REET vs. SCHH
REET (iShares Global REIT ETF) and SCHH (Schwab US REIT ETF) are both REIT funds - REET tracks the FTSE EPRA/NAREIT Global REIT Index while SCHH tracks the Dow Jones Equity All REIT Capped Index. Both are passively managed. Over the past 10 years, REET returned 3.96%/yr vs 3.73%/yr for SCHH. Their correlation of 0.94 means they have usually moved in the same direction. REET charges 0.14%/yr vs 0.07%/yr for SCHH.
Performance
REET vs. SCHH - Performance Comparison
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Returns By Period
In the year-to-date period, REET achieves a 15.12% return, which is significantly lower than SCHH's 17.68% return. Over the past 10 years, REET has outperformed SCHH with an annualized return of 3.96%, while SCHH has yielded a comparatively lower 3.73% annualized return.
REET
- 1D
- -0.60%
- 1M
- 1.43%
- 6M
- 11.89%
- YTD
- 15.12%
- 1Y
- 20.32%
- 3Y*
- 10.22%
- 5Y*
- 2.88%
- 10Y*
- 3.96%
- ALL TIME*
- 4.94%
SCHH
- 1D
- -0.49%
- 1M
- 0.87%
- 6M
- 14.82%
- YTD
- 17.68%
- 1Y
- 19.86%
- 3Y*
- 10.28%
- 5Y*
- 3.28%
- 10Y*
- 3.73%
- ALL TIME*
- 7.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $83.60M | $81.13M | $68.88M | |
| $134.76M | $145.46M | $140.74M |
REET vs. SCHH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REET iShares Global REIT ETF | 15.12% | 7.97% | 2.65% | 10.28% | -24.10% | 32.43% | -10.48% | 24.42% | -5.27% | 7.48% |
SCHH Schwab US REIT ETF | 17.68% | 2.20% | 4.99% | 11.18% | -24.99% | 41.07% | -14.81% | 22.85% | -4.26% | 3.68% |
Correlation
The correlation between REET and SCHH is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2014 | 0.94 |
The correlation between REET and SCHH has been stable across timeframes, ranging from 0.94 to 0.96 - a consistent structural relationship.
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Return for Risk
REET vs. SCHH — Risk / Return Rank
REET
SCHH
REET vs. SCHH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) and Schwab US REIT ETF (SCHH). 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.
| REET | SCHH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.25 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 2.37 | -0.12 |
| Martin ratioReturn relative to average drawdown | 8.27 | 7.96 | +0.31 |
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Drawdowns
REET vs. SCHH - Drawdown Comparison
The maximum REET drawdown since its inception was -44.59%, roughly equal to the maximum SCHH drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for REET and SCHH.
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Drawdown Indicators
| REET | SCHH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.59% | -44.22% | -0.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -8.28% | -0.76% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -17.76% | -0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -32.11% | -33.28% | +1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -44.59% | -44.22% | -0.37% |
Current DrawdownCurrent decline from peak | -1.77% | -2.33% | +0.56% |
Average DrawdownAverage peak-to-trough decline | -9.66% | -9.36% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.46% | 2.47% | -0.01% |
Volatility
REET vs. SCHH - Volatility Comparison
The current volatility for iShares Global REIT ETF (REET) is 3.70%, while Schwab US REIT ETF (SCHH) has a volatility of 4.56%. This indicates that REET experiences smaller price fluctuations and is considered to be less risky than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REET | SCHH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.70% | 4.56% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 10.96% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.45% | 13.92% | -1.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.96% | 18.79% | -1.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 21.03% | -2.19% |
REET vs. SCHH - Expense Ratio Comparison
REET has a 0.14% expense ratio, which is higher than SCHH's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
REET vs. SCHH - Dividend Comparison
REET's dividend yield for the trailing twelve months is around 3.27%, more than SCHH's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REET iShares Global REIT ETF | 3.27% | 3.67% | 3.64% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% |
SCHH Schwab US REIT ETF | 2.72% | 3.04% | 3.22% | 3.24% | 2.55% | 1.50% | 2.86% | 2.86% | 3.64% | 2.22% | 2.81% | 2.48% |
Frequently Asked Questions
With a correlation of 0.94, REET and SCHH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SCHH has higher volatility (4.56%) compared to REET (3.70%). In terms of maximum drawdown, REET dropped -44.59% vs SCHH's -44.22%.
On 10-year performance, REET leads with 3.96% vs 3.73% for SCHH. On fees, SCHH is cheaper at 0.07% per year. On volatility, REET has been the lower-risk option at 3.70%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, REET has performed better with a 3.96% return vs 3.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHH is cheaper with a 0.07% expense ratio, compared with 0.14% for REET.
REET has the higher dividend yield at 3.27%, compared with 2.72% for SCHH.
REET tracks FTSE EPRA/NAREIT Global REIT Index, while SCHH tracks Dow Jones Equity All REIT Capped Index. They also come from different issuers: iShares and Charles Schwab. Their fees differ too: 0.14% for REET and 0.07% for SCHH.
REET currently has the higher Sharpe Ratio (1.65 vs 1.42), 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.
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