PortfoliosLab logoPortfoliosLab logo
IRET vs. BLDG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRET vs. BLDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iREIT MarketVector Quality REIT Index ETF (IRET) and Cambria Global Real Estate ETF (BLDG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


IRET

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

BLDG

1D
0.65%
1M
1.97%
YTD
9.76%
6M
10.36%
1Y
11.23%
3Y*
11.02%
5Y*
2.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRET vs. BLDG - Yearly Performance Comparison


2026 (YTD)20252024
IRET
iREIT MarketVector Quality REIT Index ETF
14.33%-0.94%2.95%
BLDG
Cambria Global Real Estate ETF
9.76%4.26%12.04%

Correlation

The correlation between IRET and BLDG is 0.72, 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

0.72

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2024

0.77

The correlation between IRET and BLDG has been stable across timeframes, ranging from 0.72 to 0.77 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IRET vs. BLDG — Risk / Return Rank

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

IRET

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


BLDG
BLDG Risk / Return Rank: 2727
Overall Rank
BLDG Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
BLDG Sortino Ratio Rank: 2626
Sortino Ratio Rank
BLDG Omega Ratio Rank: 2626
Omega Ratio Rank
BLDG Calmar Ratio Rank: 2424
Calmar Ratio Rank
BLDG Martin Ratio Rank: 2929
Martin Ratio Rank
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.

IRET vs. BLDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iREIT MarketVector Quality REIT Index ETF (IRET) and Cambria Global Real Estate ETF (BLDG). 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.


IRETBLDGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.12

Martin ratioReturn relative to average drawdown

3.92

IRET vs. BLDG - Sharpe Ratio Comparison


Loading charts...

Drawdowns

IRET vs. BLDG - Drawdown Comparison


Loading charts...

Drawdown Indicators


IRETBLDGDifference

Max Drawdown

Largest peak-to-trough decline

-27.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

Max Drawdown (3Y)

Largest decline over 3 years

-18.57%

Max Drawdown (5Y)

Largest decline over 5 years

-27.25%

Current Drawdown

Current decline from peak

-1.83%

Average Drawdown

Average peak-to-trough decline

-9.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

Volatility

IRET vs. BLDG - Volatility Comparison


Loading charts...

Volatility by Period


IRETBLDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.60%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

IRET vs. BLDG - Expense Ratio Comparison

IRET has a 0.60% expense ratio, which is higher than BLDG's 0.59% expense ratio.


Dividends

IRET vs. BLDG - Dividend Comparison

IRET's dividend yield for the trailing twelve months is around 3.79%, less than BLDG's 5.35% yield.


PositionTTM202520242023202220212020
BLDG
Cambria Global Real Estate ETF
5.35%7.46%7.97%4.99%3.99%10.40%0.59%
IRET
iREIT MarketVector Quality REIT Index ETF
3.79%5.14%3.52%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IRET and BLDG have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BLDG is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BLDG is cheaper with a 0.59% expense ratio, compared with 0.60% for IRET.

BLDG has the higher dividend yield at 5.35%, compared with 3.79% for IRET.

They also come from different issuers: iREIT and Cambria. Their fees differ too: 0.60% for IRET and 0.59% for BLDG.

Portfolio Optimizer

Find the right allocation for IRET and BLDG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer