IYR vs. SRET

Last updated Jun 4, 2026

IYR (iShares U.S. Real Estate ETF) and SRET (Global X SuperDividend REIT ETF) are both REIT funds - IYR tracks the Dow Jones U.S. Real Estate Index while SRET tracks the Solactive Global SuperDividend REIT Index. Both are passively managed. Over the past 10 years, IYR returned 5.47%/yr vs 1.05%/yr for SRET. A 0.75 correlation means they provide meaningful diversification when combined. IYR charges 0.42%/yr vs 0.58%/yr for SRET.

Performance

IYR vs. SRET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Real Estate ETF (IYR) and Global X SuperDividend REIT ETF (SRET). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IYR achieves a 6.81% return, which is significantly higher than SRET's 3.74% return. Over the past 10 years, IYR has outperformed SRET with an annualized return of 5.47%, while SRET has yielded a comparatively lower 1.05% annualized return.

IYR

• 1D: 0.01%
• 1M: -1.60%
• YTD: 6.81%
• 6M: 5.67%
• 1Y: 8.44%
• 3Y*: 8.68%
• 5Y*: 2.02%
• 10Y*: 5.47%

SRET

• 1D: -1.07%
• 1M: -1.81%
• YTD: 3.74%
• 6M: 4.08%
• 1Y: 14.94%
• 3Y*: 9.29%
• 5Y*: 1.19%
• 10Y*: 1.05%

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

IYR vs. SRET - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IYR iShares U.S. Real Estate ETF	6.81%	3.38%	4.41%	11.89%	-25.51%	38.74%	-5.23%	28.21%	-4.33%	9.31%
SRET Global X SuperDividend REIT ETF	3.74%	18.09%	-1.55%	9.85%	-18.24%	14.00%	-36.63%	22.77%	-5.52%	17.80%

Correlation

The correlation between IYR and SRET is 0.75, 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	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.75
Correlation (All Time) Calculated using the full available price history since Mar 18, 2015	0.75

The correlation between IYR and SRET has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

IYR vs. SRET - Sectors Allocation Comparison

Sectors	IYR	SRET
Real Estate	97.9%	92.5%
Basic Materials	1.3%	-
Communication Services	0.6%	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	3.1%
Healthcare	-	-
Industrials	-	-
Technology	-	-
Utilities	-	-

Return for Risk

IYR vs. SRET — Risk / Return Rank

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

IYR

IYR Risk / Return Rank: 20
IYR Sharpe Ratio Rank: 19
IYR Sortino Ratio Rank: 18
IYR Omega Ratio Rank: 18
IYR Calmar Ratio Rank: 21
IYR Martin Ratio Rank: 24

SRET

SRET Risk / Return Rank: 35
SRET Sharpe Ratio Rank: 36
SRET Sortino Ratio Rank: 34
SRET Omega Ratio Rank: 33
SRET Calmar Ratio Rank: 32
SRET Martin Ratio Rank: 40

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.

IYR vs. SRET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Real Estate ETF (IYR) and Global X SuperDividend REIT ETF (SRET). 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.

	IYR	SRET	Difference
Sharpe ratio: Return per unit of total volatility	0.64	1.32	-0.68
Sortino ratio: Return per unit of downside risk	0.96	1.84	-0.88
Omega ratio: Gain probability vs. loss probability	1.12	1.23	-0.11
Calmar ratio: Return relative to maximum drawdown	0.99	1.58	-0.59
Martin ratio: Return relative to average drawdown	3.10	6.61	-3.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IYR vs. SRET - Sharpe Ratio Comparison

The current IYR Sharpe Ratio is 0.64, which is lower than the SRET Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of IYR and SRET, 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

	IYR	SRET	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	1.32	-0.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.11	0.07	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.27	0.04	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.06	+0.26

Drawdowns

IYR vs. SRET - Drawdown Comparison

The maximum IYR drawdown since its inception was -74.13%, which is greater than SRET's maximum drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for IYR and SRET.

Drawdown Indicators

	IYR	SRET	Difference
Max Drawdown Largest peak-to-trough decline	-74.13%	-66.98%	-7.15%
Max Drawdown (1Y) Largest decline over 1 year	-8.54%	-9.48%	+0.94%
Max Drawdown (3Y) Largest decline over 3 years	-17.52%	-18.87%	+1.35%
Max Drawdown (5Y) Largest decline over 5 years	-33.75%	-30.56%	-3.19%
Max Drawdown (10Y) Largest decline over 10 years	-42.32%	-66.98%	+24.66%
Current Drawdown Current decline from peak	-3.91%	-24.23%	+20.32%
Average Drawdown Average peak-to-trough decline	-12.91%	-22.49%	+9.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	2.27%	+0.46%

Volatility

IYR vs. SRET - Volatility Comparison

iShares U.S. Real Estate ETF (IYR) has a higher volatility of 3.69% compared to Global X SuperDividend REIT ETF (SRET) at 3.11%. This indicates that IYR's price experiences larger fluctuations and is considered to be riskier than SRET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IYR	SRET	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.69%	3.11%	+0.58%
Volatility (6M) Calculated over the trailing 6-month period	9.35%	8.72%	+0.63%
Volatility (1Y) Calculated over the trailing 1-year period	13.19%	11.36%	+1.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.71%	16.50%	+2.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.31%	24.58%	-4.27%

IYR vs. SRET - Expense Ratio Comparison

IYR has a 0.42% expense ratio, which is lower than SRET's 0.58% expense ratio.

Dividends

IYR vs. SRET - Dividend Comparison

IYR's dividend yield for the trailing twelve months is around 2.25%, less than SRET's 8.78% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IYR iShares U.S. Real Estate ETF	2.25%	2.48%	2.57%	2.75%	2.92%	2.06%	2.58%	3.05%	3.53%	3.73%	4.41%	3.92%
SRET Global X SuperDividend REIT ETF	8.78%	7.98%	8.72%	7.21%	8.30%	6.33%	8.88%	7.83%	8.54%	8.20%	8.08%	7.74%

Frequently Asked Questions

Can I hold both IYR and SRET in my portfolio?

IYR and SRET have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IYR or SRET?

IYR has higher volatility (3.69%) compared to SRET (3.11%). In terms of maximum drawdown, IYR dropped -74.13% vs SRET's -66.98%.

Which ETF is better, IYR or SRET?

On 10-year performance, IYR leads with 5.47% vs 1.05% for SRET. On fees, IYR is cheaper at 0.42% per year. On volatility, SRET has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IYR or SRET?

Over the 10-year period, IYR has performed better with a 5.47% return vs 1.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IYR or SRET?

IYR is cheaper with a 0.42% expense ratio, compared with 0.58% for SRET.

Which ETF pays a higher dividend yield, IYR or SRET?

SRET has the higher dividend yield at 8.78%, compared with 2.25% for IYR.

What is the main difference between IYR and SRET?

IYR tracks Dow Jones U.S. Real Estate Index, while SRET tracks Solactive Global SuperDividend REIT Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.42% for IYR and 0.58% for SRET.

Which has better risk-adjusted returns?

SRET currently has the higher Sharpe Ratio (1.32 vs 0.64), 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.