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ICF vs. SRET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ICF vs. SRET

Last updated Jun 4, 2026

ICF (iShares Cohen & Steers REIT ETF) and SRET (Global X SuperDividend REIT ETF) are both REIT funds - ICF tracks the Cohen & Steers Realty Majors Index while SRET tracks the Solactive Global SuperDividend REIT Index. Both are passively managed. Over the past 10 years, ICF returned 5.54%/yr vs 1.05%/yr for SRET. A 0.69 correlation means they provide meaningful diversification when combined. ICF charges 0.34%/yr vs 0.58%/yr for SRET.

Performance

ICF vs. SRET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Cohen & Steers REIT ETF (ICF) and Global X SuperDividend REIT ETF (SRET). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ICF achieves a 12.19% return, which is significantly higher than SRET's 3.74% return. Over the past 10 years, ICF has outperformed SRET with an annualized return of 5.54%, while SRET has yielded a comparatively lower 1.05% annualized return.

ICF

1D
0.17%
1M
-0.92%
YTD
12.19%
6M
11.56%
1Y
11.29%
3Y*
10.12%
5Y*
3.01%
10Y*
5.54%

SRET

1D
-1.07%
1M
-1.81%
YTD
3.74%
6M
4.08%
1Y
14.94%
3Y*
9.29%
5Y*
1.19%
10Y*
1.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICF vs. SRET - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ICF
iShares Cohen & Steers REIT ETF		12.19%1.85%5.30%10.36%-26.12%44.17%-5.43%25.48%-2.55%4.90%
SRET
Global X SuperDividend REIT ETF		3.74%18.09%-1.55%9.85%-18.24%14.00%-36.63%22.77%-5.52%17.80%

Correlation

The correlation between ICF and SRET is 0.68, 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

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2015

0.69

The correlation between ICF and SRET has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.

ICF vs. SRET - Sectors Allocation Comparison

Sectors
ICF
SRET

Real Estate

100.0%
92.5%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

3.1%

Healthcare

-

-

Industrials

-

-

Technology

-

-

Utilities

-

-

Real Estate

ICF
100.0%
SRET
92.5%

Basic Materials

ICF

-

SRET

-

Communication Services

ICF

-

SRET

-

Consumer Cyclical

ICF

-

SRET

-

Consumer Defensive

ICF

-

SRET

-

Energy

ICF

-

SRET

-

Financial Services

ICF

-

SRET
3.1%

Healthcare

ICF

-

SRET

-

Industrials

ICF

-

SRET

-

Technology

ICF

-

SRET

-

Utilities

ICF

-

SRET

-

Compare stocks, funds, or ETFs

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iShares Cohen & Steers REIT ETF

Global X SuperDividend REIT ETF

Often compared with ICF:
ICF vs. VNQICF vs. USRTICF vs. IYRICF vs. FRELICF vs. ICFIICF vs. SDIVICF vs. XLRE
Often compared with SRET:
SRET vs. VNQSRET vs. KBWYSRET vs. SCHHSRET vs. SPRESRET vs. FRSRET vs. NETLSRET vs. ACRE

Return for Risk

ICF vs. SRET — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ICF
ICF Risk / Return Rank: 2525
Overall Rank
ICF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ICF Sortino Ratio Rank: 2222
Sortino Ratio Rank
ICF Omega Ratio Rank: 2222
Omega Ratio Rank
ICF Calmar Ratio Rank: 2828
Calmar Ratio Rank
ICF Martin Ratio Rank: 2828
Martin Ratio Rank
SRET
SRET Risk / Return Rank: 3535
Overall Rank
SRET Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SRET Sortino Ratio Rank: 3434
Sortino Ratio Rank
SRET Omega Ratio Rank: 3333
Omega Ratio Rank
SRET Calmar Ratio Rank: 3232
Calmar Ratio Rank
SRET Martin Ratio Rank: 4040
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.

ICF vs. SRET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and Global X SuperDividend REIT ETF (SRET). 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.

ICFSRETDifference
Sharpe ratioReturn per unit of total volatility
0.84
1.32

-0.49

Sortino ratioReturn per unit of downside risk
1.20
1.84

-0.64

Omega ratioGain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratioReturn relative to maximum drawdown

1.38

1.58

-0.20

Martin ratioReturn relative to average drawdown

3.92

6.61

-2.69

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ICF vs. SRET - Sharpe Ratio Comparison

The current ICF Sharpe Ratio is 0.84, which is lower than the SRET Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of ICF and SRET, 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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Sharpe Ratios by Period

ICFSRETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.32

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.07

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.04

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.06

+0.25

Drawdowns

ICF vs. SRET - Drawdown Comparison

The maximum ICF drawdown since its inception was -76.74%, which is greater than SRET's maximum drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for ICF and SRET.

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Drawdown Indicators

ICFSRETDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-66.98%

-9.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-9.48%

+1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-17.25%

-18.87%

+1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-34.74%

-30.56%

-4.18%

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

-66.98%

+26.76%

Current Drawdown

Current decline from peak

-2.67%

-24.23%

+21.56%

Average Drawdown

Average peak-to-trough decline

-14.18%

-22.49%

+8.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.27%

+0.61%

Volatility

ICF vs. SRET - Volatility Comparison

iShares Cohen & Steers REIT ETF (ICF) has a higher volatility of 3.71% compared to Global X SuperDividend REIT ETF (SRET) at 3.11%. This indicates that ICF's price experiences larger fluctuations and is considered to be riskier than SRET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ICFSRETDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

3.11%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

8.72%

+1.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

11.36%

+2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

16.50%

+2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.58%

24.58%

-4.00%

ICF vs. SRET - Expense Ratio Comparison

ICF has a 0.34% expense ratio, which is lower than SRET's 0.58% expense ratio.

Dividends

ICF vs. SRET - Dividend Comparison

ICF's dividend yield for the trailing twelve months is around 2.48%, less than SRET's 8.78% yield.

PositionTTM20252024202320222021202020192018201720162015
ICF
iShares Cohen & Steers REIT ETF		2.48%2.88%2.66%2.76%2.64%1.82%2.38%2.55%3.20%3.10%4.21%3.30%
SRET
Global X SuperDividend REIT ETF		8.78%7.98%8.72%7.21%8.30%6.33%8.88%7.83%8.54%8.20%8.08%7.74%

Frequently Asked Questions

ICF and SRET have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICF has higher volatility (3.71%) compared to SRET (3.11%). In terms of maximum drawdown, ICF dropped -76.74% vs SRET's -66.98%.

On 10-year performance, ICF leads with 5.54% vs 1.05% for SRET. On fees, ICF is cheaper at 0.34% per year. On volatility, SRET has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ICF has performed better with a 5.54% return vs 1.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ICF is cheaper with a 0.34% expense ratio, compared with 0.58% for SRET.

SRET has the higher dividend yield at 8.78%, compared with 2.48% for ICF.

ICF tracks Cohen & Steers Realty Majors Index, while SRET tracks Solactive Global SuperDividend REIT Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.34% for ICF and 0.58% for SRET.

SRET currently has the higher Sharpe Ratio (1.32 vs 0.84), 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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