FR vs. SRET
FR (First Industrial Realty Trust, Inc.) is a stock, while SRET (Global X SuperDividend REIT ETF) is REIT fund tracking the Solactive Global SuperDividend REIT Index. Over the past 10 years, FR returned 11.45%/yr vs 0.72%/yr for SRET. Their 0.61 correlation means they have sometimes moved together and sometimes differently.
Performance
FR vs. SRET - Performance Comparison
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Returns By Period
In the year-to-date period, FR achieves a 16.90% return, which is significantly higher than SRET's 8.52% return. Over the past 10 years, FR has outperformed SRET with an annualized return of 11.45%, while SRET has yielded a comparatively lower 0.72% annualized return.
FR
- 1D
- -0.21%
- 1M
- 5.51%
- 6M
- 15.37%
- YTD
- 16.90%
- 1Y
- 42.13%
- 3Y*
- 11.75%
- 5Y*
- 6.64%
- 10Y*
- 11.45%
- ALL TIME*
- 8.28%
SRET
- 1D
- -0.80%
- 1M
- 0.17%
- 6M
- 5.24%
- YTD
- 8.52%
- 1Y
- 16.78%
- 3Y*
- 9.10%
- 5Y*
- 2.53%
- 10Y*
- 0.72%
- ALL TIME*
- 1.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $80.31M | $90.64M | $71.86M | |
| $627.33K | $729.09K | $820.60K |
FR vs. SRET - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FR First Industrial Realty Trust, Inc. | 16.90% | 18.17% | -2.01% | 11.91% | -25.37% | 60.33% | 4.24% | 47.37% | -5.61% | 15.50% |
SRET Global X SuperDividend REIT ETF | 8.52% | 18.09% | -1.55% | 9.85% | -18.24% | 14.00% | -36.63% | 22.77% | -5.52% | 17.80% |
Correlation
The correlation between FR and SRET is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2015 | 0.61 |
The correlation between FR and SRET has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.
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Return for Risk
FR vs. SRET — Risk / Return Rank
FR
SRET
FR vs. SRET - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Industrial Realty Trust, Inc. (FR) and Global X SuperDividend REIT ETF (SRET). 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.
| FR | SRET | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.26 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 1.82 | +2.07 |
| Martin ratioReturn relative to average drawdown | 12.89 | 7.51 | +5.38 |
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Drawdowns
FR vs. SRET - Drawdown Comparison
The maximum FR drawdown since its inception was -95.42%, which is greater than SRET's maximum drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for FR and SRET.
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Drawdown Indicators
| FR | SRET | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.42% | -66.98% | -28.44% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -9.48% | -0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -25.11% | -17.14% | -7.97% |
Max Drawdown (5Y)Largest decline over 5 years | -35.95% | -29.43% | -6.52% |
Max Drawdown (10Y)Largest decline over 10 years | -41.12% | -66.98% | +25.86% |
Current DrawdownCurrent decline from peak | -4.39% | -20.74% | +16.35% |
Average DrawdownAverage peak-to-trough decline | -25.24% | -22.46% | -2.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.29% | +0.80% |
Volatility
FR vs. SRET - Volatility Comparison
First Industrial Realty Trust, Inc. (FR) has a higher volatility of 6.25% compared to Global X SuperDividend REIT ETF (SRET) at 3.61%. This indicates that FR's price experiences larger fluctuations and is considered to be riskier than SRET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FR | SRET | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.25% | 3.61% | +2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 15.07% | 9.57% | +5.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.26% | 11.66% | +8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.98% | 16.45% | +6.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.44% | 24.59% | -0.15% |
Dividends
FR vs. SRET - Dividend Comparison
FR's dividend yield for the trailing twelve months is around 2.87%, less than SRET's 7.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FR First Industrial Realty Trust, Inc. | 2.87% | 3.11% | 2.95% | 2.43% | 2.45% | 1.63% | 2.37% | 2.22% | 3.01% | 2.67% | 2.71% | 2.30% |
SRET Global X SuperDividend REIT ETF | 7.86% | 7.98% | 8.72% | 7.21% | 8.30% | 6.33% | 8.88% | 7.83% | 8.54% | 8.20% | 8.08% | 7.74% |
Frequently Asked Questions
FR and SRET have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FR has higher volatility (6.25%) compared to SRET (3.61%). In terms of maximum drawdown, FR dropped -95.42% vs SRET's -66.98%.
FR currently has the higher Sharpe Ratio (1.97 vs 1.49), 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.
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