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HAUS vs. BLDG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HAUS vs. BLDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Residential REIT ETF (HAUS) and Cambria Global Real Estate ETF (BLDG). The values are adjusted to include any dividend payments, if applicable.

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HAUS vs. BLDG - Yearly Performance Comparison


2026 (YTD)2025202420232022
HAUS
Residential REIT ETF
-3.10%-1.14%15.93%13.14%-22.47%
BLDG
Cambria Global Real Estate ETF
-0.94%4.26%8.18%1.76%-9.94%

Returns By Period

In the year-to-date period, HAUS achieves a -3.10% return, which is significantly lower than BLDG's -0.94% return.


HAUS

1D
0.84%
1M
-6.69%
YTD
-3.10%
6M
-1.15%
1Y
-7.88%
3Y*
7.51%
5Y*
10Y*

BLDG

1D
1.25%
1M
-8.62%
YTD
-0.94%
6M
-3.58%
1Y
6.03%
3Y*
5.67%
5Y*
2.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HAUS vs. BLDG - Expense Ratio Comparison

HAUS has a 0.60% expense ratio, which is higher than BLDG's 0.59% expense ratio.


Return for Risk

HAUS vs. BLDG — Risk / Return Rank

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

HAUS
HAUS Risk / Return Rank: 44
Overall Rank
HAUS Sharpe Ratio Rank: 44
Sharpe Ratio Rank
HAUS Sortino Ratio Rank: 44
Sortino Ratio Rank
HAUS Omega Ratio Rank: 44
Omega Ratio Rank
HAUS Calmar Ratio Rank: 33
Calmar Ratio Rank
HAUS Martin Ratio Rank: 33
Martin Ratio Rank

BLDG
BLDG Risk / Return Rank: 2626
Overall Rank
BLDG Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BLDG Sortino Ratio Rank: 2525
Sortino Ratio Rank
BLDG Omega Ratio Rank: 2525
Omega Ratio Rank
BLDG Calmar Ratio Rank: 2525
Calmar Ratio Rank
BLDG Martin Ratio Rank: 2727
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.

HAUS vs. BLDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Residential REIT ETF (HAUS) and Cambria Global Real Estate ETF (BLDG). 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.


HAUSBLDGDifference

Sharpe ratio

Return per unit of total volatility

-0.47

0.46

-0.92

Sortino ratio

Return per unit of downside risk

-0.54

0.71

-1.25

Omega ratio

Gain probability vs. loss probability

0.93

1.09

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.56

0.55

-1.12

Martin ratio

Return relative to average drawdown

-1.14

2.04

-3.18

HAUS vs. BLDG - Sharpe Ratio Comparison

The current HAUS Sharpe Ratio is -0.47, which is lower than the BLDG Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of HAUS and BLDG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HAUSBLDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

0.46

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.38

-0.41

Correlation

The correlation between HAUS and BLDG is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

HAUS vs. BLDG - Dividend Comparison

HAUS's dividend yield for the trailing twelve months is around 5.05%, less than BLDG's 6.12% yield.


TTM202520242023202220212020
HAUS
Residential REIT ETF
5.05%4.42%2.08%2.61%2.26%0.00%0.00%
BLDG
Cambria Global Real Estate ETF
6.12%7.46%7.97%4.99%3.99%10.40%0.59%

Drawdowns

HAUS vs. BLDG - Drawdown Comparison

The maximum HAUS drawdown since its inception was -35.91%, which is greater than BLDG's maximum drawdown of -27.25%. Use the drawdown chart below to compare losses from any high point for HAUS and BLDG.


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Drawdown Indicators


HAUSBLDGDifference

Max Drawdown

Largest peak-to-trough decline

-35.91%

-27.25%

-8.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-10.80%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-27.25%

Current Drawdown

Current decline from peak

-13.95%

-8.96%

-4.99%

Average Drawdown

Average peak-to-trough decline

-18.17%

-9.44%

-8.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.37%

2.93%

+3.44%

Volatility

HAUS vs. BLDG - Volatility Comparison

The current volatility for Residential REIT ETF (HAUS) is 3.75%, while Cambria Global Real Estate ETF (BLDG) has a volatility of 4.20%. This indicates that HAUS experiences smaller price fluctuations and is considered to be less risky than BLDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAUSBLDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

4.20%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.66%

7.38%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

13.30%

+3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.68%

15.24%

+4.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.68%

15.61%

+4.07%