IFGL vs. HAUZ

Last updated Jun 4, 2026

IFGL (iShares International Developed Real Estate ETF) and HAUZ (Xtrackers International Real Estate ETF) are both REIT funds - IFGL tracks the FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index while HAUZ tracks the iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index. Both are passively managed. Over the past 10 years, IFGL returned 1.41%/yr vs 3.62%/yr for HAUZ. A 0.72 correlation means they provide meaningful diversification when combined. IFGL charges 0.48%/yr vs 0.10%/yr for HAUZ.

Performance

IFGL vs. HAUZ - Performance Comparison

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

Returns By Period

In the year-to-date period, IFGL achieves a -2.19% return, which is significantly higher than HAUZ's -2.64% return. Over the past 10 years, IFGL has underperformed HAUZ with an annualized return of 1.41%, while HAUZ has yielded a comparatively higher 3.62% annualized return.

IFGL

• 1D: -1.17%
• 1M: -4.06%
• YTD: -2.19%
• 6M: -0.58%
• 1Y: 6.13%
• 3Y*: 6.59%
• 5Y*: -2.66%
• 10Y*: 1.41%

HAUZ

• 1D: -1.44%
• 1M: -4.21%
• YTD: -2.64%
• 6M: -1.65%
• 1Y: 5.96%
• 3Y*: 7.04%
• 5Y*: -1.54%
• 10Y*: 3.62%

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

IFGL vs. HAUZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IFGL iShares International Developed Real Estate ETF	-2.19%	24.31%	-7.25%	5.40%	-24.21%	8.29%	-7.62%	20.65%	-6.39%	20.00%
HAUZ Xtrackers International Real Estate ETF	-2.64%	22.70%	-5.44%	6.29%	-22.24%	9.82%	-6.23%	20.89%	-9.12%	27.52%

Correlation

The correlation between IFGL and HAUZ is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Oct 2, 2013	0.72

The correlation between IFGL and HAUZ shifts across timeframes, from 0.72 (all time) to 0.91 (5 years), reflecting how their relationship changes across market environments.

IFGL vs. HAUZ - Sectors Allocation Comparison

Sectors	IFGL	HAUZ
Real Estate	98.9%	96.5%
Technology	1.1%	0.1%
Consumer Cyclical	0.1%	0.3%
Basic Materials	-	0.1%
Communication Services	-	1.2%
Consumer Defensive	-	0.0%
Energy	-	0.0%
Financial Services	-	0.3%
Healthcare	-	0.0%
Industrials	-	1.3%
Utilities	-	0.1%

Return for Risk

IFGL vs. HAUZ — Risk / Return Rank

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

IFGL

IFGL Risk / Return Rank: 15
IFGL Sharpe Ratio Rank: 16
IFGL Sortino Ratio Rank: 15
IFGL Omega Ratio Rank: 15
IFGL Calmar Ratio Rank: 14
IFGL Martin Ratio Rank: 15

HAUZ

HAUZ Risk / Return Rank: 15
HAUZ Sharpe Ratio Rank: 15
HAUZ Sortino Ratio Rank: 15
HAUZ Omega Ratio Rank: 15
HAUZ Calmar Ratio Rank: 14
HAUZ Martin Ratio Rank: 15

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. HAUZ - Risk-Adjusted Trends Comparison

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

	IFGL	HAUZ	Difference
Sharpe ratio: Return per unit of total volatility	0.45	0.43	+0.02
Sortino ratio: Return per unit of downside risk	0.74	0.71	+0.02
Omega ratio: Gain probability vs. loss probability	1.09	1.09	0.00
Calmar ratio: Return relative to maximum drawdown	0.43	0.43	0.00
Martin ratio: Return relative to average drawdown	1.32	1.28	+0.04
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IFGL vs. HAUZ - Sharpe Ratio Comparison

The current IFGL Sharpe Ratio is 0.45, which is comparable to the HAUZ Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of IFGL and HAUZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IFGL	HAUZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.45	0.43	+0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.16	-0.10	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.09	0.21	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	0.17	-0.13

Drawdowns

IFGL vs. HAUZ - Drawdown Comparison

The maximum IFGL drawdown since its inception was -67.94%, which is greater than HAUZ's maximum drawdown of -39.51%. Use the drawdown chart below to compare losses from any high point for IFGL and HAUZ.

Drawdown Indicators

	IFGL	HAUZ	Difference
Max Drawdown Largest peak-to-trough decline	-67.94%	-39.51%	-28.43%
Max Drawdown (1Y) Largest decline over 1 year	-14.38%	-14.08%	-0.30%
Max Drawdown (3Y) Largest decline over 3 years	-18.77%	-17.88%	-0.89%
Max Drawdown (5Y) Largest decline over 5 years	-38.47%	-34.52%	-3.95%
Max Drawdown (10Y) Largest decline over 10 years	-40.38%	-39.51%	-0.87%
Current Drawdown Current decline from peak	-14.94%	-11.73%	-3.21%
Average Drawdown Average peak-to-trough decline	-16.68%	-11.75%	-4.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.65%	4.65%	0.00%

Volatility

IFGL vs. HAUZ - Volatility Comparison

iShares International Developed Real Estate ETF (IFGL) and Xtrackers International Real Estate ETF (HAUZ) have volatilities of 4.54% and 4.73%, 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.

Volatility by Period

	IFGL	HAUZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.54%	4.73%	-0.19%
Volatility (6M) Calculated over the trailing 6-month period	11.46%	11.47%	-0.01%
Volatility (1Y) Calculated over the trailing 1-year period	13.68%	13.83%	-0.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.38%	15.96%	+0.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.59%	16.97%	-0.38%

IFGL vs. HAUZ - Expense Ratio Comparison

IFGL has a 0.48% expense ratio, which is higher than HAUZ's 0.10% expense ratio.

Dividends

IFGL vs. HAUZ - Dividend Comparison

IFGL's dividend yield for the trailing twelve months is around 3.90%, less than HAUZ's 4.58% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HAUZ Xtrackers International Real Estate ETF	4.58%	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	3.90%	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

Can I hold both IFGL and HAUZ in my portfolio?

With a correlation of 0.91, IFGL and HAUZ 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.

Which is riskier, IFGL or HAUZ?

HAUZ has higher volatility (4.73%) compared to IFGL (4.54%). In terms of maximum drawdown, IFGL dropped -67.94% vs HAUZ's -39.51%.

Which ETF is better, IFGL or HAUZ?

On 10-year performance, HAUZ leads with 3.62% vs 1.41% for IFGL. On fees, HAUZ is cheaper at 0.10% per year. On volatility, IFGL has been the lower-risk option at 4.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IFGL or HAUZ?

Over the 10-year period, HAUZ has performed better with a 3.62% return vs 1.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IFGL or HAUZ?

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

Which ETF pays a higher dividend yield, IFGL or HAUZ?

HAUZ has the higher dividend yield at 4.58%, compared with 3.90% for IFGL.

What is the main difference between IFGL and HAUZ?

IFGL tracks FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index, while HAUZ tracks iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index. They also come from different issuers: iShares and DWS. Their fees differ too: 0.48% for IFGL and 0.10% for HAUZ.

Which has better risk-adjusted returns?

IFGL currently has the higher Sharpe Ratio (0.45 vs 0.43), 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.