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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 15.69% return, which is significantly higher than LINK-USD's -32.29% return.


REET

1D
0.11%
1M
5.55%
6M
11.53%
YTD
15.69%
1Y
19.54%
3Y*
10.39%
5Y*
3.19%
10Y*
4.13%

LINK-USD

1D
-1.01%
1M
2.05%
6M
-39.88%
YTD
-32.29%
1Y
-54.18%
3Y*
6.06%
5Y*
-11.82%
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
15.69%7.97%2.65%10.28%-24.10%32.43%-10.48%24.42%-5.27%1.66%
LINK-USD
Chainlink
-32.29%-39.00%33.73%168.18%-71.46%73.35%539.54%506.40%-52.70%292.06%

Correlation

The correlation between REET and LINK-USD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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 19, 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: 5656
Overall Rank
REET Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
REET Sortino Ratio Rank: 5656
Sortino Ratio Rank
REET Omega Ratio Rank: 5656
Omega Ratio Rank
REET Calmar Ratio Rank: 5454
Calmar Ratio Rank
REET Martin Ratio Rank: 5757
Martin Ratio Rank

LINK-USD
LINK-USD Risk / Return Rank: 6565
Overall Rank
LINK-USD Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LINK-USD Sortino Ratio Rank: 6161
Sortino Ratio Rank
LINK-USD Omega Ratio Rank: 6161
Omega Ratio Rank
LINK-USD Calmar Ratio Rank: 6969
Calmar Ratio Rank
LINK-USD Martin Ratio Rank: 7373
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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


REETLINK-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.27

Sortino ratioReturn per unit of downside risk

+3.05

Omega ratioGain probability vs. loss probability

1.28

0.91

+0.37

Calmar ratioReturn relative to maximum drawdown

2.17

-0.74

+2.91

Martin ratioReturn relative to average drawdown

7.81

-1.02

+8.83

REET vs. LINK-USD - Sharpe Ratio Comparison

The current REET Sharpe Ratio is 1.56, which is higher than the LINK-USD Sharpe Ratio of -0.71. 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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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%

-73.15%

+64.11%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-75.42%

+57.40%

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

0.00%

-84.24%

+84.24%

Average Drawdown

Average peak-to-trough decline

-9.70%

-60.68%

+50.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

39.68%

-37.17%

Volatility

REET vs. LINK-USD - Volatility Comparison

The current volatility for iShares Global REIT ETF (REET) is 4.39%, while Chainlink (LINK-USD) has a volatility of 12.70%. 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

4.39%

12.70%

-8.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.92%

44.65%

-34.73%

Volatility (1Y)

Calculated over the trailing 1-year period

12.59%

63.75%

-51.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.98%

74.35%

-57.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

100.45%

-81.61%

Frequently Asked Questions


REET and LINK-USD have a correlation of 0.15, 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 (12.70%) compared to REET (4.39%). In terms of maximum drawdown, REET dropped -44.59% vs LINK-USD's -90.19%.

REET currently has the higher Sharpe Ratio (1.56 vs -0.71), 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

Find the right allocation for REET and LINK-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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