PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
PPTY vs. SRET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PPTY vs. SRET

Last updated Jun 3, 2026

PPTY (US Diversified Real Estate ETF) and SRET (Global X SuperDividend REIT ETF) are both REIT funds - PPTY tracks the USREX - U.S. Diversified Real Estate Index while SRET tracks the Solactive Global SuperDividend REIT Index. Both are passively managed. Over the past 5 years, PPTY returned 2.22%/yr vs 1.49%/yr for SRET. A 0.79 correlation means they provide meaningful diversification when combined. PPTY charges 0.49%/yr vs 0.58%/yr for SRET.

Performance

PPTY vs. SRET - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, PPTY achieves a 9.21% return, which is significantly higher than SRET's 4.87% return.

PPTY

1D
0.63%
1M
0.62%
YTD
9.21%
6M
8.45%
1Y
10.29%
3Y*
8.94%
5Y*
2.22%
10Y*
—

SRET

1D
0.17%
1M
-1.79%
YTD
4.87%
6M
5.19%
1Y
17.27%
3Y*
9.69%
5Y*
1.49%
10Y*
1.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPTY vs. SRET - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
PPTY
US Diversified Real Estate ETF		9.21%-3.47%9.85%12.66%-26.10%40.36%-7.25%30.19%4.07%
SRET
Global X SuperDividend REIT ETF		4.87%18.09%-1.55%9.85%-18.24%14.00%-36.63%22.77%2.77%

Correlation

The correlation between PPTY and SRET is 0.76, 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

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2018

0.79

The correlation between PPTY and SRET has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.

PPTY vs. SRET - Sectors Allocation Comparison

Sectors
PPTY
SRET

Real Estate

93.6%
92.5%

Consumer Cyclical

5.6%

-

Financial Services

0.5%
3.1%

Healthcare

0.4%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Defensive

-

-

Energy

-

-

Industrials

-

-

Technology

-

-

Utilities

-

-

Real Estate

PPTY
93.6%
SRET
92.5%

Consumer Cyclical

PPTY
5.6%
SRET

-

Financial Services

PPTY
0.5%
SRET
3.1%

Healthcare

PPTY
0.4%
SRET

-

Basic Materials

PPTY

-

SRET

-

Communication Services

PPTY

-

SRET

-

Consumer Defensive

PPTY

-

SRET

-

Energy

PPTY

-

SRET

-

Industrials

PPTY

-

SRET

-

Technology

PPTY

-

SRET

-

Utilities

PPTY

-

SRET

-

Compare stocks, funds, or ETFs

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

US Diversified Real Estate ETF

Global X SuperDividend REIT ETF

Often compared with PPTY:
PPTY vs. BBREPPTY vs. JPREPPTY vs. RSPRPPTY vs. WTREPPTY vs. REZPPTY vs. VNQPPTY vs. KBWY
Often compared with SRET:
SRET vs. VNQSRET vs. KBWYSRET vs. SCHHSRET vs. SPRESRET vs. FRSRET vs. NETLSRET vs. ACRE

Return for Risk

PPTY vs. SRET — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PPTY
PPTY Risk / Return Rank: 2323
Overall Rank
PPTY Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PPTY Sortino Ratio Rank: 2121
Sortino Ratio Rank
PPTY Omega Ratio Rank: 2121
Omega Ratio Rank
PPTY Calmar Ratio Rank: 2626
Calmar Ratio Rank
PPTY Martin Ratio Rank: 2626
Martin Ratio Rank
SRET
SRET Risk / Return Rank: 4040
Overall Rank
SRET Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SRET Sortino Ratio Rank: 4242
Sortino Ratio Rank
SRET Omega Ratio Rank: 4040
Omega Ratio Rank
SRET Calmar Ratio Rank: 3434
Calmar Ratio Rank
SRET Martin Ratio Rank: 4444
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.

PPTY vs. SRET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Diversified Real Estate ETF (PPTY) 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.

PPTYSRETDifference

Sharpe ratio

Return per unit of total volatility

0.76

1.53

-0.78

Sortino ratio

Return per unit of downside risk

1.12

2.11

-0.98

Omega ratio

Gain probability vs. loss probability

1.14

1.26

-0.13

Calmar ratio

Return relative to maximum drawdown

1.27

1.70

-0.44

Martin ratio

Return relative to average drawdown

3.66

7.16

-3.50

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PPTY vs. SRET - Sharpe Ratio Comparison

The current PPTY Sharpe Ratio is 0.76, which is lower than the SRET Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of PPTY 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.

Loading charts...

Sharpe Ratios by Period

PPTYSRETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

1.53

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.09

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.05

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.07

+0.24

Drawdowns

PPTY vs. SRET - Drawdown Comparison

The maximum PPTY drawdown since its inception was -41.69%, smaller than the maximum SRET drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for PPTY and SRET.

Loading charts...

Drawdown Indicators

PPTYSRETDifference

Max Drawdown

Largest peak-to-trough decline

-41.69%

-66.98%

+25.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

-9.48%

+1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-21.06%

-18.87%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-32.37%

-30.56%

-1.81%

Max Drawdown (10Y)

Largest decline over 10 years

—

-66.98%

—

Current Drawdown

Current decline from peak

-3.78%

-23.40%

+19.62%

Average Drawdown

Average peak-to-trough decline

-11.35%

-22.48%

+11.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

2.25%

+0.55%

Volatility

PPTY vs. SRET - Volatility Comparison

US Diversified Real Estate ETF (PPTY) has a higher volatility of 3.97% compared to Global X SuperDividend REIT ETF (SRET) at 3.11%. This indicates that PPTY'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.

Loading charts...

Volatility by Period

PPTYSRETDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.97%

3.11%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

8.67%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

13.63%

11.35%

+2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.57%

16.50%

+2.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.92%

24.58%

-2.66%

PPTY vs. SRET - Expense Ratio Comparison

PPTY has a 0.49% expense ratio, which is lower than SRET's 0.58% expense ratio.

Dividends

PPTY vs. SRET - Dividend Comparison

PPTY's dividend yield for the trailing twelve months is around 2.66%, less than SRET's 7.94% yield.

PositionTTM20252024202320222021202020192018201720162015
PPTY
US Diversified Real Estate ETF		2.66%3.04%3.29%4.08%4.29%2.87%3.43%3.30%1.97%0.00%0.00%0.00%
SRET
Global X SuperDividend REIT ETF		7.94%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

PPTY and SRET have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PPTY has higher volatility (3.97%) compared to SRET (3.11%). In terms of maximum drawdown, PPTY dropped -41.69% vs SRET's -66.98%.

On 5-year performance, PPTY leads with 2.22% vs 1.49% for SRET. On fees, PPTY is cheaper at 0.49% 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.

Over the 5-year period, PPTY has performed better with a 2.22% return vs 1.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PPTY is cheaper with a 0.49% expense ratio, compared with 0.58% for SRET.

SRET has the higher dividend yield at 7.94%, compared with 2.66% for PPTY.

PPTY tracks USREX - U.S. Diversified Real Estate Index, while SRET tracks Solactive Global SuperDividend REIT Index. They also come from different issuers: Vident and Global X. Their fees differ too: 0.49% for PPTY and 0.58% for SRET.

SRET currently has the higher Sharpe Ratio (1.53 vs 0.76), 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.

Portfolio Optimizer

Find the right allocation for PPTY and SRET

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