REET vs. VHYL.AS
REET (iShares Global REIT ETF) and VHYL.AS (Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing) are both exchange-traded funds - REET is a REIT fund tracking the FTSE EPRA/NAREIT Global REIT Index, while VHYL.AS is a Global Equities fund tracking the FTSE All-World High Dividend Yield Index. Both are passively managed. Over the past 10 years, REET returned 4.04%/yr vs 9.97%/yr for VHYL.AS. At a 0.45 correlation, their price movements are largely independent. REET charges 0.14%/yr vs 0.29%/yr for VHYL.AS.
Performance
REET vs. VHYL.AS - Performance Comparison
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Different Trading Currencies
REET is traded in USD, while VHYL.AS is traded in EUR. To make them comparable, the VHYL.AS values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, REET achieves a 8.47% return, which is significantly lower than VHYL.AS's 10.14% return. Over the past 10 years, REET has underperformed VHYL.AS with an annualized return of 4.04%, while VHYL.AS has yielded a comparatively higher 9.97% annualized return.
REET
- 1D
- -0.88%
- 1M
- -1.75%
- YTD
- 8.47%
- 6M
- 9.73%
- 1Y
- 11.75%
- 3Y*
- 9.05%
- 5Y*
- 1.87%
- 10Y*
- 4.04%
VHYL.AS
- 1D
- 0.00%
- 1M
- 0.71%
- YTD
- 10.14%
- 6M
- 12.79%
- 1Y
- 25.46%
- 3Y*
- 18.17%
- 5Y*
- 10.23%
- 10Y*
- 9.97%
REET vs. VHYL.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REET iShares Global REIT ETF | 8.47% | 7.97% | 2.65% | 10.28% | -24.10% | 32.43% | -10.48% | 24.42% | -5.27% | 7.48% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 10.14% | 27.49% | 9.55% | 10.41% | -5.85% | 19.14% | -0.72% | 20.52% | -11.34% | 19.64% |
Correlation
The correlation between REET and VHYL.AS is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jul 10, 2014 | 0.45 |
The correlation between REET and VHYL.AS has been stable across timeframes, ranging from 0.45 to 0.53 - a consistent structural relationship.
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Return for Risk
REET vs. VHYL.AS — Risk / Return Rank
REET
VHYL.AS
REET vs. VHYL.AS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) and Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS). 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.
| REET | VHYL.AS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.44 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 3.22 | -1.92 |
| Martin ratioReturn relative to average drawdown | 4.68 | 11.55 | -6.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| REET | VHYL.AS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 2.41 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.75 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 0.67 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.37 | -0.12 |
Drawdowns
REET vs. VHYL.AS - Drawdown Comparison
The maximum REET drawdown since its inception was -44.59%, which is greater than VHYL.AS's maximum drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for REET and VHYL.AS.
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Drawdown Indicators
| REET | VHYL.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.59% | -36.02% | -8.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -7.74% | -1.30% |
Max Drawdown (3Y)Largest decline over 3 years | -18.02% | -13.58% | -4.44% |
Max Drawdown (5Y)Largest decline over 5 years | -32.11% | -20.99% | -11.12% |
Max Drawdown (10Y)Largest decline over 10 years | -44.59% | -36.02% | -8.57% |
Current DrawdownCurrent decline from peak | -2.46% | -1.60% | -0.86% |
Average DrawdownAverage peak-to-trough decline | -9.78% | -8.88% | -0.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.17% | +0.35% |
Volatility
REET vs. VHYL.AS - Volatility Comparison
iShares Global REIT ETF (REET) has a higher volatility of 3.56% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing (VHYL.AS) at 2.54%. This indicates that REET's price experiences larger fluctuations and is considered to be riskier than VHYL.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REET | VHYL.AS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 2.54% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 8.90% | 8.20% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.17% | 10.34% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.95% | 13.39% | +3.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 14.66% | +4.19% |
REET vs. VHYL.AS - Expense Ratio Comparison
REET has a 0.14% expense ratio, which is lower than VHYL.AS's 0.29% expense ratio.
Dividends
REET vs. VHYL.AS - Dividend Comparison
REET's dividend yield for the trailing twelve months is around 3.41%, more than VHYL.AS's 2.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REET iShares Global REIT ETF | 3.41% | 3.67% | 3.64% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 2.50% | 2.85% | 3.04% | 3.41% | 3.78% | 3.03% | 3.08% | 3.24% | 3.68% | 3.13% | 3.02% | 3.25% |
Frequently Asked Questions
REET and VHYL.AS have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, REET is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
REET is cheaper with a 0.14% expense ratio, compared with 0.29% for VHYL.AS.
REET is categorized as REIT, while VHYL.AS is Global Equities. REET tracks FTSE EPRA/NAREIT Global REIT Index, while VHYL.AS tracks FTSE All-World High Dividend Yield Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.14% for REET and 0.29% for VHYL.AS.
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