FR vs. SRET
Compare and contrast key facts about First Industrial Realty Trust, Inc. (FR) and Global X SuperDividend REIT ETF (SRET).
SRET is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend REIT Index. It was launched on Mar 17, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FR or SRET.
Key characteristics
| FR | SRET | |
|---|---|---|
| YTD Return | 2.55% | 3.08% |
| 1Y Return | 28.00% | 19.26% |
| 3Y Return (Ann) | -2.02% | -2.74% |
| 5Y Return (Ann) | 7.29% | -7.15% |
| Sharpe Ratio | 1.19 | 1.25 |
| Sortino Ratio | 1.75 | 1.84 |
| Omega Ratio | 1.22 | 1.24 |
| Calmar Ratio | 0.77 | 0.42 |
| Martin Ratio | 3.61 | 2.85 |
| Ulcer Index | 7.06% | 6.71% |
| Daily Std Dev | 21.52% | 15.35% |
| Max Drawdown | -95.42% | -66.98% |
| Current Drawdown | -14.36% | -35.21% |
Correlation
The correlation between FR and SRET is 0.61, 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
FR vs. SRET - Performance Comparison
In the year-to-date period, FR achieves a 2.55% return, which is significantly lower than SRET's 3.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FR vs. SRET - Risk-Adjusted Performance 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.
Dividends
FR vs. SRET - Dividend Comparison
FR's dividend yield for the trailing twelve months is around 2.71%, less than SRET's 7.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FR First Industrial Realty Trust, Inc. | 2.71% | 2.43% | 2.45% | 1.63% | 2.37% | 2.22% | 3.02% | 2.67% | 2.71% | 2.31% | 2.00% | 1.95% |
SRET Global X SuperDividend REIT ETF | 7.97% | 7.21% | 8.30% | 6.33% | 8.92% | 7.77% | 8.53% | 8.23% | 7.22% | 7.76% | 0.00% | 0.00% |
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. For additional features, visit the drawdowns tool.
Volatility
FR vs. SRET - Volatility Comparison
First Industrial Realty Trust, Inc. (FR) has a higher volatility of 5.25% compared to Global X SuperDividend REIT ETF (SRET) at 4.21%. 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.