REAI vs. ILS

Last updated Jun 24, 2026

REAI (Intelligent Real Estate ETF) and ILS (Brookmont Catastrophic Bond ETF) are both exchange-traded funds - REAI is a REIT fund actively managed by Armada ETF Advisors, while ILS is a Nontraditional Bonds fund actively managed by Brookmont. Both are actively managed. Over the past year, REAI returned 11.93% vs 7.81% for ILS. At a correlation of -0.01, they often move in opposite directions. REAI charges 0.59%/yr vs 1.58%/yr for ILS.

Performance

REAI vs. ILS - Performance Comparison

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

Returns By Period

In the year-to-date period, REAI achieves a 14.97% return, which is significantly higher than ILS's 2.27% return.

REAI

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

ILS

• 1D: 0.10%
• 1M: 1.26%
• YTD: 2.27%
• 6M: 2.63%
• 1Y: 7.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

REAI vs. ILS - Yearly Performance Comparison

	2026 (YTD)	2025
REAI Intelligent Real Estate ETF	14.97%	-2.71%
ILS Brookmont Catastrophic Bond ETF	2.27%	3.54%

Correlation

The correlation between REAI and ILS is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.02
Correlation (All Time) Calculated using the full available price history since Apr 1, 2025	-0.01

Return for Risk

REAI vs. ILS — Risk / Return Rank

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

REAI

REAI Risk / Return Rank: 23
REAI Sharpe Ratio Rank: 23
REAI Sortino Ratio Rank: 22
REAI Omega Ratio Rank: 21
REAI Calmar Ratio Rank: 24
REAI Martin Ratio Rank: 23

ILS

ILS Risk / Return Rank: 96
ILS Sharpe Ratio Rank: 92
ILS Sortino Ratio Rank: 95
ILS Omega Ratio Rank: 95
ILS Calmar Ratio Rank: 98
ILS Martin Ratio Rank: 98

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. ILS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Intelligent Real Estate ETF (REAI) and Brookmont Catastrophic Bond ETF (ILS). 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.

	REAI	ILS	Difference
Sharpe ratio: Return per unit of total volatility	0.77	3.06	-2.29
Sortino ratio: Return per unit of downside risk	1.14	5.05	-3.91
Omega ratio: Gain probability vs. loss probability	1.14	1.69	-0.55
Calmar ratio: Return relative to maximum drawdown	1.08	14.18	-13.10
Martin ratio: Return relative to average drawdown	2.75	52.13	-49.37

REAI vs. ILS - Sharpe Ratio Comparison

The current REAI Sharpe Ratio is 0.77, which is lower than the ILS Sharpe Ratio of 3.06. The chart below compares the historical Sharpe Ratios of REAI and ILS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

REAI vs. ILS - Drawdown Comparison

The maximum REAI drawdown since its inception was -22.29%, which is greater than ILS's maximum drawdown of -2.46%. Use the drawdown chart below to compare losses from any high point for REAI and ILS.

Drawdown Indicators

	REAI	ILS	Difference
Max Drawdown Largest peak-to-trough decline	-22.29%	-2.46%	-19.83%
Max Drawdown (1Y) Largest decline over 1 year	-11.08%	-0.55%	-10.53%
Max Drawdown (3Y) Largest decline over 3 years	-22.29%	—	—
Current Drawdown Current decline from peak	-2.14%	0.00%	-2.14%
Average Drawdown Average peak-to-trough decline	-7.21%	-0.54%	-6.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.34%	0.15%	+4.19%

Volatility

REAI vs. ILS - Volatility Comparison

Intelligent Real Estate ETF (REAI) has a higher volatility of 3.84% compared to Brookmont Catastrophic Bond ETF (ILS) at 0.84%. This indicates that REAI's price experiences larger fluctuations and is considered to be riskier than ILS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REAI	ILS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.84%	0.84%	+3.00%
Volatility (6M) Calculated over the trailing 6-month period	10.64%	1.68%	+8.96%
Volatility (1Y) Calculated over the trailing 1-year period	15.59%	2.58%	+13.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.00%	3.77%	+14.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.00%	3.77%	+14.23%

REAI vs. ILS - Expense Ratio Comparison

REAI has a 0.59% expense ratio, which is lower than ILS's 1.58% expense ratio.

Dividends

REAI vs. ILS - Dividend Comparison

REAI's dividend yield for the trailing twelve months is around 3.22%, less than ILS's 8.05% yield.

Position	TTM	2025	2024	2023
ILS Brookmont Catastrophic Bond ETF	8.05%	6.06%	0.00%	0.00%
REAI Intelligent Real Estate ETF	3.22%	4.52%	3.34%	1.99%

Frequently Asked Questions

Can I hold both REAI and ILS in my portfolio?

REAI and ILS have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REAI or ILS?

REAI has higher volatility (3.84%) compared to ILS (0.84%). In terms of maximum drawdown, REAI dropped -22.29% vs ILS's -2.46%.

Which ETF is better, REAI or ILS?

On 1-year performance, REAI leads with 11.93% vs 7.81% for ILS. On fees, REAI is cheaper at 0.59% per year. On volatility, ILS has been the lower-risk option at 0.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, REAI or ILS?

Over the 1-year period, REAI has performed better with a 11.93% return vs 7.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, REAI or ILS?

REAI is cheaper with a 0.59% expense ratio, compared with 1.58% for ILS.

Which ETF pays a higher dividend yield, REAI or ILS?

ILS has the higher dividend yield at 8.05%, compared with 3.22% for REAI.

What is the main difference between REAI and ILS?

REAI is categorized as REIT, while ILS is Nontraditional Bonds. They also come from different issuers: Armada ETF Advisors and Brookmont. Their fees differ too: 0.59% for REAI and 1.58% for ILS.

Which has better risk-adjusted returns?

ILS currently has the higher Sharpe Ratio (3.06 vs 0.77), 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.