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REET vs. VGLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

REET vs. VGLT

Last updated Jun 7, 2026

REET (iShares Global REIT ETF) and VGLT (Vanguard Long-Term Treasury ETF) are both exchange-traded funds - REET is a REIT fund tracking the FTSE EPRA/NAREIT Global REIT Index, while VGLT is a Government Bonds fund tracking the Bloomberg U.S. Long Treasury Index. Both are passively managed. Over the past 10 years, REET returned 4.10%/yr vs -1.11%/yr for VGLT. At a 0.08 correlation, their price movements are largely independent. REET charges 0.14%/yr vs 0.03%/yr for VGLT.

Performance

REET vs. VGLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global REIT ETF (REET) and Vanguard Long-Term Treasury ETF (VGLT). 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 VGLT's -0.75% return. Over the past 10 years, REET has outperformed VGLT with an annualized return of 4.10%, while VGLT has yielded a comparatively lower -1.11% annualized return.

REET

1D
0.22%
1M
-0.51%
YTD
9.43%
6M
9.74%
1Y
12.75%
3Y*
9.54%
5Y*
2.48%
10Y*
4.10%

VGLT

1D
-0.59%
1M
-0.43%
YTD
-0.75%
6M
-1.12%
1Y
4.58%
3Y*
-0.93%
5Y*
-5.37%
10Y*
-1.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REET vs. VGLT - 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%7.48%
VGLT
Vanguard Long-Term Treasury ETF		-0.75%5.35%-6.28%3.27%-29.34%-4.98%17.57%14.30%-1.54%8.64%

Correlation

The correlation between REET and VGLT is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.38

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

0.37

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

0.25

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2014

0.08

Over the past year, REET and VGLT have become more correlated (0.38) than their long-term average of 0.08, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Global REIT ETF

Vanguard Long-Term Treasury ETF

Often compared with REET:
REET vs. VNQREET vs. VNQIREET vs. XLREREET vs. USRTREET vs. SCHHREET vs. RWOREET vs. FREL
Often compared with VGLT:
VGLT vs. TLTVGLT vs. VGITVGLT vs. EDVVGLT vs. BNDVGLT vs. VCLTVGLT vs. BLVVGLT vs. SPTL

Return for Risk

REET vs. VGLT — 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
VGLT
VGLT Risk / Return Rank: 1515
Overall Rank
VGLT Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1414
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1414
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1515
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1515
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. VGLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) and Vanguard Long-Term Treasury ETF (VGLT). 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.

REETVGLTDifference
Sharpe ratioReturn per unit of total volatility
1.12
0.38

+0.74

Sortino ratioReturn per unit of downside risk
1.58
0.60

+0.98

Omega ratioGain probability vs. loss probability

1.20

1.07

+0.13

Calmar ratioReturn relative to maximum drawdown

1.50

0.47

+1.03

Martin ratioReturn relative to average drawdown

5.40

1.22

+4.17

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. VGLT - Sharpe Ratio Comparison

The current REET Sharpe Ratio is 1.12, which is higher than the VGLT Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of REET and VGLT, 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

REETVGLTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

0.38

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

-0.37

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

-0.08

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.18

+0.07

Drawdowns

REET vs. VGLT - Drawdown Comparison

The maximum REET drawdown since its inception was -44.59%, roughly equal to the maximum VGLT drawdown of -46.18%. Use the drawdown chart below to compare losses from any high point for REET and VGLT.

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Drawdown Indicators

REETVGLTDifference

Max Drawdown

Largest peak-to-trough decline

-44.59%

-46.18%

+1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-7.01%

-2.03%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

-17.68%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-32.11%

-40.98%

+8.87%

Max Drawdown (10Y)

Largest decline over 10 years

-44.59%

-46.18%

+1.59%

Current Drawdown

Current decline from peak

-1.59%

-37.05%

+35.46%

Average Drawdown

Average peak-to-trough decline

-9.78%

-15.07%

+5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.71%

-0.20%

Volatility

REET vs. VGLT - Volatility Comparison

iShares Global REIT ETF (REET) has a higher volatility of 3.59% compared to Vanguard Long-Term Treasury ETF (VGLT) at 2.50%. This indicates that REET's price experiences larger fluctuations and is considered to be riskier than VGLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

REETVGLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

2.50%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.86%

5.97%

+2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

12.12%

8.77%

+3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

14.56%

+2.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

13.81%

+5.03%

REET vs. VGLT - Expense Ratio Comparison

REET has a 0.14% expense ratio, which is higher than VGLT's 0.03% 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. VGLT - Dividend Comparison

REET's dividend yield for the trailing twelve months is around 3.38%, less than VGLT's 4.63% yield.

PositionTTM20252024202320222021202020192018201720162015
REET
iShares Global REIT ETF		3.38%3.67%3.64%3.27%2.43%3.18%2.65%5.25%5.73%3.84%5.37%3.56%
VGLT
Vanguard Long-Term Treasury ETF		4.63%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%

Frequently Asked Questions

REET and VGLT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REET has higher volatility (3.59%) compared to VGLT (2.50%). In terms of maximum drawdown, REET dropped -44.59% vs VGLT's -46.18%.

On 10-year performance, REET leads with 4.10% vs -1.11% for VGLT. On fees, VGLT is cheaper at 0.03% per year. On volatility, VGLT has been the lower-risk option at 2.50%. 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 4.10% return vs -1.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGLT is cheaper with a 0.03% expense ratio, compared with 0.14% for REET.

VGLT has the higher dividend yield at 4.63%, compared with 3.38% for REET.

REET is categorized as REIT, while VGLT is Government Bonds. REET tracks FTSE EPRA/NAREIT Global REIT Index, while VGLT tracks Bloomberg U.S. Long Treasury Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.14% for REET and 0.03% for VGLT.

REET currently has the higher Sharpe Ratio (1.12 vs 0.38), 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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