HAUS vs. IGR

Last updated Jun 24, 2026

HAUS (Residential REIT ETF) and IGR (CBRE Global Real Estate Income Fund) are both REIT funds. Over the past 3 years, HAUS returned 10.03%/yr vs 10.99%/yr for IGR. A 0.66 correlation means they provide meaningful diversification when combined. HAUS charges 0.60%/yr vs 0.04%/yr for IGR.

Performance

HAUS vs. IGR - Performance Comparison

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

Returns By Period

In the year-to-date period, HAUS achieves a 6.66% return, which is significantly lower than IGR's 10.92% return.

HAUS

• 1D: 1.62%
• 1M: -0.50%
• YTD: 6.66%
• 6M: 7.69%
• 1Y: 6.19%
• 3Y*: 10.03%
• 5Y*: —
• 10Y*: —

IGR

• 1D: 1.12%
• 1M: -2.76%
• YTD: 10.92%
• 6M: 15.12%
• 1Y: 0.66%
• 3Y*: 10.99%
• 5Y*: 0.19%
• 10Y*: 5.57%

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

HAUS vs. IGR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
HAUS Residential REIT ETF	6.66%	-1.14%	15.93%	13.14%	-23.08%
IGR CBRE Global Real Estate Income Fund	10.92%	5.24%	1.19%	15.91%	-23.97%

Correlation

The correlation between HAUS and IGR is 0.61, 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	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (All Time) Calculated using the full available price history since Mar 1, 2022	0.66

The correlation between HAUS and IGR has been stable across timeframes, ranging from 0.61 to 0.66 - a consistent structural relationship.

Return for Risk

HAUS vs. IGR — Risk / Return Rank

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

HAUS

HAUS Risk / Return Rank: 16
HAUS Sharpe Ratio Rank: 15
HAUS Sortino Ratio Rank: 14
HAUS Omega Ratio Rank: 14
HAUS Calmar Ratio Rank: 18
HAUS Martin Ratio Rank: 19

IGR

IGR Risk / Return Rank: 3
IGR Sharpe Ratio Rank: 3
IGR Sortino Ratio Rank: 3
IGR Omega Ratio Rank: 3
IGR Calmar Ratio Rank: 3
IGR Martin Ratio Rank: 3

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. IGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Residential REIT ETF (HAUS) and CBRE Global Real Estate Income Fund (IGR). 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	IGR	Difference
Sharpe ratio: Return per unit of total volatility	0.43	0.04	+0.40
Sortino ratio: Return per unit of downside risk	0.71	0.18	+0.53
Omega ratio: Gain probability vs. loss probability	1.08	1.02	+0.06
Calmar ratio: Return relative to maximum drawdown	0.76	0.04	+0.72
Martin ratio: Return relative to average drawdown	2.09	0.10	+1.99

HAUS vs. IGR - Sharpe Ratio Comparison

The current HAUS Sharpe Ratio is 0.43, which is higher than the IGR Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of HAUS and IGR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

HAUS vs. IGR - Drawdown Comparison

The maximum HAUS drawdown since its inception was -35.91%, smaller than the maximum IGR drawdown of -87.17%. Use the drawdown chart below to compare losses from any high point for HAUS and IGR.

Drawdown Indicators

	HAUS	IGR	Difference
Max Drawdown Largest peak-to-trough decline	-35.91%	-87.17%	+51.26%
Max Drawdown (1Y) Largest decline over 1 year	-8.19%	-16.14%	+7.95%
Max Drawdown (3Y) Largest decline over 3 years	-17.25%	-29.54%	+12.29%
Max Drawdown (5Y) Largest decline over 5 years	—	-47.61%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-54.29%	—
Current Drawdown Current decline from peak	-5.29%	-11.71%	+6.42%
Average Drawdown Average peak-to-trough decline	-17.57%	-24.46%	+6.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	6.59%	-3.62%

Volatility

HAUS vs. IGR - Volatility Comparison

The current volatility for Residential REIT ETF (HAUS) is 4.57%, while CBRE Global Real Estate Income Fund (IGR) has a volatility of 4.88%. This indicates that HAUS experiences smaller price fluctuations and is considered to be less risky than IGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HAUS	IGR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.57%	4.88%	-0.31%
Volatility (6M) Calculated over the trailing 6-month period	10.53%	14.48%	-3.95%
Volatility (1Y) Calculated over the trailing 1-year period	14.47%	18.73%	-4.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.48%	24.77%	-5.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.48%	24.48%	-5.00%

HAUS vs. IGR - Expense Ratio Comparison

HAUS has a 0.60% expense ratio, which is higher than IGR's 0.04% expense ratio.

Dividends

HAUS vs. IGR - Dividend Comparison

HAUS's dividend yield for the trailing twelve months is around 3.40%, less than IGR's 16.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HAUS Residential REIT ETF	3.40%	4.42%	2.08%	2.61%	2.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IGR CBRE Global Real Estate Income Fund	16.00%	16.44%	14.97%	15.38%	12.22%	6.13%	8.72%	7.48%	9.74%	7.58%	8.84%	7.46%

Frequently Asked Questions

Can I hold both HAUS and IGR in my portfolio?

HAUS and IGR have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, HAUS or IGR?

IGR has higher volatility (4.88%) compared to HAUS (4.57%). In terms of maximum drawdown, HAUS dropped -35.91% vs IGR's -87.17%.

Which has better risk-adjusted returns?

HAUS currently has the higher Sharpe Ratio (0.43 vs 0.04), 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.