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HAUZ vs. IFGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, HAUZ achieves a 0.36% return, which is significantly lower than IFGL's 1.38% return. Over the past 10 years, HAUZ has outperformed IFGL with an annualized return of 3.27%, while IFGL has yielded a comparatively lower 1.46% annualized return.


HAUZ

1D
-0.29%
1M
1.67%
6M
-4.12%
YTD
0.36%
1Y
5.88%
3Y*
7.90%
5Y*
-0.93%
10Y*
3.27%
ALL TIME*
3.14%

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

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.79M$1.92M$2.36M
$245.28K$226.45K$225.68K

HAUZ vs. IFGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HAUZ
Xtrackers International Real Estate ETF
0.36%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
1.38%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 0.93, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.93

Correlation (3Y)
Balances recent behavior with more history.

0.90

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.91

Correlation (10Y)
Provides a long-term view across more market conditions.

0.80

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2013

0.72

Over the past year, HAUZ and IFGL have become more correlated (0.93) than their long-term average of 0.72, meaning their price movements have been converging.

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Return for Risk

HAUZ vs. IFGL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HAUZ
HAUZ Risk / Return Rank: 1919
Overall Rank
HAUZ Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
HAUZ Sortino Ratio Rank: 2020
Sortino Ratio Rank
HAUZ Omega Ratio Rank: 1919
Omega Ratio Rank
HAUZ Calmar Ratio Rank: 1818
Calmar Ratio Rank
HAUZ Martin Ratio Rank: 1717
Martin Ratio Rank

IFGL
IFGL Risk / Return Rank: 2222
Overall Rank
IFGL Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 2323
Sortino Ratio Rank
IFGL Omega Ratio Rank: 2323
Omega Ratio Rank
IFGL Calmar Ratio Rank: 2020
Calmar Ratio Rank
IFGL Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


HAUZIFGLDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.08

1.10

-0.02

Calmar ratioReturn relative to maximum drawdown

0.42

0.53

-0.11

Martin ratioReturn relative to average drawdown

0.93

1.23

-0.30

HAUZ vs. IFGL - Sharpe Ratio Comparison

The current HAUZ Sharpe Ratio is 0.42, which is comparable to the IFGL Sharpe Ratio of 0.54. 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.


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Drawdowns

HAUZ vs. IFGL - Drawdown Comparison

The maximum HAUZ drawdown since its inception was -39.51%, smaller than the maximum IFGL drawdown of -68.93%. Use the drawdown chart below to compare losses from any high point for HAUZ and IFGL.


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Drawdown Indicators


HAUZIFGLDifference

Max Drawdown

Largest peak-to-trough decline

-39.51%

-68.93%

+29.42%

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

-34.14%

-38.00%

+3.86%

Max Drawdown (10Y)

Largest decline over 10 years

-39.51%

-40.38%

+0.87%

Current Drawdown

Current decline from peak

-9.01%

-11.84%

+2.83%

Average Drawdown

Average peak-to-trough decline

-11.73%

-17.28%

+5.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.32%

6.20%

+0.12%

Volatility

HAUZ vs. IFGL - Volatility Comparison

Xtrackers International Real Estate ETF (HAUZ) and iShares International Developed Real Estate ETF (IFGL) have volatilities of 3.47% and 3.52%, 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.


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Volatility by Period


HAUZIFGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

3.52%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

12.17%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

14.17%

14.13%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.98%

16.40%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.96%

16.41%

+0.55%

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 3.54%, less than IFGL's 4.05% yield.


PositionTTM20252024202320222021202020192018201720162015
HAUZ
Xtrackers International Real Estate ETF
3.54%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
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


With a correlation of 0.93, 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.

IFGL has higher volatility (3.52%) compared to HAUZ (3.47%). In terms of maximum drawdown, HAUZ dropped -39.51% vs IFGL's -68.93%.

On 10-year performance, HAUZ leads with 3.27% vs 1.46% for IFGL. On fees, HAUZ is cheaper at 0.10% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HAUZ has performed better with a 3.27% return vs 1.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IFGL has the higher dividend yield at 4.05%, compared with 3.54% for HAUZ.

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.

IFGL currently has the higher Sharpe Ratio (0.54 vs 0.42), 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.

Portfolio Optimizer

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