IFGL vs. DFGR
IFGL (iShares International Developed Real Estate ETF) and DFGR (Dimensional Global Real Estate ETF) are both REIT funds. IFGL is passively managed, while DFGR is actively managed. Over the past 3 years, IFGL returned 7.92%/yr vs 11.14%/yr for DFGR. A 0.73 correlation means they provide meaningful diversification when combined. IFGL charges 0.48%/yr vs 0.22%/yr for DFGR.
Performance
IFGL vs. DFGR - Performance Comparison
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Returns By Period
In the year-to-date period, IFGL achieves a -3.68% return, which is significantly lower than DFGR's 10.41% return.
IFGL
- 1D
- -1.11%
- 1M
- -3.43%
- YTD
- -3.68%
- 6M
- -3.43%
- 1Y
- 0.89%
- 3Y*
- 7.92%
- 5Y*
- -2.89%
- 10Y*
- 1.76%
DFGR
- 1D
- 0.41%
- 1M
- 0.41%
- YTD
- 10.41%
- 6M
- 10.83%
- 1Y
- 11.18%
- 3Y*
- 11.14%
- 5Y*
- —
- 10Y*
- —
IFGL vs. DFGR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IFGL iShares International Developed Real Estate ETF | -3.68% | 24.31% | -7.25% | 5.40% | 0.48% |
DFGR Dimensional Global Real Estate ETF | 10.41% | 7.65% | 1.89% | 9.64% | -1.20% |
Correlation
The correlation between IFGL and DFGR is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 7, 2022 | 0.73 |
The correlation between IFGL and DFGR has been stable across timeframes, ranging from 0.67 to 0.73 - a consistent structural relationship.
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Return for Risk
IFGL vs. DFGR — Risk / Return Rank
IFGL
DFGR
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.
| IFGL | DFGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.17 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | 1.23 | -1.16 |
| Martin ratioReturn relative to average drawdown | 0.17 | 4.32 | -4.15 |
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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
| IFGL | DFGR | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -16.24% | -1.42% | -14.82% |
Average DrawdownAverage peak-to-trough decline | -17.31% | -6.22% | -11.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.33% | 2.59% | +2.74% |
Volatility
IFGL vs. DFGR - Volatility Comparison
iShares International Developed Real Estate ETF (IFGL) and Dimensional Global Real Estate ETF (DFGR) have volatilities of 4.27% and 4.22%, 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
| IFGL | DFGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 4.22% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 11.88% | 9.34% | +2.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.96% | 12.29% | +1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 15.42% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.45% | 15.42% | +1.03% |
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 4.27%, more than DFGR's 3.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFGR Dimensional Global Real Estate ETF | 3.85% | 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 | 4.27% | 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 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IFGL has higher volatility (4.27%) compared to DFGR (4.22%). In terms of maximum drawdown, IFGL dropped -68.93% vs DFGR's -21.28%.
On 3-year performance, DFGR leads with 11.14% vs 7.92% for IFGL. On fees, DFGR is cheaper at 0.22% per year. Their volatility is very similar. 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 11.14% 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 4.27%, compared with 3.85% 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 (0.92 vs 0.06), 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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