REET vs. DFGEX
Compare and contrast key facts about iShares Global REIT ETF (REET) and DFA Global Real Estate Securities Portfolio (DFGEX).
REET is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Global REIT Index. It was launched on Jul 8, 2014. DFGEX is managed by Dimensional. It was launched on Jun 3, 2008.
Performance
REET vs. DFGEX - Performance Comparison
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REET vs. DFGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REET iShares Global REIT ETF | 1.30% | 7.97% | 2.65% | 10.28% | -24.10% | 32.43% | -10.48% | 24.42% | -5.27% | 7.48% |
DFGEX DFA Global Real Estate Securities Portfolio | -0.76% | 7.92% | 1.92% | 9.54% | -23.84% | 31.03% | -6.71% | 26.32% | -4.12% | 5.95% |
Returns By Period
In the year-to-date period, REET achieves a 1.30% return, which is significantly higher than DFGEX's -0.76% return. Over the past 10 years, REET has outperformed DFGEX with an annualized return of 3.46%, while DFGEX has yielded a comparatively lower 3.12% annualized return.
REET
- 1D
- 1.45%
- 1M
- -7.25%
- YTD
- 1.30%
- 6M
- 0.39%
- 1Y
- 7.51%
- 3Y*
- 6.78%
- 5Y*
- 2.64%
- 10Y*
- 3.46%
DFGEX
- 1D
- 0.19%
- 1M
- -8.86%
- YTD
- -0.76%
- 6M
- -1.94%
- 1Y
- 4.00%
- 3Y*
- 5.81%
- 5Y*
- 2.37%
- 10Y*
- 3.12%
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REET vs. DFGEX - Expense Ratio Comparison
Both REET and DFGEX have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
REET vs. DFGEX — Risk / Return Rank
REET
DFGEX
REET vs. DFGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) and DFA Global Real Estate Securities Portfolio (DFGEX). 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.
| REET | DFGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 0.33 | +0.17 |
Sortino ratioReturn per unit of downside risk | 0.78 | 0.54 | +0.24 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.07 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 0.39 | +0.30 |
Martin ratioReturn relative to average drawdown | 2.90 | 1.57 | +1.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| REET | DFGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.33 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.15 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.18 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.29 | -0.07 |
Correlation
The correlation between REET and DFGEX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
REET vs. DFGEX - Dividend Comparison
REET's dividend yield for the trailing twelve months is around 3.65%, less than DFGEX's 4.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REET iShares Global REIT ETF | 3.65% | 3.67% | 3.64% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% |
DFGEX DFA Global Real Estate Securities Portfolio | 4.11% | 4.07% | 3.78% | 3.36% | 5.70% | 4.50% | 2.29% | 6.95% | 5.09% | 0.64% | 0.32% | 2.45% |
Drawdowns
REET vs. DFGEX - Drawdown Comparison
The maximum REET drawdown since its inception was -44.59%, roughly equal to the maximum DFGEX drawdown of -42.67%. Use the drawdown chart below to compare losses from any high point for REET and DFGEX.
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Drawdown Indicators
| REET | DFGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.59% | -42.67% | -1.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -10.98% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -32.11% | -32.78% | +0.67% |
Max Drawdown (10Y)Largest decline over 10 years | -44.59% | -42.67% | -1.92% |
Current DrawdownCurrent decline from peak | -7.39% | -8.94% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -9.91% | -9.75% | -0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.74% | +0.05% |
Volatility
REET vs. DFGEX - Volatility Comparison
iShares Global REIT ETF (REET) has a higher volatility of 4.66% compared to DFA Global Real Estate Securities Portfolio (DFGEX) at 3.88%. This indicates that REET's price experiences larger fluctuations and is considered to be riskier than DFGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REET | DFGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 3.88% | +0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 8.28% | 7.98% | +0.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 14.20% | +0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 16.22% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.83% | 17.69% | +1.14% |