REAI vs. SRET

Last updated Jun 24, 2026

REAI (Intelligent Real Estate ETF) and SRET (Global X SuperDividend REIT ETF) are both REIT funds. REAI is actively managed, while SRET is passively managed. Over the past 3 years, REAI returned 7.38%/yr vs 11.33%/yr for SRET. A 0.74 correlation means they provide meaningful diversification when combined. REAI charges 0.59%/yr vs 0.58%/yr for SRET.

Performance

REAI vs. SRET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intelligent Real Estate ETF (REAI) 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, REAI achieves a 14.97% return, which is significantly higher than SRET's 5.98% return.

REAI

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

SRET

• 1D: 0.56%
• 1M: -0.15%
• YTD: 5.98%
• 6M: 6.90%
• 1Y: 15.16%
• 3Y*: 11.33%
• 5Y*: 1.74%
• 10Y*: 1.13%

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

REAI vs. SRET - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
REAI Intelligent Real Estate ETF	14.97%	-6.08%	8.00%	1.59%
SRET Global X SuperDividend REIT ETF	5.98%	18.09%	-1.55%	7.21%

Correlation

The correlation between REAI and SRET is 0.64, 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	0.64
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jun 13, 2023	0.74

The correlation between REAI and SRET has been stable across timeframes, ranging from 0.64 to 0.74 - a consistent structural relationship.

Return for Risk

REAI vs. SRET — 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

SRET

SRET Risk / Return Rank: 37
SRET Sharpe Ratio Rank: 39
SRET Sortino Ratio Rank: 37
SRET Omega Ratio Rank: 36
SRET Calmar Ratio Rank: 33
SRET Martin Ratio Rank: 42

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. SRET - Risk-Adjusted Trends Comparison

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

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	SRET	Difference
Sharpe ratio: Return per unit of total volatility	0.77	1.32	-0.55
Sortino ratio: Return per unit of downside risk	1.14	1.83	-0.69
Omega ratio: Gain probability vs. loss probability	1.14	1.23	-0.09
Calmar ratio: Return relative to maximum drawdown	1.08	1.61	-0.52
Martin ratio: Return relative to average drawdown	2.75	6.61	-3.85

REAI vs. SRET - Sharpe Ratio Comparison

The current REAI Sharpe Ratio is 0.77, which is lower than the SRET Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of REAI 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.

Drawdowns

REAI vs. SRET - Drawdown Comparison

The maximum REAI drawdown since its inception was -22.29%, smaller than the maximum SRET drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for REAI and SRET.

Drawdown Indicators

	REAI	SRET	Difference
Max Drawdown Largest peak-to-trough decline	-22.29%	-66.98%	+44.69%
Max Drawdown (1Y) Largest decline over 1 year	-11.08%	-9.48%	-1.60%
Max Drawdown (3Y) Largest decline over 3 years	-22.29%	-18.87%	-3.42%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-66.98%	—
Current Drawdown Current decline from peak	-2.14%	-22.59%	+20.45%
Average Drawdown Average peak-to-trough decline	-7.21%	-22.48%	+15.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.34%	2.30%	+2.04%

Volatility

REAI vs. SRET - Volatility Comparison

Intelligent Real Estate ETF (REAI) and Global X SuperDividend REIT ETF (SRET) have volatilities of 3.84% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REAI	SRET	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.84%	3.75%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	10.64%	9.14%	+1.50%
Volatility (1Y) Calculated over the trailing 1-year period	15.59%	11.53%	+4.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.00%	16.49%	+1.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.00%	24.60%	-6.60%

REAI vs. SRET - Expense Ratio Comparison

REAI has a 0.59% expense ratio, which is higher than SRET's 0.58% expense ratio.

Dividends

REAI vs. SRET - Dividend Comparison

REAI's dividend yield for the trailing twelve months is around 3.22%, less than SRET's 7.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SRET Global X SuperDividend REIT ETF	7.95%	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 REAI and SRET in my portfolio?

REAI and SRET have a correlation of 0.64, 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 SRET?

REAI has higher volatility (3.84%) compared to SRET (3.75%). In terms of maximum drawdown, REAI dropped -22.29% vs SRET's -66.98%.

Which ETF is better, REAI or SRET?

On 3-year performance, SRET leads with 11.33% vs 7.38% for REAI. On fees, SRET is cheaper at 0.58% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, REAI or SRET?

Over the 3-year period, SRET has performed better with a 11.33% return vs 7.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, REAI or SRET?

SRET is cheaper with a 0.58% expense ratio, compared with 0.59% for REAI.

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

SRET has the higher dividend yield at 7.95%, compared with 3.22% for REAI.

What is the main difference between REAI and SRET?

They also come from different issuers: Armada ETF Advisors and Global X. Their fees differ too: 0.59% for REAI and 0.58% for SRET.

Which has better risk-adjusted returns?

SRET currently has the higher Sharpe Ratio (1.32 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.