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IFGL vs. DFGR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFGL vs. DFGR - Performance Comparison

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

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IFGL vs. DFGR - Yearly Performance Comparison


2026 (YTD)2025202420232022
IFGL
iShares International Developed Real Estate ETF
-2.67%24.31%-7.25%5.40%0.19%
DFGR
Dimensional Global Real Estate ETF
0.98%7.65%1.89%9.64%-1.24%

Returns By Period

In the year-to-date period, IFGL achieves a -2.67% return, which is significantly lower than DFGR's 0.98% return.


IFGL

1D
2.48%
1M
-12.00%
YTD
-2.67%
6M
-1.05%
1Y
17.76%
3Y*
6.31%
5Y*
-1.19%
10Y*
1.66%

DFGR

1D
1.72%
1M
-7.30%
YTD
0.98%
6M
0.03%
1Y
5.53%
3Y*
6.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IFGL vs. DFGR - Expense Ratio Comparison

IFGL has a 0.48% expense ratio, which is higher than DFGR's 0.22% expense ratio.


Return for Risk

IFGL vs. DFGR — Risk / Return Rank

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

IFGL
IFGL Risk / Return Rank: 6161
Overall Rank
IFGL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 7070
Sortino Ratio Rank
IFGL Omega Ratio Rank: 6565
Omega Ratio Rank
IFGL Calmar Ratio Rank: 4747
Calmar Ratio Rank
IFGL Martin Ratio Rank: 5454
Martin Ratio Rank

DFGR
DFGR Risk / Return Rank: 2525
Overall Rank
DFGR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DFGR Sortino Ratio Rank: 2323
Sortino Ratio Rank
DFGR Omega Ratio Rank: 2323
Omega Ratio Rank
DFGR Calmar Ratio Rank: 2626
Calmar Ratio Rank
DFGR Martin Ratio Rank: 2828
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.

IFGL vs. DFGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Real Estate ETF (IFGL) and Dimensional Global Real Estate ETF (DFGR). 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.


IFGLDFGRDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.38

+0.86

Sortino ratio

Return per unit of downside risk

1.76

0.62

+1.14

Omega ratio

Gain probability vs. loss probability

1.24

1.08

+0.15

Calmar ratio

Return relative to maximum drawdown

1.17

0.57

+0.60

Martin ratio

Return relative to average drawdown

5.14

2.24

+2.89

IFGL vs. DFGR - Sharpe Ratio Comparison

The current IFGL Sharpe Ratio is 1.24, which is higher than the DFGR Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of IFGL and DFGR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IFGLDFGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.38

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.37

-0.33

Correlation

The correlation between IFGL and DFGR is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IFGL vs. DFGR - Dividend Comparison

IFGL's dividend yield for the trailing twelve months is around 3.92%, less than DFGR's 4.21% yield.


TTM20252024202320222021202020192018201720162015
IFGL
iShares International Developed Real Estate ETF
3.92%3.71%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%
DFGR
Dimensional Global Real Estate ETF
4.21%4.05%3.73%2.77%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IFGL vs. DFGR - Drawdown Comparison

The maximum IFGL drawdown since its inception was -67.94%, which is greater than DFGR's maximum drawdown of -21.28%. Use the drawdown chart below to compare losses from any high point for IFGL and DFGR.


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Drawdown Indicators


IFGLDFGRDifference

Max Drawdown

Largest peak-to-trough decline

-67.94%

-21.28%

-46.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-10.85%

-3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-38.47%

Max Drawdown (10Y)

Largest decline over 10 years

-40.38%

Current Drawdown

Current decline from peak

-15.36%

-7.39%

-7.97%

Average Drawdown

Average peak-to-trough decline

-16.73%

-6.55%

-10.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

2.77%

+0.51%

Volatility

IFGL vs. DFGR - Volatility Comparison

iShares International Developed Real Estate ETF (IFGL) has a higher volatility of 6.49% compared to Dimensional Global Real Estate ETF (DFGR) at 4.51%. This indicates that IFGL's price experiences larger fluctuations and is considered to be riskier than DFGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IFGLDFGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

4.51%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

8.35%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

14.41%

14.57%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

15.53%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.49%

15.53%

+0.96%