IFGL vs. JRE
IFGL (iShares International Developed Real Estate ETF) and JRE (Janus Henderson U.S. Real Estate ETF) are both REIT funds. IFGL is passively managed, while JRE is actively managed. Over the past 5 years, IFGL returned -1.93%/yr vs 4.22%/yr for JRE. Their 0.62 correlation means they have sometimes moved together and sometimes differently. IFGL charges 0.48%/yr vs 0.65%/yr for JRE.
Performance
IFGL vs. JRE - Performance Comparison
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Returns By Period
In the year-to-date period, IFGL achieves a 1.92% return, which is significantly lower than JRE's 21.26% 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%
JRE
- 1D
- -0.56%
- 1M
- 1.57%
- 6M
- 18.21%
- YTD
- 21.26%
- 1Y
- 25.57%
- 3Y*
- 11.22%
- 5Y*
- 4.22%
- 10Y*
- —
- ALL TIME*
- 5.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $243.44K | $230.79K | $223.33K | |
| $46.81K | $44.87K | $37.37K |
IFGL vs. JRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IFGL iShares International Developed Real Estate ETF | 1.92% | 24.31% | -7.25% | 5.40% | -24.21% | -3.19% |
JRE Janus Henderson U.S. Real Estate ETF | 21.26% | 2.97% | 7.65% | 8.79% | -23.47% | 16.20% |
Correlation
The correlation between IFGL and JRE is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.60 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2021 | 0.62 |
The correlation between IFGL and JRE shifts across timeframes, from 0.47 (1 year) to 0.63 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
IFGL vs. JRE — Risk / Return Rank
IFGL
JRE
IFGL vs. JRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Real Estate ETF (IFGL) and Janus Henderson U.S. Real Estate ETF (JRE). 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 | JRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.33 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.63 | 3.62 | -2.98 |
| Martin ratioReturn relative to average drawdown | 1.47 | 11.81 | -10.33 |
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Drawdowns
IFGL vs. JRE - Drawdown Comparison
The maximum IFGL drawdown since its inception was -68.93%, which is greater than JRE's maximum drawdown of -31.69%. Use the drawdown chart below to compare losses from any high point for IFGL and JRE.
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Drawdown Indicators
| IFGL | JRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.93% | -31.69% | -37.24% |
Max Drawdown (1Y)Largest decline over 1 year | -14.38% | -7.14% | -7.24% |
Max Drawdown (3Y)Largest decline over 3 years | -18.77% | -18.37% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | -38.00% | -31.69% | -6.31% |
Max Drawdown (10Y)Largest decline over 10 years | -40.38% | — | — |
Current DrawdownCurrent decline from peak | -11.37% | -2.97% | -8.40% |
Average DrawdownAverage peak-to-trough decline | -17.28% | -12.26% | -5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.18% | 2.18% | +4.00% |
Volatility
IFGL vs. JRE - Volatility Comparison
The current volatility for iShares International Developed Real Estate ETF (IFGL) is 3.67%, while Janus Henderson U.S. Real Estate ETF (JRE) has a volatility of 5.05%. This indicates that IFGL experiences smaller price fluctuations and is considered to be less risky than JRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IFGL | JRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 5.05% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 11.02% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.13% | 13.93% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.39% | 18.75% | -2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.41% | 18.69% | -2.28% |
IFGL vs. JRE - Expense Ratio Comparison
IFGL has a 0.48% expense ratio, which is lower than JRE's 0.65% expense ratio.
Dividends
IFGL vs. JRE - Dividend Comparison
IFGL's dividend yield for the trailing twelve months is around 4.03%, less than JRE's 4.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
JRE Janus Henderson U.S. Real Estate ETF | 4.64% | 5.81% | 2.20% | 2.77% | 2.87% | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IFGL and JRE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JRE has higher volatility (5.05%) compared to IFGL (3.67%). In terms of maximum drawdown, IFGL dropped -68.93% vs JRE's -31.69%.
On 5-year performance, JRE leads with 4.22% vs -1.93% for IFGL. On fees, IFGL is cheaper at 0.48% per year. On volatility, IFGL has been the lower-risk option at 3.67%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, JRE has performed better with a 4.22% return vs -1.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IFGL is cheaper with a 0.48% expense ratio, compared with 0.65% for JRE.
JRE has the higher dividend yield at 4.64%, compared with 4.03% for IFGL.
They also come from different issuers: iShares and Janus Henderson. Their fees differ too: 0.48% for IFGL and 0.65% for JRE.
JRE currently has the higher Sharpe Ratio (1.87 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.
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