HAUZ vs. IFGL

Last updated Jun 4, 2026

HAUZ (Xtrackers International Real Estate ETF) and IFGL (iShares International Developed Real Estate ETF) are both REIT funds - HAUZ tracks the iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index while IFGL tracks the FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index. Both are passively managed. Over the past 10 years, HAUZ returned 3.62%/yr vs 1.41%/yr for IFGL. A 0.72 correlation means they provide meaningful diversification when combined. HAUZ charges 0.10%/yr vs 0.48%/yr for IFGL.

Performance

HAUZ vs. IFGL - Performance Comparison

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

Returns By Period

In the year-to-date period, HAUZ achieves a -2.64% return, which is significantly lower than IFGL's -2.19% return. Over the past 10 years, HAUZ has outperformed IFGL with an annualized return of 3.62%, while IFGL has yielded a comparatively lower 1.41% annualized return.

HAUZ

• 1D: -1.44%
• 1M: -4.21%
• YTD: -2.64%
• 6M: -1.65%
• 1Y: 5.96%
• 3Y*: 7.04%
• 5Y*: -1.54%
• 10Y*: 3.62%

IFGL

• 1D: -1.17%
• 1M: -4.06%
• YTD: -2.19%
• 6M: -0.58%
• 1Y: 6.13%
• 3Y*: 6.59%
• 5Y*: -2.66%
• 10Y*: 1.41%

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

HAUZ vs. IFGL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
HAUZ Xtrackers International Real Estate ETF	-2.64%	22.70%	-5.44%	6.29%	-22.24%	9.82%	-6.23%	20.89%	-9.12%	27.52%
IFGL iShares International Developed Real Estate ETF	-2.19%	24.31%	-7.25%	5.40%	-24.21%	8.29%	-7.62%	20.65%	-6.39%	20.00%

Correlation

The correlation between HAUZ and IFGL is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Oct 2, 2013	0.72

The correlation between HAUZ and IFGL shifts across timeframes, from 0.72 (all time) to 0.91 (5 years), reflecting how their relationship changes across market environments.

HAUZ vs. IFGL - Sectors Allocation Comparison

Sectors	HAUZ	IFGL
Real Estate	96.5%	98.9%
Industrials	1.3%	-
Communication Services	1.2%	-
Consumer Cyclical	0.3%	0.1%
Financial Services	0.3%	-
Utilities	0.1%	-
Technology	0.1%	1.1%
Basic Materials	0.1%	-
Healthcare	0.0%	-
Energy	0.0%	-
Consumer Defensive	0.0%	-

Return for Risk

HAUZ vs. IFGL — Risk / Return Rank

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

HAUZ

HAUZ Risk / Return Rank: 15
HAUZ Sharpe Ratio Rank: 15
HAUZ Sortino Ratio Rank: 15
HAUZ Omega Ratio Rank: 15
HAUZ Calmar Ratio Rank: 14
HAUZ Martin Ratio Rank: 15

IFGL

IFGL Risk / Return Rank: 15
IFGL Sharpe Ratio Rank: 16
IFGL Sortino Ratio Rank: 15
IFGL Omega Ratio Rank: 15
IFGL Calmar Ratio Rank: 14
IFGL Martin Ratio Rank: 15

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.

HAUZ vs. IFGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers International Real Estate ETF (HAUZ) 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.

	HAUZ	IFGL	Difference
Sharpe ratio: Return per unit of total volatility	0.43	0.45	-0.02
Sortino ratio: Return per unit of downside risk	0.71	0.74	-0.02
Omega ratio: Gain probability vs. loss probability	1.09	1.09	0.00
Calmar ratio: Return relative to maximum drawdown	0.43	0.43	0.00
Martin ratio: Return relative to average drawdown	1.28	1.32	-0.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

HAUZ vs. IFGL - Sharpe Ratio Comparison

The current HAUZ Sharpe Ratio is 0.43, which is comparable to the IFGL Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of HAUZ and IFGL, 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

	HAUZ	IFGL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.43	0.45	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.10	-0.16	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.21	0.09	+0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	0.04	+0.13

Drawdowns

HAUZ vs. IFGL - Drawdown Comparison

The maximum HAUZ drawdown since its inception was -39.51%, smaller than the maximum IFGL drawdown of -67.94%. Use the drawdown chart below to compare losses from any high point for HAUZ and IFGL.

Drawdown Indicators

	HAUZ	IFGL	Difference
Max Drawdown Largest peak-to-trough decline	-39.51%	-67.94%	+28.43%
Max Drawdown (1Y) Largest decline over 1 year	-14.08%	-14.38%	+0.30%
Max Drawdown (3Y) Largest decline over 3 years	-17.88%	-18.77%	+0.89%
Max Drawdown (5Y) Largest decline over 5 years	-34.52%	-38.47%	+3.95%
Max Drawdown (10Y) Largest decline over 10 years	-39.51%	-40.38%	+0.87%
Current Drawdown Current decline from peak	-11.73%	-14.94%	+3.21%
Average Drawdown Average peak-to-trough decline	-11.75%	-16.68%	+4.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.65%	4.65%	0.00%

Volatility

HAUZ vs. IFGL - Volatility Comparison

Xtrackers International Real Estate ETF (HAUZ) and iShares International Developed Real Estate ETF (IFGL) have volatilities of 4.73% and 4.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	HAUZ	IFGL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.73%	4.54%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	11.47%	11.46%	+0.01%
Volatility (1Y) Calculated over the trailing 1-year period	13.83%	13.68%	+0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.96%	16.38%	-0.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.97%	16.59%	+0.38%

HAUZ vs. IFGL - Expense Ratio Comparison

HAUZ has a 0.10% expense ratio, which is lower than IFGL's 0.48% expense ratio.

Dividends

HAUZ vs. IFGL - Dividend Comparison

HAUZ's dividend yield for the trailing twelve months is around 4.58%, more than IFGL's 3.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HAUZ Xtrackers International Real Estate ETF	4.58%	4.46%	4.50%	3.50%	1.99%	4.84%	3.37%	3.69%	1.93%	2.59%	2.18%	9.42%
IFGL iShares International Developed Real Estate ETF	3.90%	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

Can I hold both HAUZ and IFGL in my portfolio?

With a correlation of 0.91, HAUZ and IFGL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, HAUZ or IFGL?

HAUZ has higher volatility (4.73%) compared to IFGL (4.54%). In terms of maximum drawdown, HAUZ dropped -39.51% vs IFGL's -67.94%.

Which ETF is better, HAUZ or IFGL?

On 10-year performance, HAUZ leads with 3.62% vs 1.41% for IFGL. On fees, HAUZ is cheaper at 0.10% per year. On volatility, IFGL has been the lower-risk option at 4.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, HAUZ or IFGL?

Over the 10-year period, HAUZ has performed better with a 3.62% return vs 1.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, HAUZ or IFGL?

HAUZ is cheaper with a 0.10% expense ratio, compared with 0.48% for IFGL.

Which ETF pays a higher dividend yield, HAUZ or IFGL?

HAUZ has the higher dividend yield at 4.58%, compared with 3.90% for IFGL.

What is the main difference between HAUZ and IFGL?

HAUZ tracks iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index, while IFGL tracks FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index. They also come from different issuers: DWS and iShares. Their fees differ too: 0.10% for HAUZ and 0.48% for IFGL.

Which has better risk-adjusted returns?

IFGL currently has the higher Sharpe Ratio (0.45 vs 0.43), 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.