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REET vs. EWRE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

REET vs. EWRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global REIT ETF (REET) and Invesco S&P 500® Equal Weight Real Estate ETF (EWRE). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
42.59%
59.75%
REET
EWRE

Returns By Period


REET

YTD

7.15%

1M

-3.93%

6M

9.43%

1Y

20.36%

5Y (annualized)

1.37%

10Y (annualized)

3.85%

EWRE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


REETEWRE

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REET vs. EWRE - Expense Ratio Comparison

REET has a 0.14% expense ratio, which is lower than EWRE's 0.40% expense ratio.


EWRE
Invesco S&P 500® Equal Weight Real Estate ETF
Expense ratio chart for EWRE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for REET: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Correlation

-0.50.00.51.00.8

The correlation between REET and EWRE is 0.81, 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.

Risk-Adjusted Performance

REET vs. EWRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) and Invesco S&P 500® Equal Weight Real Estate ETF (EWRE). 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.


Sharpe ratio
The chart of Sharpe ratio for REET, currently valued at 1.33, compared to the broader market0.002.004.006.001.331.06
The chart of Sortino ratio for REET, currently valued at 1.91, compared to the broader market-2.000.002.004.006.008.0010.0012.001.911.99
The chart of Omega ratio for REET, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.53
The chart of Calmar ratio for REET, currently valued at 0.77, compared to the broader market0.005.0010.0015.000.770.30
The chart of Martin ratio for REET, currently valued at 4.70, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.702.32
REET
EWRE

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.33
1.06
REET
EWRE

Dividends

REET vs. EWRE - Dividend Comparison

REET's dividend yield for the trailing twelve months is around 2.74%, while EWRE has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
REET
iShares Global REIT ETF
2.74%3.27%2.42%3.18%2.64%5.25%5.73%3.84%5.37%3.56%2.12%
EWRE
Invesco S&P 500® Equal Weight Real Estate ETF
2.23%2.91%3.07%2.56%3.82%2.55%3.02%2.17%2.01%1.03%0.00%

Drawdowns

REET vs. EWRE - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-10.32%
-21.18%
REET
EWRE

Volatility

REET vs. EWRE - Volatility Comparison

iShares Global REIT ETF (REET) has a higher volatility of 4.44% compared to Invesco S&P 500® Equal Weight Real Estate ETF (EWRE) at 0.00%. This indicates that REET's price experiences larger fluctuations and is considered to be riskier than EWRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
4.44%
0
REET
EWRE