REET vs. GOOG
REET (iShares Global REIT ETF) is REIT fund tracking the FTSE EPRA/NAREIT Global REIT Index, while GOOG (Alphabet Inc) is a stock. Over the past 10 years, REET returned 4.04%/yr vs 26.05%/yr for GOOG. At a 0.37 correlation, their price movements are largely independent.
Performance
REET vs. GOOG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, REET achieves a 8.47% return, which is significantly lower than GOOG's 15.25% return. Over the past 10 years, REET has underperformed GOOG with an annualized return of 4.04%, while GOOG has yielded a comparatively higher 26.05% annualized return.
REET
- 1D
- -0.88%
- 1M
- -1.75%
- YTD
- 8.47%
- 6M
- 9.73%
- 1Y
- 11.75%
- 3Y*
- 9.05%
- 5Y*
- 1.87%
- 10Y*
- 4.04%
GOOG
- 1D
- -1.20%
- 1M
- -8.98%
- YTD
- 15.25%
- 6M
- 15.01%
- 1Y
- 107.32%
- 3Y*
- 43.67%
- 5Y*
- 23.94%
- 10Y*
- 26.05%
REET vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REET iShares Global REIT ETF | 8.47% | 7.97% | 2.65% | 10.28% | -24.10% | 32.43% | -10.48% | 24.42% | -5.27% | 7.48% |
GOOG Alphabet Inc | 15.25% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
Correlation
The correlation between REET and GOOG is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2014 | 0.37 |
The correlation between REET and GOOG shifts across timeframes, from 0.22 (3 years) to 0.37 (all time), reflecting how their relationship changes across market environments.
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. GOOG — Risk / Return Rank
REET
GOOG
REET vs. GOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) and Alphabet Inc (GOOG). 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 | GOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.79 | ||
| Sortino ratioReturn per unit of downside risk | -3.77 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.61 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 5.20 | -3.90 |
| Martin ratioReturn relative to average drawdown | 4.68 | 18.68 | -14.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| REET | GOOG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 3.76 | -2.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.77 | -0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.90 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.82 | -0.57 |
Drawdowns
REET vs. GOOG - Drawdown Comparison
The maximum REET drawdown since its inception was -44.59%, roughly equal to the maximum GOOG drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for REET and GOOG.
Loading charts...
Drawdown Indicators
| REET | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.59% | -44.60% | +0.01% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -20.75% | +11.71% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -29.35% | +11.33% |
Max Drawdown (5Y)Largest decline over 5 years | -32.11% | -44.60% | +12.49% |
Max Drawdown (10Y)Largest decline over 10 years | -44.59% | -44.60% | +0.01% |
Current DrawdownCurrent decline from peak | -2.46% | -9.44% | +6.98% |
Average DrawdownAverage peak-to-trough decline | -9.78% | -8.89% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 5.77% | -3.25% |
Volatility
REET vs. GOOG - Volatility Comparison
The current volatility for iShares Global REIT ETF (REET) is 3.56%, while Alphabet Inc (GOOG) has a volatility of 8.43%. This indicates that REET experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| REET | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 8.43% | -4.87% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 20.50% | -11.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 28.74% | -16.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 31.14% | -14.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 29.02% | -10.17% |
Dividends
REET vs. GOOG - Dividend Comparison
REET's dividend yield for the trailing twelve months is around 3.41%, more than GOOG's 0.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 0.29% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
REET iShares Global REIT ETF | 3.41% | 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
REET and GOOG have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOG has higher volatility (8.43%) compared to REET (3.56%). In terms of maximum drawdown, REET dropped -44.59% vs GOOG's -44.60%.
GOOG currently has the higher Sharpe Ratio (3.76 vs 0.97), 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.
Find the right allocation for REET and GOOG
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