DFGR vs. REET
DFGR (Dimensional Global Real Estate ETF) and REET (iShares Global REIT ETF) are both REIT funds. DFGR is actively managed, while REET is passively managed. Over the past 3 years, DFGR returned 10.99%/yr vs 11.34%/yr for REET. With a 0.98 correlation, they move nearly in lockstep. DFGR charges 0.22%/yr vs 0.14%/yr for REET.
Performance
DFGR vs. REET - Performance Comparison
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Returns By Period
In the year-to-date period, DFGR achieves a 9.95% return, which is significantly lower than REET's 10.82% return.
DFGR
- 1D
- 0.94%
- 1M
- 0.00%
- YTD
- 9.95%
- 6M
- 10.79%
- 1Y
- 12.29%
- 3Y*
- 10.99%
- 5Y*
- —
- 10Y*
- —
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%
DFGR vs. REET - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DFGR Dimensional Global Real Estate ETF | 9.95% | 7.65% | 1.89% | 9.64% | -1.20% |
REET iShares Global REIT ETF | 10.82% | 7.97% | 2.65% | 10.28% | -1.17% |
Correlation
The correlation between DFGR and REET is 0.97 - 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 | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2022 | 0.98 |
The correlation between DFGR and REET has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.
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Return for Risk
DFGR vs. REET — Risk / Return Rank
DFGR
REET
DFGR vs. REET - Risk-Adjusted Trends 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.
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.
| DFGR | REET | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.61 | -0.26 |
| Martin ratioReturn relative to average drawdown | 4.75 | 5.76 | -1.01 |
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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.
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Drawdown Indicators
| DFGR | REET | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.28% | -44.59% | +23.31% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -9.04% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -18.02% | +0.45% |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.11% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.59% | — |
Current DrawdownCurrent decline from peak | -1.83% | -1.42% | -0.41% |
Average DrawdownAverage peak-to-trough decline | -6.23% | -9.75% | +3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.52% | +0.07% |
Volatility
DFGR vs. REET - Volatility Comparison
Dimensional Global Real Estate ETF (DFGR) and iShares Global REIT ETF (REET) have volatilities of 4.21% 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.
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Volatility by Period
| DFGR | REET | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 4.30% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 9.37% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.31% | 12.52% | -0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.43% | 16.97% | -1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.43% | 18.87% | -3.44% |
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%.
Dividends
DFGR vs. REET - Dividend Comparison
DFGR's dividend yield for the trailing twelve months is around 3.87%, more than REET's 3.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGR Dimensional Global Real Estate ETF | 3.87% | 4.05% | 3.73% | 2.77% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 0.97, DFGR 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 DFGR (4.21%). In terms of maximum drawdown, DFGR dropped -21.28% vs REET's -44.59%.
On 3-year performance, REET leads with 11.34% vs 10.99% for DFGR. On fees, REET is cheaper at 0.14% per year. Their volatility is very similar. 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 11.34% return vs 10.99%. 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 0.22% for DFGR.
DFGR has the higher dividend yield at 3.87%, compared with 3.40% for REET.
They also come from different issuers: Dimensional and iShares. Their fees differ too: 0.22% for DFGR and 0.14% for REET.
REET currently has the higher Sharpe Ratio (1.17 vs 1.00), 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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