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IFGL vs. DFGR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, IFGL achieves a 1.92% return, which is significantly lower than DFGR's 13.74% return.


IFGL

1D
-1.04%
1M
2.75%
6M
-2.69%
YTD
1.92%
1Y
8.22%
3Y*
7.92%
5Y*
-1.93%
10Y*
1.53%
ALL TIME*
0.86%

DFGR

1D
-0.50%
1M
1.57%
6M
10.89%
YTD
13.74%
1Y
16.87%
3Y*
9.92%
5Y*
10Y*
ALL TIME*
8.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$10.97M$11.87M$13.23M
$243.44K$230.79K$223.33K

IFGL vs. DFGR - Yearly Performance Comparison


2026 (YTD)2025202420232022
IFGL
iShares International Developed Real Estate ETF
1.92%24.31%-7.25%5.40%0.48%
DFGR
Dimensional Global Real Estate ETF
13.74%7.65%1.89%9.64%-1.20%

Correlation

The correlation between IFGL and DFGR is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.63

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

0.70

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2022

0.72

The correlation between IFGL and DFGR has been stable across timeframes, ranging from 0.63 to 0.72 - a consistent structural relationship.

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Return for Risk

IFGL vs. DFGR — Risk / Return Rank

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

IFGL
IFGL Risk / Return Rank: 2525
Overall Rank
IFGL Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 2626
Sortino Ratio Rank
IFGL Omega Ratio Rank: 2626
Omega Ratio Rank
IFGL Calmar Ratio Rank: 2222
Calmar Ratio Rank
IFGL Martin Ratio Rank: 2121
Martin Ratio Rank

DFGR
DFGR Risk / Return Rank: 5757
Overall Rank
DFGR Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
DFGR Sortino Ratio Rank: 5858
Sortino Ratio Rank
DFGR Omega Ratio Rank: 5757
Omega Ratio Rank
DFGR Calmar Ratio Rank: 5252
Calmar Ratio Rank
DFGR Martin Ratio Rank: 5757
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.

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.

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.


IFGLDFGRDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

1.12

1.25

-0.13

Calmar ratioReturn relative to maximum drawdown

0.63

1.86

-1.22

Martin ratioReturn relative to average drawdown

1.47

6.76

-5.29

IFGL vs. DFGR - Sharpe Ratio Comparison

The current IFGL Sharpe Ratio is 0.65, which is lower than the DFGR Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of IFGL and DFGR, 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

IFGL vs. DFGR - Drawdown Comparison

The maximum IFGL drawdown since its inception was -68.93%, 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

-68.93%

-21.28%

-47.65%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-9.15%

-5.23%

Max Drawdown (3Y)

Largest decline over 3 years

-18.77%

-17.57%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-38.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.38%

Current Drawdown

Current decline from peak

-11.37%

-1.46%

-9.91%

Average Drawdown

Average peak-to-trough decline

-17.28%

-6.06%

-11.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.18%

2.51%

+3.67%

Volatility

IFGL vs. DFGR - Volatility Comparison

iShares International Developed Real Estate ETF (IFGL) has a higher volatility of 3.67% compared to Dimensional Global Real Estate ETF (DFGR) at 3.43%. 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

3.67%

3.43%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

12.21%

9.70%

+2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

14.13%

12.23%

+1.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

15.34%

+1.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.41%

15.34%

+1.07%

IFGL vs. DFGR - Expense Ratio Comparison

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


Dividends

IFGL vs. DFGR - Dividend Comparison

IFGL's dividend yield for the trailing twelve months is around 4.03%, more than DFGR's 3.60% yield.


PositionTTM20252024202320222021202020192018201720162015
DFGR
Dimensional Global Real Estate ETF
3.60%4.05%3.73%2.77%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IFGL
iShares International Developed Real Estate ETF
4.03%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


IFGL and DFGR have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IFGL has higher volatility (3.67%) compared to DFGR (3.43%). In terms of maximum drawdown, IFGL dropped -68.93% vs DFGR's -21.28%.

On 3-year performance, DFGR leads with 9.92% vs 7.92% for IFGL. On fees, DFGR is cheaper at 0.22% per year. On volatility, DFGR has been the lower-risk option at 3.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, DFGR has performed better with a 9.92% return vs 7.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DFGR is cheaper with a 0.22% expense ratio, compared with 0.48% for IFGL.

IFGL has the higher dividend yield at 4.03%, compared with 3.60% for DFGR.

They also come from different issuers: iShares and Dimensional. Their fees differ too: 0.48% for IFGL and 0.22% for DFGR.

DFGR currently has the higher Sharpe Ratio (1.40 vs 0.65), 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

Find the right allocation for IFGL and DFGR

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