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HAUS vs. IFGL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

HAUS vs. IFGL - Performance Comparison

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

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HAUS vs. IFGL - Yearly Performance Comparison


2026 (YTD)2025202420232022
HAUS
Residential REIT ETF
-3.10%-1.14%15.93%13.14%-22.47%
IFGL
iShares International Developed Real Estate ETF
-2.67%24.31%-7.25%5.40%-18.58%

Returns By Period

In the year-to-date period, HAUS achieves a -3.10% return, which is significantly lower than IFGL's -2.67% return.


HAUS

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

IFGL

1D
2.48%
1M
-12.00%
YTD
-2.67%
6M
-1.05%
1Y
17.76%
3Y*
6.31%
5Y*
-1.19%
10Y*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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HAUS vs. IFGL - Expense Ratio Comparison

HAUS has a 0.60% expense ratio, which is higher than IFGL's 0.48% expense ratio.


Return for Risk

HAUS vs. IFGL — 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

IFGL
IFGL Risk / Return Rank: 6161
Overall Rank
IFGL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 7070
Sortino Ratio Rank
IFGL Omega Ratio Rank: 6565
Omega Ratio Rank
IFGL Calmar Ratio Rank: 4747
Calmar Ratio Rank
IFGL Martin Ratio Rank: 5454
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. IFGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Residential REIT ETF (HAUS) 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.


HAUSIFGLDifference

Sharpe ratio

Return per unit of total volatility

-0.47

1.24

-1.71

Sortino ratio

Return per unit of downside risk

-0.54

1.76

-2.30

Omega ratio

Gain probability vs. loss probability

0.93

1.24

-0.30

Calmar ratio

Return relative to maximum drawdown

-0.56

1.17

-1.74

Martin ratio

Return relative to average drawdown

-1.14

5.14

-6.27

HAUS vs. IFGL - Sharpe Ratio Comparison

The current HAUS Sharpe Ratio is -0.47, which is lower than the IFGL Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of HAUS and IFGL, 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


HAUSIFGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

1.24

-1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

0.04

-0.07

Correlation

The correlation between HAUS and IFGL is 0.58, 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.


Dividends

HAUS vs. IFGL - Dividend Comparison

HAUS's dividend yield for the trailing twelve months is around 5.05%, more than IFGL's 3.92% yield.


TTM20252024202320222021202020192018201720162015
HAUS
Residential REIT ETF
5.05%4.42%2.08%2.61%2.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IFGL
iShares International Developed Real Estate ETF
3.92%3.71%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%

Drawdowns

HAUS vs. IFGL - Drawdown Comparison

The maximum HAUS drawdown since its inception was -35.91%, smaller than the maximum IFGL drawdown of -67.94%. Use the drawdown chart below to compare losses from any high point for HAUS and IFGL.


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Drawdown Indicators


HAUSIFGLDifference

Max Drawdown

Largest peak-to-trough decline

-35.91%

-67.94%

+32.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-14.38%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-38.47%

Max Drawdown (10Y)

Largest decline over 10 years

-40.38%

Current Drawdown

Current decline from peak

-13.95%

-15.36%

+1.41%

Average Drawdown

Average peak-to-trough decline

-18.17%

-16.73%

-1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.37%

3.28%

+3.09%

Volatility

HAUS vs. IFGL - Volatility Comparison

The current volatility for Residential REIT ETF (HAUS) is 3.75%, while iShares International Developed Real Estate ETF (IFGL) has a volatility of 6.49%. This indicates that HAUS experiences smaller price fluctuations and is considered to be less risky than IFGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HAUSIFGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

6.49%

-2.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.66%

9.61%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

14.41%

+2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.68%

16.16%

+3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.68%

16.49%

+3.19%