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REAI vs. IFGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REAI vs. IFGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intelligent Real Estate ETF (REAI) and iShares International Developed Real Estate ETF (IFGL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REAI achieves a 14.97% return, which is significantly higher than IFGL's -3.68% return.


REAI

1D
0.41%
1M
-0.63%
YTD
14.97%
6M
15.33%
1Y
11.93%
3Y*
7.38%
5Y*
10Y*

IFGL

1D
-1.11%
1M
-3.43%
YTD
-3.68%
6M
-3.43%
1Y
0.89%
3Y*
7.92%
5Y*
-2.89%
10Y*
1.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REAI vs. IFGL - Yearly Performance Comparison


2026 (YTD)202520242023
REAI
Intelligent Real Estate ETF
14.97%-6.08%8.00%1.59%
IFGL
iShares International Developed Real Estate ETF
-3.68%24.31%-7.25%7.58%

Correlation

The correlation between REAI and IFGL is 0.58, 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

0.58

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2023

0.62

The correlation between REAI and IFGL has been stable across timeframes, ranging from 0.58 to 0.62 - a consistent structural relationship.

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Return for Risk

REAI vs. IFGL — Risk / Return Rank

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

REAI
REAI Risk / Return Rank: 2323
Overall Rank
REAI Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
REAI Sortino Ratio Rank: 2222
Sortino Ratio Rank
REAI Omega Ratio Rank: 2121
Omega Ratio Rank
REAI Calmar Ratio Rank: 2424
Calmar Ratio Rank
REAI Martin Ratio Rank: 2323
Martin Ratio Rank

IFGL
IFGL Risk / Return Rank: 99
Overall Rank
IFGL Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 99
Sortino Ratio Rank
IFGL Omega Ratio Rank: 99
Omega Ratio Rank
IFGL Calmar Ratio Rank: 99
Calmar Ratio Rank
IFGL Martin Ratio Rank: 99
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.

REAI vs. IFGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intelligent Real Estate ETF (REAI) and iShares International Developed Real Estate ETF (IFGL). 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.


REAIIFGLDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.14

1.02

+0.12

Calmar ratioReturn relative to maximum drawdown

1.08

0.06

+1.02

Martin ratioReturn relative to average drawdown

2.75

0.17

+2.59

REAI vs. IFGL - Sharpe Ratio Comparison

The current REAI Sharpe Ratio is 0.77, which is higher than the IFGL Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of REAI and IFGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

REAI vs. IFGL - Drawdown Comparison

The maximum REAI drawdown since its inception was -22.29%, smaller than the maximum IFGL drawdown of -68.93%. Use the drawdown chart below to compare losses from any high point for REAI and IFGL.


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Drawdown Indicators


REAIIFGLDifference

Max Drawdown

Largest peak-to-trough decline

-22.29%

-68.93%

+46.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-14.38%

+3.30%

Max Drawdown (3Y)

Largest decline over 3 years

-22.29%

-18.77%

-3.52%

Max Drawdown (5Y)

Largest decline over 5 years

-38.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.38%

Current Drawdown

Current decline from peak

-2.14%

-16.24%

+14.10%

Average Drawdown

Average peak-to-trough decline

-7.21%

-17.31%

+10.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

5.33%

-0.99%

Volatility

REAI vs. IFGL - Volatility Comparison

The current volatility for Intelligent Real Estate ETF (REAI) is 3.84%, while iShares International Developed Real Estate ETF (IFGL) has a volatility of 4.27%. This indicates that REAI experiences smaller price fluctuations and is considered to be less risky than IFGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REAIIFGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

4.27%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

11.88%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

13.96%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.00%

16.38%

+1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.00%

16.45%

+1.55%

REAI vs. IFGL - Expense Ratio Comparison

REAI has a 0.59% expense ratio, which is higher than IFGL's 0.48% expense ratio.


Dividends

REAI vs. IFGL - Dividend Comparison

REAI's dividend yield for the trailing twelve months is around 3.22%, less than IFGL's 4.27% yield.


PositionTTM20252024202320222021202020192018201720162015
IFGL
iShares International Developed Real Estate ETF
4.27%3.71%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%
REAI
Intelligent Real Estate ETF
3.22%4.52%3.34%1.99%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


REAI and IFGL have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IFGL has higher volatility (4.27%) compared to REAI (3.84%). In terms of maximum drawdown, REAI dropped -22.29% vs IFGL's -68.93%.

On 3-year performance, IFGL leads with 7.92% vs 7.38% for REAI. On fees, IFGL is cheaper at 0.48% per year. On volatility, REAI has been the lower-risk option at 3.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IFGL has performed better with a 7.92% return vs 7.38%. 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 0.59% for REAI.

IFGL has the higher dividend yield at 4.27%, compared with 3.22% for REAI.

They also come from different issuers: Armada ETF Advisors and iShares. Their fees differ too: 0.59% for REAI and 0.48% for IFGL.

REAI currently has the higher Sharpe Ratio (0.77 vs 0.06), 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 REAI and IFGL

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