DFGR vs. REET
Compare and contrast key facts about Dimensional Global Real Estate ETF (DFGR) and iShares Global REIT ETF (REET).
DFGR and REET are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFGR is an actively managed fund by Dimensional. It was launched on Dec 6, 2022. REET is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Global REIT Index. It was launched on Jul 8, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFGR or REET.
Key characteristics
| DFGR | REET | |
|---|---|---|
| YTD Return | 13.37% | 12.70% |
| 1Y Return | 24.65% | 21.95% |
| Sharpe Ratio | 1.60 | 1.42 |
| Daily Std Dev | 16.88% | 16.89% |
| Max Drawdown | -21.28% | -44.59% |
| Current Drawdown | 0.00% | -5.67% |
Correlation
The correlation between DFGR and REET is 0.98, 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.
Performance
DFGR vs. REET - Performance Comparison
In the year-to-date period, DFGR achieves a 13.37% return, which is significantly higher than REET's 12.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DFGR vs. REET - Expense Ratio Comparison
DFGR has a 0.22% expense ratio, which is higher than REET's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DFGR vs. REET - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Real Estate ETF (DFGR) 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.
Dividends
DFGR vs. REET - Dividend Comparison
DFGR's dividend yield for the trailing twelve months is around 2.62%, which matches REET's 2.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DFGR Dimensional Global Real Estate ETF | 2.62% | 2.77% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
REET iShares Global REIT ETF | 2.64% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% | 2.11% |
Drawdowns
DFGR vs. REET - Drawdown Comparison
The maximum DFGR drawdown since its inception was -21.28%, smaller than the maximum REET drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for DFGR and REET. For additional features, visit the drawdowns tool.
Volatility
DFGR vs. REET - Volatility Comparison
Dimensional Global Real Estate ETF (DFGR) and iShares Global REIT ETF (REET) have volatilities of 2.67% and 2.62%, 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.