX) 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.
| DFGEX | REET | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.21 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.61 | -0.39 |
| Martin ratioReturn relative to average drawdown | 4.24 | 5.76 | -1.53 |
Loading charts...
Drawdowns
DFGEX vs. REET - Drawdown Comparison
The maximum DFGEX drawdown since its inception was -42.67%, roughly equal to the maximum REET drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for DFGEX and REET.
Loading charts...
Drawdown Indicators
| DFGEX | REET | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.67% | -44.59% | +1.92% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -9.04% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -17.37% | -18.02% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -32.78% | -32.11% | -0.67% |
Max Drawdown (10Y)Largest decline over 10 years | -42.67% | -44.59% | +1.92% |
Current DrawdownCurrent decline from peak | -2.73% | -1.42% | -1.31% |
Average DrawdownAverage peak-to-trough decline | -9.62% | -9.75% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.52% | +0.07% |
Volatility
DFGEX vs. REET - Volatility Comparison
DFA Global Real Estate Securities Portfolio (DFGEX) and iShares Global REIT ETF (REET) have volatilities of 4.30% and 4.30%, 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.
Loading charts...
Volatility by Period
| DFGEX | REET | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 4.30% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 9.16% | 9.37% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.11% | 12.52% | -0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 16.97% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.73% | 18.87% | -1.14% |
DFGEX vs. REET - Expense Ratio Comparison
Both DFGEX and REET have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
DFGEX vs. REET - Dividend Comparison
DFGEX's dividend yield for the trailing twelve months is around 3.74%, more than REET's 3.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGEX DFA Global Real Estate Securities Portfolio | 3.74% | 4.07% | 3.78% | 3.36% | 5.70% | 4.50% | 2.29% | 6.95% | 5.09% | 0.64% | 0.32% | 2.45% |
REET iShares Global REIT ETF | 3.40% | 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
With a correlation of 0.96, DFGEX and REET move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
REET has higher volatility (4.30%) compared to DFGEX (4.30%). In terms of maximum drawdown, DFGEX dropped -42.67% vs REET's -44.59%.
REET currently has the higher Sharpe Ratio (1.17 vs 0.91), 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.
Find the right allocation for DFGEX 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