FR vs. SRET

Last updated Jun 4, 2026

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 12.22%/yr vs 1.05%/yr for SRET. A 0.61 correlation means they provide meaningful diversification when combined.

Performance

FR vs. SRET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Industrial Realty Trust, Inc. (FR) and Global X SuperDividend REIT ETF (SRET). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FR achieves a 6.39% return, which is significantly higher than SRET's 3.74% return. Over the past 10 years, FR has outperformed SRET with an annualized return of 12.22%, while SRET has yielded a comparatively lower 1.05% annualized return.

FR

• 1D: 0.58%
• 1M: -1.08%
• YTD: 6.39%
• 6M: 9.78%
• 1Y: 26.63%
• 3Y*: 7.34%
• 5Y*: 5.89%
• 10Y*: 12.22%

SRET

• 1D: -1.07%
• 1M: -1.81%
• YTD: 3.74%
• 6M: 4.08%
• 1Y: 14.94%
• 3Y*: 9.29%
• 5Y*: 1.19%
• 10Y*: 1.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FR vs. SRET - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FR First Industrial Realty Trust, Inc.	6.39%	18.17%	-2.01%	11.91%	-25.37%	60.33%	4.24%	47.37%	-5.61%	15.50%
SRET Global X SuperDividend REIT ETF	3.74%	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 0.58, 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	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.61
Correlation (All Time) Calculated using the full available price history since Mar 18, 2015	0.61

The correlation between FR and SRET has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.

Return for Risk

FR vs. SRET — Risk / Return Rank

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

FR

FR Risk / Return Rank: 77
FR Sharpe Ratio Rank: 79
FR Sortino Ratio Rank: 74
FR Omega Ratio Rank: 70
FR Calmar Ratio Rank: 79
FR Martin Ratio Rank: 84

SRET

SRET Risk / Return Rank: 35
SRET Sharpe Ratio Rank: 36
SRET Sortino Ratio Rank: 34
SRET Omega Ratio Rank: 33
SRET Calmar Ratio Rank: 32
SRET Martin Ratio Rank: 40

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.

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.

	FR	SRET	Difference
Sharpe ratio Return per unit of total volatility	1.36	1.32	+0.04
Sortino ratio Return per unit of downside risk	2.00	1.84	+0.16
Omega ratio Gain probability vs. loss probability	1.23	1.23	+0.01
Calmar ratio Return relative to maximum drawdown	2.61	1.58	+1.03
Martin ratio Return relative to average drawdown	8.30	6.61	+1.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FR vs. SRET - Sharpe Ratio Comparison

The current FR Sharpe Ratio is 1.36, which is comparable to the SRET Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of FR and SRET, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FR	SRET	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	1.32	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	0.07	+0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.04	+0.46
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.06	+0.14

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.

Drawdown Indicators

	FR	SRET	Difference
Max Drawdown Largest 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	-25.42%	-18.87%	-6.55%
Max Drawdown (5Y) Largest decline over 5 years	-35.95%	-30.56%	-5.39%
Max Drawdown (10Y) Largest decline over 10 years	-41.12%	-66.98%	+25.86%
Current Drawdown Current decline from peak	-6.21%	-24.23%	+18.02%
Average Drawdown Average peak-to-trough decline	-25.36%	-22.49%	-2.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	2.27%	+0.95%

Volatility

FR vs. SRET - Volatility Comparison

First Industrial Realty Trust, Inc. (FR) has a higher volatility of 5.52% compared to Global X SuperDividend REIT ETF (SRET) at 3.11%. 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.

Volatility by Period

	FR	SRET	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.52%	3.11%	+2.41%
Volatility (6M) Calculated over the trailing 6-month period	13.69%	8.72%	+4.97%
Volatility (1Y) Calculated over the trailing 1-year period	19.61%	11.36%	+8.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.81%	16.50%	+6.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.35%	24.58%	-0.23%

Dividends

FR vs. SRET - Dividend Comparison

FR's dividend yield for the trailing twelve months is around 3.04%, less than SRET's 8.78% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FR First Industrial Realty Trust, Inc.	3.04%	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	8.78%	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

Can I hold both FR and SRET in my portfolio?

FR and SRET have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FR or SRET?

FR has higher volatility (5.52%) compared to SRET (3.11%). In terms of maximum drawdown, FR dropped -95.42% vs SRET's -66.98%.

Which has better risk-adjusted returns?

FR currently has the higher Sharpe Ratio (1.36 vs 1.32), 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.