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REET vs. IFGL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REET vs. IFGL - Performance Comparison

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

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REET vs. IFGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IFGL
iShares International Developed Real Estate ETF
-2.67%24.31%-7.25%5.40%-24.21%8.29%-7.62%20.65%-6.39%20.00%

Returns By Period

In the year-to-date period, REET achieves a 1.30% return, which is significantly higher than IFGL's -2.67% return. Over the past 10 years, REET has outperformed IFGL with an annualized return of 3.46%, while IFGL has yielded a comparatively lower 1.66% 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%

IFGL

1D
2.48%
1M
-12.00%
YTD
-2.67%
6M
-1.05%
1Y
17.76%
3Y*
6.31%
5Y*
-1.19%
10Y*
1.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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REET vs. IFGL - Expense Ratio Comparison

REET has a 0.14% expense ratio, which is lower than IFGL's 0.48% expense ratio.


Return for Risk

REET vs. IFGL — Risk / Return Rank

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

REET
REET Risk / Return Rank: 3030
Overall Rank
REET Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
REET Sortino Ratio Rank: 2828
Sortino Ratio Rank
REET Omega Ratio Rank: 2828
Omega Ratio Rank
REET Calmar Ratio Rank: 3131
Calmar Ratio Rank
REET Martin Ratio Rank: 3535
Martin Ratio Rank

IFGL
IFGL Risk / Return Rank: 6161
Overall Rank
IFGL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 7070
Sortino Ratio Rank
IFGL Omega Ratio Rank: 6565
Omega Ratio Rank
IFGL Calmar Ratio Rank: 4747
Calmar Ratio Rank
IFGL Martin Ratio Rank: 5454
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. IFGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) and iShares International Developed Real Estate ETF (IFGL). 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.


REETIFGLDifference

Sharpe ratio

Return per unit of total volatility

0.50

1.24

-0.74

Sortino ratio

Return per unit of downside risk

0.78

1.76

-0.98

Omega ratio

Gain probability vs. loss probability

1.11

1.24

-0.13

Calmar ratio

Return relative to maximum drawdown

0.69

1.17

-0.48

Martin ratio

Return relative to average drawdown

2.90

5.14

-2.24

REET vs. IFGL - Sharpe Ratio Comparison

The current REET Sharpe Ratio is 0.50, which is lower than the IFGL Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of REET and IFGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


REETIFGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.50

1.24

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

-0.07

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.10

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.04

+0.18

Correlation

The correlation between REET and IFGL is 0.71, 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. IFGL - Dividend Comparison

REET's dividend yield for the trailing twelve months is around 3.65%, less than IFGL's 3.92% yield.


TTM20252024202320222021202020192018201720162015
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%
IFGL
iShares International Developed Real Estate ETF
3.92%3.71%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%

Drawdowns

REET vs. IFGL - Drawdown Comparison

The maximum REET drawdown since its inception was -44.59%, smaller than the maximum IFGL drawdown of -67.94%. Use the drawdown chart below to compare losses from any high point for REET and IFGL.


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Drawdown Indicators


REETIFGLDifference

Max Drawdown

Largest peak-to-trough decline

-44.59%

-67.94%

+23.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.70%

-14.38%

+2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-32.11%

-38.47%

+6.36%

Max Drawdown (10Y)

Largest decline over 10 years

-44.59%

-40.38%

-4.21%

Current Drawdown

Current decline from peak

-7.39%

-15.36%

+7.97%

Average Drawdown

Average peak-to-trough decline

-9.91%

-16.73%

+6.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

3.28%

-0.49%

Volatility

REET vs. IFGL - Volatility Comparison

The current volatility for iShares Global REIT ETF (REET) is 4.66%, while iShares International Developed Real Estate ETF (IFGL) has a volatility of 6.49%. This indicates that REET experiences smaller price fluctuations and is considered to be less risky than IFGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REETIFGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

6.49%

-1.83%

Volatility (6M)

Calculated over the trailing 6-month period

8.28%

9.61%

-1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

15.07%

14.41%

+0.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.92%

16.16%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.83%

16.49%

+2.34%