DFREX vs. REET
Compare and contrast key facts about DFA Real Estate Securities Portfolio Class I (DFREX) and iShares Global REIT ETF (REET).
DFREX is managed by Dimensional Fund Advisors LP. It was launched on Jan 5, 1993. 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: DFREX or REET.
Correlation
The correlation between DFREX and REET is 0.92, 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
DFREX vs. REET - Performance Comparison
Key characteristics
DFREX:
0.32
REET:
0.29
DFREX:
0.53
REET:
0.48
DFREX:
1.07
REET:
1.06
DFREX:
0.21
REET:
0.17
DFREX:
1.13
REET:
0.92
DFREX:
4.53%
REET:
4.53%
DFREX:
16.08%
REET:
14.38%
DFREX:
-74.36%
REET:
-44.59%
DFREX:
-13.89%
REET:
-14.63%
Returns By Period
In the year-to-date period, DFREX achieves a 3.16% return, which is significantly higher than REET's 2.00% return. Over the past 10 years, DFREX has outperformed REET with an annualized return of 5.36%, while REET has yielded a comparatively lower 3.06% annualized return.
DFREX
3.16%
-7.27%
6.11%
4.22%
3.29%
5.36%
REET
2.00%
-5.43%
6.06%
3.11%
0.59%
3.06%
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DFREX vs. REET - Expense Ratio Comparison
DFREX has a 0.18% 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
DFREX vs. REET - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA Real Estate Securities Portfolio Class I (DFREX) 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
DFREX vs. REET - Dividend Comparison
DFREX's dividend yield for the trailing twelve months is around 1.33%, less than REET's 3.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFREX DFA Real Estate Securities Portfolio Class I | 1.33% | 3.17% | 2.60% | 1.59% | 3.22% | 2.09% | 4.88% | 2.98% | 3.16% | 2.86% | 2.60% | 3.03% |
REET iShares Global REIT ETF | 3.66% | 3.27% | 2.42% | 3.18% | 2.64% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% | 2.12% | 0.00% |
Drawdowns
DFREX vs. REET - Drawdown Comparison
The maximum DFREX drawdown since its inception was -74.36%, which is greater than REET's maximum drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for DFREX and REET. For additional features, visit the drawdowns tool.
Volatility
DFREX vs. REET - Volatility Comparison
DFA Real Estate Securities Portfolio Class I (DFREX) has a higher volatility of 5.94% compared to iShares Global REIT ETF (REET) at 5.06%. This indicates that DFREX's price experiences larger fluctuations and is considered to be riskier than REET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.