PortfoliosLab logoPortfoliosLab logo
REET vs. DFGEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REET vs. DFGEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global REIT ETF (REET) and DFA Global Real Estate Securities Portfolio (DFGEX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with REET having a 8.07% return and DFGEX slightly lower at 7.93%. Both investments have delivered pretty close results over the past 10 years, with REET having a 3.99% annualized return and DFGEX not far behind at 3.81%.


REET

1D
-0.15%
1M
-0.74%
YTD
8.07%
6M
7.69%
1Y
12.24%
3Y*
9.19%
5Y*
2.22%
10Y*
3.99%

DFGEX

1D
0.18%
1M
-0.70%
YTD
7.93%
6M
7.73%
1Y
10.77%
3Y*
9.23%
5Y*
1.99%
10Y*
3.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REET vs. DFGEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REET
iShares Global REIT ETF
8.07%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
7.93%7.92%1.92%9.54%-23.84%31.03%-6.71%26.32%-4.12%5.95%

Correlation

The correlation between REET and DFGEX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

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

0.98

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

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2014

0.96

The correlation between REET and DFGEX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

REET vs. DFGEX — Risk / Return Rank

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

REET
REET Risk / Return Rank: 2828
Overall Rank
REET Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
REET Sortino Ratio Rank: 2626
Sortino Ratio Rank
REET Omega Ratio Rank: 2727
Omega Ratio Rank
REET Calmar Ratio Rank: 2828
Calmar Ratio Rank
REET Martin Ratio Rank: 3232
Martin Ratio Rank

DFGEX
DFGEX Risk / Return Rank: 1111
Overall Rank
DFGEX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DFGEX Sortino Ratio Rank: 1010
Sortino Ratio Rank
DFGEX Omega Ratio Rank: 1111
Omega Ratio Rank
DFGEX Calmar Ratio Rank: 1212
Calmar Ratio Rank
DFGEX Martin Ratio Rank: 1414
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.

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.


REETDFGEXDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.18

1.16

+0.03

Calmar ratioReturn relative to maximum drawdown

1.36

1.13

+0.23

Martin ratioReturn relative to average drawdown

4.89

3.97

+0.92

REET vs. DFGEX - Sharpe Ratio Comparison

The current REET Sharpe Ratio is 1.02, which is comparable to the DFGEX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of REET and DFGEX, 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


REETDFGEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.88

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.12

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.22

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.33

-0.08

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.


Loading charts...

Drawdown Indicators


REETDFGEXDifference

Max Drawdown

Largest peak-to-trough decline

-44.59%

-42.67%

-1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-9.04%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-17.37%

-0.65%

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 Drawdown

Current decline from peak

-2.83%

-2.42%

-0.41%

Average Drawdown

Average peak-to-trough decline

-9.79%

-9.65%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.57%

-0.06%

Volatility

REET vs. DFGEX - Volatility Comparison

iShares Global REIT ETF (REET) has a higher volatility of 3.79% compared to DFA Global Real Estate Securities Portfolio (DFGEX) at 3.45%. 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.


Loading charts...

Volatility by Period


REETDFGEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.79%

3.45%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

8.81%

8.64%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.10%

11.68%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

16.27%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

17.71%

+1.13%

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%.


Dividends

REET vs. DFGEX - Dividend Comparison

REET's dividend yield for the trailing twelve months is around 3.42%, less than DFGEX's 3.77% yield.


PositionTTM20252024202320222021202020192018201720162015
DFGEX
DFA Global Real Estate Securities Portfolio
3.77%4.07%3.78%3.36%5.70%4.50%2.29%6.95%5.09%0.64%0.32%2.45%
REET
iShares Global REIT ETF
3.42%3.67%3.64%3.27%2.43%3.18%2.65%5.25%5.73%3.84%5.37%3.56%

Frequently Asked Questions


With a correlation of 0.97, REET and DFGEX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

REET has higher volatility (3.79%) compared to DFGEX (3.45%). In terms of maximum drawdown, REET dropped -44.59% vs DFGEX's -42.67%.

REET currently has the higher Sharpe Ratio (1.02 vs 0.88), 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 REET and DFGEX

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