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REET vs. SRET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

REET vs. SRET

Last updated Jun 5, 2026

REET (iShares Global REIT ETF) and SRET (Global X SuperDividend REIT ETF) are both REIT funds - REET tracks the FTSE EPRA/NAREIT Global REIT Index while SRET tracks the Solactive Global SuperDividend REIT Index. Both are passively managed. Over the past 10 years, REET returned 4.13%/yr vs 1.10%/yr for SRET. A 0.78 correlation means they provide meaningful diversification when combined. REET charges 0.14%/yr vs 0.58%/yr for SRET.

Performance

REET vs. SRET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global REIT ETF (REET) and Global X SuperDividend REIT ETF (SRET). 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 9.19% return, which is significantly higher than SRET's 4.48% return. Over the past 10 years, REET has outperformed SRET with an annualized return of 4.13%, while SRET has yielded a comparatively lower 1.10% annualized return.

REET

1D
1.04%
1M
-0.26%
YTD
9.19%
6M
9.33%
1Y
13.23%
3Y*
9.79%
5Y*
2.43%
10Y*
4.13%

SRET

1D
0.71%
1M
-1.92%
YTD
4.48%
6M
5.20%
1Y
16.13%
3Y*
10.06%
5Y*
1.33%
10Y*
1.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REET vs. SRET - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
REET
iShares Global REIT ETF		9.19%7.97%2.65%10.28%-24.10%32.43%-10.48%24.42%-5.27%7.48%
SRET
Global X SuperDividend REIT ETF		4.48%18.09%-1.55%9.85%-18.24%14.00%-36.63%22.77%-5.52%17.80%

Correlation

The correlation between REET and SRET is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.81

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

0.81

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

0.83

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

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2015

0.78

The correlation between REET and SRET has been stable across timeframes, ranging from 0.78 to 0.83 - a consistent structural relationship.

REET vs. SRET - Sectors Allocation Comparison

Sectors
REET
SRET

Real Estate

99.8%
92.5%

Financial Services

0.2%
3.1%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

-

Technology

-

-

Utilities

-

-

Real Estate

REET
99.8%
SRET
92.5%

Financial Services

REET
0.2%
SRET
3.1%

Basic Materials

REET

-

SRET

-

Communication Services

REET

-

SRET

-

Consumer Cyclical

REET

-

SRET

-

Consumer Defensive

REET

-

SRET

-

Energy

REET

-

SRET

-

Healthcare

REET

-

SRET

-

Industrials

REET

-

SRET

-

Technology

REET

-

SRET

-

Utilities

REET

-

SRET

-

Compare stocks, funds, or ETFs

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iShares Global REIT ETF

Global X SuperDividend REIT ETF

Often compared with REET:
REET vs. VNQREET vs. VNQIREET vs. XLREREET vs. USRTREET vs. SCHHREET vs. RWOREET vs. FREL
Often compared with SRET:
SRET vs. VNQSRET vs. KBWYSRET vs. SCHHSRET vs. SPRESRET vs. FRSRET vs. NETLSRET vs. ACRE

Return for Risk

REET vs. SRET — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
REET
REET Risk / Return Rank: 3131
Overall Rank
REET Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
REET Sortino Ratio Rank: 2929
Sortino Ratio Rank
REET Omega Ratio Rank: 3030
Omega Ratio Rank
REET Calmar Ratio Rank: 3030
Calmar Ratio Rank
REET Martin Ratio Rank: 3535
Martin Ratio Rank
SRET
SRET Risk / Return Rank: 4040
Overall Rank
SRET Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SRET Sortino Ratio Rank: 3939
Sortino Ratio Rank
SRET Omega Ratio Rank: 3838
Omega Ratio Rank
SRET Calmar Ratio Rank: 3636
Calmar Ratio Rank
SRET Martin Ratio Rank: 4545
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. SRET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) and Global X SuperDividend REIT ETF (SRET). 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.

REETSRETDifference
Sharpe ratioReturn per unit of total volatility
1.10
1.43

-0.33

Sortino ratioReturn per unit of downside risk
1.55
1.97

-0.42

Omega ratioGain probability vs. loss probability

1.20

1.24

-0.05

Calmar ratioReturn relative to maximum drawdown

1.47

1.71

-0.24

Martin ratioReturn relative to average drawdown

5.28

7.11

-1.83

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REET vs. SRET - Sharpe Ratio Comparison

The current REET Sharpe Ratio is 1.10, which is comparable to the SRET Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of REET and SRET, 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

REETSRETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.43

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.08

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.05

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.06

+0.19

Drawdowns

REET vs. SRET - Drawdown Comparison

The maximum REET drawdown since its inception was -44.59%, smaller than the maximum SRET drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for REET and SRET.

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Drawdown Indicators

REETSRETDifference

Max Drawdown

Largest peak-to-trough decline

-44.59%

-66.98%

+22.39%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-9.48%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-18.87%

+0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-32.11%

-30.56%

-1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-44.59%

-66.98%

+22.39%

Current Drawdown

Current decline from peak

-1.81%

-23.69%

+21.88%

Average Drawdown

Average peak-to-trough decline

-9.78%

-22.49%

+12.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.27%

+0.24%

Volatility

REET vs. SRET - Volatility Comparison

iShares Global REIT ETF (REET) has a higher volatility of 3.90% compared to Global X SuperDividend REIT ETF (SRET) at 3.08%. This indicates that REET's price experiences larger fluctuations and is considered to be riskier than SRET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

REETSRETDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

3.08%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

8.74%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

12.12%

11.35%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.96%

16.50%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

24.57%

-5.73%

REET vs. SRET - Expense Ratio Comparison

REET has a 0.14% expense ratio, which is lower than SRET's 0.58% expense ratio.

Dividends

REET vs. SRET - Dividend Comparison

REET's dividend yield for the trailing twelve months is around 3.39%, less than SRET's 8.06% yield.

PositionTTM20252024202320222021202020192018201720162015
REET
iShares Global REIT ETF		3.39%3.67%3.64%3.27%2.43%3.18%2.65%5.25%5.73%3.84%5.37%3.56%
SRET
Global X SuperDividend REIT ETF		8.06%7.98%8.72%7.21%8.30%6.33%8.88%7.83%8.54%8.20%8.08%7.74%

Frequently Asked Questions

REET and SRET have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REET has higher volatility (3.90%) compared to SRET (3.08%). In terms of maximum drawdown, REET dropped -44.59% vs SRET's -66.98%.

On 10-year performance, REET leads with 4.13% vs 1.10% for SRET. On fees, REET is cheaper at 0.14% per year. On volatility, SRET has been the lower-risk option at 3.08%. 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 4.13% return vs 1.10%. 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 0.58% for SRET.

SRET has the higher dividend yield at 8.06%, compared with 3.39% for REET.

REET tracks FTSE EPRA/NAREIT Global REIT Index, while SRET tracks Solactive Global SuperDividend REIT Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.14% for REET and 0.58% for SRET.

SRET currently has the higher Sharpe Ratio (1.43 vs 1.10), 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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