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REET vs. LINK-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

REET vs. LINK-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global REIT ETF (REET) and ChainLink (LINK-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REET achieves a 9.43% return, which is significantly higher than LINK-USD's -39.00% return.


REET

1D
0.22%
1M
-1.49%
YTD
9.43%
6M
9.74%
1Y
13.52%
3Y*
9.54%
5Y*
2.48%
10Y*
4.10%

LINK-USD

1D
-7.19%
1M
-25.67%
YTD
-39.00%
6M
-45.32%
1Y
-42.35%
3Y*
5.89%
5Y*
-23.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

REET vs. LINK-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REET
iShares Global REIT ETF
9.43%7.97%2.65%10.28%-24.10%32.43%-10.48%24.42%-5.27%2.32%
LINK-USD
ChainLink
-39.00%-39.00%33.73%168.18%-71.46%73.35%539.54%506.40%-52.70%228.38%

Correlation

The correlation between REET and LINK-USD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.15

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

0.16

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2017

0.13

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Return for Risk

REET vs. LINK-USD — Risk / Return Rank

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

REET
REET Risk / Return Rank: 3232
Overall Rank
REET Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
REET Sortino Ratio Rank: 3030
Sortino Ratio Rank
REET Omega Ratio Rank: 3131
Omega Ratio Rank
REET Calmar Ratio Rank: 3131
Calmar Ratio Rank
REET Martin Ratio Rank: 3636
Martin Ratio Rank

LINK-USD
LINK-USD Risk / Return Rank: 6767
Overall Rank
LINK-USD Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
LINK-USD Sortino Ratio Rank: 6464
Sortino Ratio Rank
LINK-USD Omega Ratio Rank: 6464
Omega Ratio Rank
LINK-USD Calmar Ratio Rank: 7070
Calmar Ratio Rank
LINK-USD Martin Ratio Rank: 7171
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. LINK-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) and ChainLink (LINK-USD). 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.


REETLINK-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.66

Sortino ratioReturn per unit of downside risk

+2.02

Omega ratioGain probability vs. loss probability

1.20

0.96

+0.24

Calmar ratioReturn relative to maximum drawdown

1.50

-0.59

+2.09

Martin ratioReturn relative to average drawdown

5.40

-0.89

+6.29

REET vs. LINK-USD - Sharpe Ratio Comparison

The current REET Sharpe Ratio is 1.12, which is higher than the LINK-USD Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of REET and LINK-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


REETLINK-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

-0.54

+1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

-0.25

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.43

-0.18

Drawdowns

REET vs. LINK-USD - Drawdown Comparison

The maximum REET drawdown since its inception was -44.59%, smaller than the maximum LINK-USD drawdown of -90.19%. Use the drawdown chart below to compare losses from any high point for REET and LINK-USD.


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Drawdown Indicators


REETLINK-USDDifference

Max Drawdown

Largest peak-to-trough decline

-44.59%

-90.19%

+45.60%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-72.24%

+63.20%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-74.59%

+56.57%

Max Drawdown (5Y)

Largest decline over 5 years

-32.11%

-85.26%

+53.15%

Max Drawdown (10Y)

Largest decline over 10 years

-44.59%

Current Drawdown

Current decline from peak

-1.59%

-85.80%

+84.21%

Average Drawdown

Average peak-to-trough decline

-9.78%

-60.38%

+50.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

50.80%

-48.29%

Volatility

REET vs. LINK-USD - Volatility Comparison

The current volatility for iShares Global REIT ETF (REET) is 3.59%, while ChainLink (LINK-USD) has a volatility of 15.45%. This indicates that REET experiences smaller price fluctuations and is considered to be less risky than LINK-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REETLINK-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

15.45%

-11.86%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

44.81%

-35.95%

Volatility (1Y)

Calculated over the trailing 1-year period

12.12%

65.50%

-53.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

75.62%

-58.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

100.88%

-82.04%

Frequently Asked Questions


REET and LINK-USD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LINK-USD has higher volatility (15.45%) compared to REET (3.59%). In terms of maximum drawdown, REET dropped -44.59% vs LINK-USD's -90.19%.

REET currently has the higher Sharpe Ratio (1.12 vs -0.54), 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

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