IGR vs. HAUS

Last updated Apr 1, 2026

Compare and contrast key facts about CBRE Global Real Estate Income Fund (IGR) and Residential REIT ETF (HAUS).

IGR is managed by CBRE. It was launched on Feb 24, 2004. HAUS is an actively managed fund by Armada ETF Advisors. It was launched on Feb 28, 2022.

Performance

IGR vs. HAUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CBRE Global Real Estate Income Fund (IGR) and Residential REIT ETF (HAUS). The values are adjusted to include any dividend payments, if applicable.

IGR vs. HAUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
IGR CBRE Global Real Estate Income Fund	4.09%	5.24%	1.19%	15.91%	-24.06%
HAUS Residential REIT ETF	-3.10%	-1.14%	15.93%	13.14%	-22.47%

Returns By Period

In the year-to-date period, IGR achieves a 4.09% return, which is significantly higher than HAUS's -3.10% return.

IGR

• 1D: 4.03%
• 1M: -10.50%
• YTD: 4.09%
• 6M: -7.80%
• 1Y: -1.33%
• 3Y*: 8.88%
• 5Y*: 1.74%
• 10Y*: 5.26%

HAUS

• 1D: 0.84%
• 1M: -6.69%
• YTD: -3.10%
• 6M: -1.15%
• 1Y: -7.88%
• 3Y*: 7.51%
• 5Y*: —
• 10Y*: —

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

IGR vs. HAUS - Expense Ratio Comparison

IGR has a 0.04% expense ratio, which is lower than HAUS's 0.60% expense ratio.

HAUS

Residential REIT ETF

IGR

CBRE Global Real Estate Income Fund

Return for Risk

IGR vs. HAUS — Risk / Return Rank

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

IGR

IGR Risk / Return Rank: 5
IGR Sharpe Ratio Rank: 4
IGR Sortino Ratio Rank: 5
IGR Omega Ratio Rank: 5
IGR Calmar Ratio Rank: 6
IGR Martin Ratio Rank: 6

HAUS

HAUS Risk / Return Rank: 4
HAUS Sharpe Ratio Rank: 4
HAUS Sortino Ratio Rank: 4
HAUS Omega Ratio Rank: 4
HAUS Calmar Ratio Rank: 3
HAUS Martin Ratio Rank: 3

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.

IGR vs. HAUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CBRE Global Real Estate Income Fund (IGR) and Residential REIT ETF (HAUS). 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.

	IGR	HAUS	Difference
Sharpe ratio Return per unit of total volatility	-0.06	-0.47	+0.41
Sortino ratio Return per unit of downside risk	0.07	-0.54	+0.61
Omega ratio Gain probability vs. loss probability	1.01	0.93	+0.08
Calmar ratio Return relative to maximum drawdown	-0.03	-0.56	+0.53
Martin ratio Return relative to average drawdown	-0.08	-1.14	+1.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IGR vs. HAUS - Sharpe Ratio Comparison

The current IGR Sharpe Ratio is -0.06, which is higher than the HAUS Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of IGR and HAUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IGR	HAUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.06	-0.47	+0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.22	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	-0.03	+0.19

Correlation

The correlation between IGR and HAUS is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IGR vs. HAUS - Dividend Comparison

IGR's dividend yield for the trailing twelve months is around 16.40%, more than HAUS's 5.05% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IGR CBRE Global Real Estate Income Fund	16.40%	16.44%	14.97%	15.38%	12.22%	6.13%	8.72%	7.48%	9.74%	7.58%	8.84%	7.46%
HAUS Residential REIT ETF	5.05%	4.42%	2.08%	2.61%	2.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IGR vs. HAUS - Drawdown Comparison

The maximum IGR drawdown since its inception was -87.17%, which is greater than HAUS's maximum drawdown of -35.91%. Use the drawdown chart below to compare losses from any high point for IGR and HAUS.

Drawdown Indicators

	IGR	HAUS	Difference
Max Drawdown Largest peak-to-trough decline	-87.17%	-35.91%	-51.26%
Max Drawdown (1Y) Largest decline over 1 year	-16.25%	-12.86%	-3.39%
Max Drawdown (5Y) Largest decline over 5 years	-47.61%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-54.29%	—	—
Current Drawdown Current decline from peak	-17.15%	-13.95%	-3.20%
Average Drawdown Average peak-to-trough decline	-24.61%	-18.17%	-6.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.65%	6.37%	+0.28%

Volatility

IGR vs. HAUS - Volatility Comparison

CBRE Global Real Estate Income Fund (IGR) has a higher volatility of 8.06% compared to Residential REIT ETF (HAUS) at 3.75%. This indicates that IGR's price experiences larger fluctuations and is considered to be riskier than HAUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IGR	HAUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.06%	3.75%	+4.31%
Volatility (6M) Calculated over the trailing 6-month period	13.96%	9.66%	+4.30%
Volatility (1Y) Calculated over the trailing 1-year period	22.04%	16.99%	+5.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.64%	19.68%	+4.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.39%	19.68%	+4.71%