ERET vs. IFGL
ERET (Ishares Environmentally Aware Real Estate ETF) and IFGL (iShares International Developed Real Estate ETF) are both REIT funds from iShares - ERET tracks the FTSE EPRA Nareit Developed Green Target Index while IFGL tracks the FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index. Both are passively managed. Over the past 3 years, ERET returned 8.59%/yr vs 6.66%/yr for IFGL. A 0.79 correlation means they provide meaningful diversification when combined. ERET charges 0.30%/yr vs 0.48%/yr for IFGL.
Performance
ERET vs. IFGL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ERET achieves a 10.29% return, which is significantly higher than IFGL's -0.59% return.
ERET
- 1D
- 0.27%
- 1M
- 0.35%
- 6M
- 8.03%
- YTD
- 10.29%
- 1Y
- 13.42%
- 3Y*
- 8.59%
- 5Y*
- —
- 10Y*
- —
IFGL
- 1D
- 0.45%
- 1M
- -0.55%
- 6M
- -2.55%
- YTD
- -0.59%
- 1Y
- 5.20%
- 3Y*
- 6.66%
- 5Y*
- -2.32%
- 10Y*
- 1.59%
ERET vs. IFGL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ERET Ishares Environmentally Aware Real Estate ETF | 10.29% | 10.26% | 0.60% | 10.25% | 0.29% |
IFGL iShares International Developed Real Estate ETF | -0.59% | 24.31% | -7.25% | 5.40% | 1.40% |
Correlation
The correlation between ERET and IFGL is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2022 | 0.79 |
The correlation between ERET and IFGL has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ERET vs. IFGL — Risk / Return Rank
ERET
IFGL
ERET vs. IFGL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Environmentally Aware Real Estate ETF (ERET) and iShares International Developed Real Estate ETF (IFGL). 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.
| ERET | IFGL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.71 | ||
| Sortino ratioReturn per unit of downside risk | +0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.08 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 0.36 | +0.92 |
| Martin ratioReturn relative to average drawdown | 4.73 | 0.89 | +3.84 |
Loading charts...
Drawdowns
ERET vs. IFGL - Drawdown Comparison
The maximum ERET drawdown since its inception was -20.30%, smaller than the maximum IFGL drawdown of -68.93%. Use the drawdown chart below to compare losses from any high point for ERET and IFGL.
Loading charts...
Drawdown Indicators
| ERET | IFGL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.30% | -68.93% | +48.63% |
Max Drawdown (1Y)Largest decline over 1 year | -10.47% | -14.38% | +3.91% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | -18.77% | +1.16% |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.38% | — |
Current DrawdownCurrent decline from peak | -0.75% | -13.55% | +12.80% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -17.30% | +11.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 5.85% | -3.01% |
Volatility
ERET vs. IFGL - Volatility Comparison
Ishares Environmentally Aware Real Estate ETF (ERET) has a higher volatility of 3.96% compared to iShares International Developed Real Estate ETF (IFGL) at 3.55%. This indicates that ERET's price experiences larger fluctuations and is considered to be riskier than IFGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ERET | IFGL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 3.55% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 12.10% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.44% | 14.01% | -1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.71% | 16.38% | -0.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 16.40% | -0.69% |
ERET vs. IFGL - Expense Ratio Comparison
ERET has a 0.30% expense ratio, which is lower than IFGL's 0.48% expense ratio.
Dividends
ERET vs. IFGL - Dividend Comparison
ERET's dividend yield for the trailing twelve months is around 3.30%, less than IFGL's 4.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ERET Ishares Environmentally Aware Real Estate ETF | 3.30% | 3.79% | 4.26% | 3.67% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IFGL iShares International Developed Real Estate ETF | 4.13% | 3.71% | 4.83% | 1.82% | 2.79% | 3.25% | 2.17% | 7.60% | 4.10% | 4.90% | 7.68% | 3.70% |
Frequently Asked Questions
ERET and IFGL have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ERET has higher volatility (3.96%) compared to IFGL (3.55%). In terms of maximum drawdown, ERET dropped -20.30% vs IFGL's -68.93%.
On 3-year performance, ERET leads with 8.59% vs 6.66% for IFGL. On fees, ERET is cheaper at 0.30% per year. On volatility, IFGL has been the lower-risk option at 3.55%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ERET has performed better with a 8.59% return vs 6.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ERET is cheaper with a 0.30% expense ratio, compared with 0.48% for IFGL.
IFGL has the higher dividend yield at 4.13%, compared with 3.30% for ERET.
ERET tracks FTSE EPRA Nareit Developed Green Target Index, while IFGL tracks FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index. Their fees differ too: 0.30% for ERET and 0.48% for IFGL.
ERET currently has the higher Sharpe Ratio (1.08 vs 0.37), 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.
Find the right allocation for ERET and IFGL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer