HAUS vs. IFGL
HAUS (Residential REIT ETF) and IFGL (iShares International Developed Real Estate ETF) are both REIT funds. HAUS is actively managed, while IFGL is passively managed. Over the past 3 years, HAUS returned 9.17%/yr vs 8.22%/yr for IFGL. Their 0.55 correlation means they have sometimes moved together and sometimes differently. HAUS charges 0.60%/yr vs 0.48%/yr for IFGL.
Performance
HAUS vs. IFGL - Performance Comparison
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Returns By Period
In the year-to-date period, HAUS achieves a 8.31% return, which is significantly higher than IFGL's 1.38% return.
HAUS
- 1D
- 0.47%
- 1M
- -2.62%
- 6M
- 9.41%
- YTD
- 8.31%
- 1Y
- 13.82%
- 3Y*
- 9.17%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 1.76%
IFGL
- 1D
- -0.53%
- 1M
- 2.20%
- 6M
- -2.77%
- YTD
- 1.38%
- 1Y
- 7.64%
- 3Y*
- 8.22%
- 5Y*
- -2.12%
- 10Y*
- 1.46%
- ALL TIME*
- 0.83%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.68K | $15.86K | $47.29K | |
| $245.28K | $226.45K | $225.68K |
HAUS vs. IFGL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HAUS Residential REIT ETF | 8.31% | -1.14% | 15.93% | 13.14% | -23.08% |
IFGL iShares International Developed Real Estate ETF | 1.38% | 24.31% | -7.25% | 5.40% | -20.00% |
Correlation
The correlation between HAUS and IFGL is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2022 | 0.55 |
The correlation between HAUS and IFGL shifts across timeframes, from 0.36 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HAUS vs. IFGL — Risk / Return Rank
HAUS
IFGL
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.
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.
| HAUS | IFGL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.57 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.10 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.69 | 0.53 | +1.16 |
| Martin ratioReturn relative to average drawdown | 5.34 | 1.23 | +4.11 |
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Drawdowns
HAUS vs. IFGL - Drawdown Comparison
The maximum HAUS drawdown since its inception was -35.91%, smaller than the maximum IFGL drawdown of -68.93%. Use the drawdown chart below to compare losses from any high point for HAUS and IFGL.
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Drawdown Indicators
| HAUS | IFGL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.91% | -68.93% | +33.02% |
Max Drawdown (1Y)Largest decline over 1 year | -8.19% | -14.38% | +6.19% |
Max Drawdown (3Y)Largest decline over 3 years | -16.73% | -18.77% | +2.04% |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.38% | — |
Current DrawdownCurrent decline from peak | -3.82% | -11.84% | +8.02% |
Average DrawdownAverage peak-to-trough decline | -17.20% | -17.28% | +0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 6.20% | -3.61% |
Volatility
HAUS vs. IFGL - Volatility Comparison
Residential REIT ETF (HAUS) has a higher volatility of 5.13% compared to iShares International Developed Real Estate ETF (IFGL) at 3.52%. This indicates that HAUS's price experiences larger fluctuations and is considered to be riskier 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
| HAUS | IFGL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 3.52% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.95% | 12.17% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.65% | 14.13% | +0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 16.40% | +3.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.43% | 16.41% | +3.02% |
HAUS vs. IFGL - Expense Ratio Comparison
HAUS has a 0.60% expense ratio, which is higher than IFGL's 0.48% expense ratio.
Dividends
HAUS vs. IFGL - Dividend Comparison
HAUS's dividend yield for the trailing twelve months is around 4.30%, more than IFGL's 4.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HAUS Residential REIT ETF | 4.30% | 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 | 4.05% | 3.71% | 4.83% | 1.82% | 2.79% | 3.25% | 2.17% | 7.60% | 4.10% | 4.90% | 7.68% | 3.70% |
Frequently Asked Questions
HAUS and IFGL have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HAUS has higher volatility (5.13%) compared to IFGL (3.52%). In terms of maximum drawdown, HAUS dropped -35.91% vs IFGL's -68.93%.
On 3-year performance, HAUS leads with 9.17% vs 8.22% for IFGL. On fees, IFGL is cheaper at 0.48% per year. On volatility, IFGL has been the lower-risk option at 3.52%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, HAUS has performed better with a 9.17% return vs 8.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IFGL is cheaper with a 0.48% expense ratio, compared with 0.60% for HAUS.
HAUS has the higher dividend yield at 4.30%, compared with 4.05% for IFGL.
They also come from different issuers: Armada ETF Advisors and iShares. Their fees differ too: 0.60% for HAUS and 0.48% for IFGL.
HAUS currently has the higher Sharpe Ratio (0.95 vs 0.54), 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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