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DPRE vs. FREL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DPRE vs. FREL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Duff & Phelps Real Estate Income ETF (DPRE) and Fidelity MSCI Real Estate Index ETF (FREL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DPRE

1D
-0.29%
1M
2.73%
6M
YTD
1Y
3Y*
5Y*
10Y*

FREL

1D
1.15%
1M
2.73%
6M
12.30%
YTD
13.38%
1Y
14.37%
3Y*
9.80%
5Y*
2.90%
10Y*
5.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DPRE vs. FREL - Yearly Performance Comparison


Correlation

The correlation between DPRE and FREL is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 15, 2026

0.74

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Return for Risk

DPRE vs. FREL — Risk / Return Rank

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

DPRE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FREL
FREL Risk / Return Rank: 3434
Overall Rank
FREL Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FREL Sortino Ratio Rank: 3131
Sortino Ratio Rank
FREL Omega Ratio Rank: 3030
Omega Ratio Rank
FREL Calmar Ratio Rank: 3939
Calmar Ratio Rank
FREL Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DPRE vs. FREL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Real Estate Income ETF (DPRE) and Fidelity MSCI Real Estate Index ETF (FREL). 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.


DPREFRELDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.71

Martin ratioReturn relative to average drawdown

5.36

DPRE vs. FREL - Sharpe Ratio Comparison


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Drawdowns

DPRE vs. FREL - Drawdown Comparison

The maximum DPRE drawdown since its inception was -3.57%, smaller than the maximum FREL drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for DPRE and FREL.


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Drawdown Indicators


DPREFRELDifference

Max Drawdown

Largest peak-to-trough decline

-3.57%

-42.61%

+39.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

Max Drawdown (3Y)

Largest decline over 3 years

-17.54%

Max Drawdown (5Y)

Largest decline over 5 years

-34.40%

Max Drawdown (10Y)

Largest decline over 10 years

-42.61%

Current Drawdown

Current decline from peak

-0.98%

-0.13%

-0.85%

Average Drawdown

Average peak-to-trough decline

-0.87%

-9.88%

+9.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

Volatility

DPRE vs. FREL - Volatility Comparison


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Volatility by Period


DPREFRELDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

Volatility (6M)

Calculated over the trailing 6-month period

10.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.11%

13.87%

+2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

18.94%

-2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

20.71%

-4.60%

DPRE vs. FREL - Expense Ratio Comparison

DPRE has a 0.59% expense ratio, which is higher than FREL's 0.08% expense ratio.


Dividends

DPRE vs. FREL - Dividend Comparison

DPRE's dividend yield for the trailing twelve months is around 0.59%, less than FREL's 3.22% yield.


PositionTTM20252024202320222021202020192018201720162015
DPRE
Virtus Duff & Phelps Real Estate Income ETF
0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FREL
Fidelity MSCI Real Estate Index ETF
3.22%3.59%3.48%3.73%3.57%2.34%3.77%3.32%5.54%3.27%4.01%3.80%

Frequently Asked Questions


DPRE and FREL have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FREL is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FREL is cheaper with a 0.08% expense ratio, compared with 0.59% for DPRE.

FREL has the higher dividend yield at 3.22%, compared with 0.59% for DPRE.

They also come from different issuers: Virtus and Fidelity. Their fees differ too: 0.59% for DPRE and 0.08% for FREL.

Portfolio Optimizer

Find the right allocation for DPRE and FREL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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