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REET vs. NFRA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REET vs. NFRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global REIT ETF (REET) and FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA). 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 12.42% return, which is significantly higher than NFRA's 9.54% return. Over the past 10 years, REET has underperformed NFRA with an annualized return of 4.50%, while NFRA has yielded a comparatively higher 7.41% annualized return.


REET

1D
0.76%
1M
2.38%
YTD
12.42%
6M
13.41%
1Y
16.15%
3Y*
10.34%
5Y*
2.51%
10Y*
4.50%

NFRA

1D
0.72%
1M
0.76%
YTD
9.54%
6M
10.58%
1Y
14.51%
3Y*
12.83%
5Y*
5.59%
10Y*
7.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REET vs. NFRA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REET
iShares Global REIT ETF
12.42%7.97%2.65%10.28%-24.10%32.43%-10.48%24.42%-5.27%7.48%
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
9.54%18.42%4.76%8.96%-10.11%9.61%2.24%26.27%-7.74%15.92%

Correlation

The correlation between REET and NFRA is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.75

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

0.79

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2014

0.74

The correlation between REET and NFRA has been stable across timeframes, ranging from 0.69 to 0.79 - a consistent structural relationship.

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Return for Risk

REET vs. NFRA — Risk / Return Rank

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

REET
REET Risk / Return Rank: 3939
Overall Rank
REET Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
REET Sortino Ratio Rank: 3737
Sortino Ratio Rank
REET Omega Ratio Rank: 3737
Omega Ratio Rank
REET Calmar Ratio Rank: 3838
Calmar Ratio Rank
REET Martin Ratio Rank: 4242
Martin Ratio Rank

NFRA
NFRA Risk / Return Rank: 4242
Overall Rank
NFRA Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
NFRA Sortino Ratio Rank: 4242
Sortino Ratio Rank
NFRA Omega Ratio Rank: 4141
Omega Ratio Rank
NFRA Calmar Ratio Rank: 4343
Calmar Ratio Rank
NFRA Martin Ratio Rank: 4242
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. NFRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) and FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA). 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.


REETNFRADifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.22

1.24

-0.02

Calmar ratioReturn relative to maximum drawdown

1.67

1.89

-0.22

Martin ratioReturn relative to average drawdown

6.00

5.96

+0.04

REET vs. NFRA - Sharpe Ratio Comparison

The current REET Sharpe Ratio is 1.23, which is comparable to the NFRA Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of REET and NFRA, 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. NFRA - Drawdown Comparison

The maximum REET drawdown since its inception was -44.59%, which is greater than NFRA's maximum drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for REET and NFRA.


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Drawdown Indicators


REETNFRADifference

Max Drawdown

Largest peak-to-trough decline

-44.59%

-32.49%

-12.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-7.28%

-1.76%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-11.15%

-6.87%

Max Drawdown (5Y)

Largest decline over 5 years

-32.11%

-22.75%

-9.36%

Max Drawdown (10Y)

Largest decline over 10 years

-44.59%

-32.49%

-12.10%

Current Drawdown

Current decline from peak

0.00%

-1.60%

+1.60%

Average Drawdown

Average peak-to-trough decline

-9.76%

-4.52%

-5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.52%

2.32%

+0.20%

Volatility

REET vs. NFRA - Volatility Comparison

iShares Global REIT ETF (REET) has a higher volatility of 4.16% compared to FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) at 3.19%. This indicates that REET's price experiences larger fluctuations and is considered to be riskier than NFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REETNFRADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

3.19%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

8.35%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

10.44%

+1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

12.99%

+3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.85%

14.96%

+3.89%

REET vs. NFRA - Expense Ratio Comparison

REET has a 0.14% expense ratio, which is lower than NFRA's 0.47% expense ratio.


Dividends

REET vs. NFRA - Dividend Comparison

REET's dividend yield for the trailing twelve months is around 3.29%, less than NFRA's 5.51% yield.


PositionTTM20252024202320222021202020192018201720162015
NFRA
FlexShares STOXX Global Broad Infrastructure Index Fund
5.51%6.00%3.33%2.57%2.28%2.71%2.22%2.27%3.06%2.81%2.98%2.47%
REET
iShares Global REIT ETF
3.29%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 NFRA have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REET has higher volatility (4.16%) compared to NFRA (3.19%). In terms of maximum drawdown, REET dropped -44.59% vs NFRA's -32.49%.

On 10-year performance, NFRA leads with 7.41% vs 4.50% for REET. On fees, REET is cheaper at 0.14% per year. On volatility, NFRA has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, NFRA has performed better with a 7.41% return vs 4.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REET is cheaper with a 0.14% expense ratio, compared with 0.47% for NFRA.

NFRA has the higher dividend yield at 5.51%, compared with 3.29% for REET.

REET is categorized as REIT, while NFRA is Utilities Equities. REET tracks FTSE EPRA/NAREIT Global REIT Index, while NFRA tracks STOXX Global Broad Infrastructure Index. They also come from different issuers: iShares and FlexShares. Their fees differ too: 0.14% for REET and 0.47% for NFRA.

NFRA currently has the higher Sharpe Ratio (1.32 vs 1.23), 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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