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DFREX vs. REET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DFREX and REET is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DFREX vs. REET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DFA Real Estate Securities Portfolio Class I (DFREX) and iShares Global REIT ETF (REET). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%90.00%100.00%December2025FebruaryMarchAprilMay
83.21%
48.63%
DFREX
REET

Key characteristics

Sharpe Ratio

DFREX:

0.99

REET:

0.89

Sortino Ratio

DFREX:

1.42

REET:

1.30

Omega Ratio

DFREX:

1.19

REET:

1.17

Calmar Ratio

DFREX:

0.69

REET:

0.67

Martin Ratio

DFREX:

3.12

REET:

2.49

Ulcer Index

DFREX:

5.65%

REET:

5.98%

Daily Std Dev

DFREX:

17.85%

REET:

16.70%

Max Drawdown

DFREX:

-76.45%

REET:

-44.59%

Current Drawdown

DFREX:

-13.78%

REET:

-11.59%

Returns By Period

In the year-to-date period, DFREX achieves a 1.83% return, which is significantly lower than REET's 2.91% return. Over the past 10 years, DFREX has outperformed REET with an annualized return of 5.23%, while REET has yielded a comparatively lower 3.37% annualized return.


DFREX

YTD

1.83%

1M

6.75%

6M

-2.80%

1Y

15.19%

5Y*

7.62%

10Y*

5.23%

REET

YTD

2.91%

1M

8.49%

6M

-1.69%

1Y

11.97%

5Y*

8.26%

10Y*

3.37%

*Annualized

Compare stocks, funds, or ETFs

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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 Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFREX
The Risk-Adjusted Performance Rank of DFREX is 7070
Overall Rank
The Sharpe Ratio Rank of DFREX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of DFREX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DFREX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DFREX is 6868
Calmar Ratio Rank
The Martin Ratio Rank of DFREX is 6767
Martin Ratio Rank

REET
The Risk-Adjusted Performance Rank of REET is 6868
Overall Rank
The Sharpe Ratio Rank of REET is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of REET is 7272
Sortino Ratio Rank
The Omega Ratio Rank of REET is 6969
Omega Ratio Rank
The Calmar Ratio Rank of REET is 6464
Calmar Ratio Rank
The Martin Ratio Rank of REET is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current DFREX Sharpe Ratio is 0.99, which is comparable to the REET Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of DFREX and REET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.99
0.89
DFREX
REET

Dividends

DFREX vs. REET - Dividend Comparison

DFREX's dividend yield for the trailing twelve months is around 2.95%, less than REET's 3.52% yield.


TTM20242023202220212020201920182017201620152014
DFREX
DFA Real Estate Securities Portfolio Class I
2.95%2.97%3.17%2.60%1.59%3.22%2.09%4.88%2.98%3.16%2.86%2.60%
REET
iShares Global REIT ETF
3.52%3.63%3.27%2.42%3.18%2.64%5.25%5.73%3.84%5.37%3.56%2.12%

Drawdowns

DFREX vs. REET - Drawdown Comparison

The maximum DFREX drawdown since its inception was -76.45%, 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.


-20.00%-15.00%-10.00%December2025FebruaryMarchAprilMay
-13.78%
-11.59%
DFREX
REET

Volatility

DFREX vs. REET - Volatility Comparison

DFA Real Estate Securities Portfolio Class I (DFREX) and iShares Global REIT ETF (REET) have volatilities of 9.83% and 9.62%, 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.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
9.83%
9.62%
DFREX
REET