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. 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.
Performance
DFREX vs. REET - Performance Comparison
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DFREX vs. REET - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFREX DFA Real Estate Securities Portfolio Class I | 3.33% | 1.52% | 5.52% | 11.20% | -24.93% | 41.88% | -5.03% | 28.12% | -3.01% | 4.25% |
REET iShares Global REIT ETF | 2.31% | 7.97% | 2.65% | 10.28% | -24.10% | 32.43% | -10.48% | 24.42% | -5.27% | 7.48% |
Returns By Period
In the year-to-date period, DFREX achieves a 3.33% return, which is significantly higher than REET's 2.31% return. Over the past 10 years, DFREX has outperformed REET with an annualized return of 4.99%, while REET has yielded a comparatively lower 3.57% annualized return.
DFREX
- 1D
- 1.52%
- 1M
- -6.66%
- YTD
- 3.33%
- 6M
- 0.85%
- 1Y
- 2.39%
- 3Y*
- 6.54%
- 5Y*
- 3.50%
- 10Y*
- 4.99%
REET
- 1D
- 0.99%
- 1M
- -6.30%
- YTD
- 2.31%
- 6M
- 1.07%
- 1Y
- 8.44%
- 3Y*
- 7.14%
- 5Y*
- 2.84%
- 10Y*
- 3.57%
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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%.
Return for Risk
DFREX vs. REET — Risk / Return Rank
DFREX
REET
DFREX vs. REET - Risk-Adjusted Trends 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.
| DFREX | REET | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 0.56 | -0.41 |
Sortino ratioReturn per unit of downside risk | 0.32 | 0.86 | -0.54 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.12 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.29 | 0.73 | -0.45 |
Martin ratioReturn relative to average drawdown | 1.12 | 3.04 | -1.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFREX | REET | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 0.56 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.17 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.19 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.22 | +0.14 |
Correlation
The correlation between DFREX and REET is 0.93, 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.
Dividends
DFREX vs. REET - Dividend Comparison
DFREX's dividend yield for the trailing twelve months is around 2.80%, less than REET's 3.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFREX DFA Real Estate Securities Portfolio Class I | 2.80% | 2.84% | 2.97% | 3.59% | 6.24% | 2.56% | 3.36% | 2.23% | 4.88% | 1.89% | 2.83% | 2.86% |
REET iShares Global REIT ETF | 3.62% | 3.67% | 3.64% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% |
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.
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Drawdown Indicators
| DFREX | REET | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.36% | -44.59% | -29.77% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -11.70% | -0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -33.11% | -32.11% | -1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -41.49% | -44.59% | +3.10% |
Current DrawdownCurrent decline from peak | -7.60% | -6.47% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -11.39% | -9.91% | -1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.82% | +0.32% |
Volatility
DFREX vs. REET - Volatility Comparison
The current volatility for DFA Real Estate Securities Portfolio Class I (DFREX) is 4.47%, while iShares Global REIT ETF (REET) has a volatility of 4.74%. This indicates that DFREX experiences smaller price fluctuations and is considered to be less risky than REET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFREX | REET | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 4.74% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 8.32% | +0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.14% | 15.10% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.69% | 16.91% | +1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 18.83% | +1.47% |