REET vs. DFREX
Compare and contrast key facts about iShares Global REIT ETF (REET) and DFA Real Estate Securities Portfolio Class I (DFREX).
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. DFREX is managed by Dimensional. It was launched on Jan 5, 1993.
Performance
REET vs. DFREX - Performance Comparison
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REET vs. DFREX - 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% |
DFREX DFA Real Estate Securities Portfolio Class I | 1.79% | 1.52% | 5.52% | 11.20% | -24.93% | 41.88% | -5.03% | 28.12% | -3.01% | 4.25% |
Returns By Period
In the year-to-date period, REET achieves a 1.30% return, which is significantly lower than DFREX's 1.79% return. Over the past 10 years, REET has underperformed DFREX with an annualized return of 3.46%, while DFREX has yielded a comparatively higher 4.83% 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%
DFREX
- 1D
- 0.37%
- 1M
- -7.68%
- YTD
- 1.79%
- 6M
- -0.53%
- 1Y
- 0.96%
- 3Y*
- 6.01%
- 5Y*
- 3.57%
- 10Y*
- 4.83%
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REET vs. DFREX - Expense Ratio Comparison
REET has a 0.14% expense ratio, which is lower than DFREX's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
REET vs. DFREX — Risk / Return Rank
REET
DFREX
REET vs. DFREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) and DFA Real Estate Securities Portfolio Class I (DFREX). 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 | DFREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 0.12 | +0.38 |
Sortino ratioReturn per unit of downside risk | 0.78 | 0.28 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.04 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 0.14 | +0.56 |
Martin ratioReturn relative to average drawdown | 2.90 | 0.54 | +2.36 |
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 | DFREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.12 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.19 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.24 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.36 | -0.15 |
Correlation
The correlation between REET and DFREX is 0.93, 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. DFREX - Dividend Comparison
REET's dividend yield for the trailing twelve months is around 3.65%, more than DFREX's 2.84% 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% |
DFREX DFA Real Estate Securities Portfolio Class I | 2.84% | 2.84% | 2.97% | 3.59% | 6.24% | 2.56% | 3.36% | 2.23% | 4.88% | 1.89% | 2.83% | 2.86% |
Drawdowns
REET vs. DFREX - Drawdown Comparison
The maximum REET drawdown since its inception was -44.59%, smaller than the maximum DFREX drawdown of -74.36%. Use the drawdown chart below to compare losses from any high point for REET and DFREX.
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Drawdown Indicators
| REET | DFREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.59% | -74.36% | +29.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -12.22% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -32.11% | -33.11% | +1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -44.59% | -41.49% | -3.10% |
Current DrawdownCurrent decline from peak | -7.39% | -8.98% | +1.59% |
Average DrawdownAverage peak-to-trough decline | -9.91% | -11.39% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 3.11% | -0.32% |
Volatility
REET vs. DFREX - Volatility Comparison
iShares Global REIT ETF (REET) has a higher volatility of 4.66% compared to DFA Real Estate Securities Portfolio Class I (DFREX) at 4.12%. This indicates that REET's price experiences larger fluctuations and is considered to be riskier than DFREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REET | DFREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 4.12% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 8.28% | 9.12% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.07% | 16.10% | -1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 18.68% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.83% | 20.30% | -1.47% |