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REET vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between REET and VNQ is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

REET vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global REIT ETF (REET) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
44.63%
77.34%
REET
VNQ

Key characteristics

Sharpe Ratio

REET:

0.61

VNQ:

0.70

Sortino Ratio

REET:

0.94

VNQ:

1.05

Omega Ratio

REET:

1.12

VNQ:

1.14

Calmar Ratio

REET:

0.45

VNQ:

0.51

Martin Ratio

REET:

1.75

VNQ:

2.38

Ulcer Index

REET:

5.86%

VNQ:

5.31%

Daily Std Dev

REET:

16.83%

VNQ:

18.16%

Max Drawdown

REET:

-44.59%

VNQ:

-73.07%

Current Drawdown

REET:

-13.97%

VNQ:

-14.68%

Returns By Period

In the year-to-date period, REET achieves a 0.14% return, which is significantly higher than VNQ's -1.32% return. Over the past 10 years, REET has underperformed VNQ with an annualized return of 2.88%, while VNQ has yielded a comparatively higher 4.69% annualized return.


REET

YTD

0.14%

1M

-1.49%

6M

-5.70%

1Y

11.27%

5Y*

7.76%

10Y*

2.88%

VNQ

YTD

-1.32%

1M

-3.39%

6M

-7.30%

1Y

13.10%

5Y*

7.70%

10Y*

4.69%

*Annualized

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REET vs. VNQ - Expense Ratio Comparison

REET has a 0.14% expense ratio, which is higher than VNQ's 0.12% 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%.


Expense ratio chart for REET: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
REET: 0.14%
Expense ratio chart for VNQ: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VNQ: 0.12%

Risk-Adjusted Performance

REET vs. VNQ — Risk-Adjusted Performance Rank

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

REET
The Risk-Adjusted Performance Rank of REET is 5959
Overall Rank
The Sharpe Ratio Rank of REET is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of REET is 6363
Sortino Ratio Rank
The Omega Ratio Rank of REET is 5959
Omega Ratio Rank
The Calmar Ratio Rank of REET is 5656
Calmar Ratio Rank
The Martin Ratio Rank of REET is 5555
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 6565
Overall Rank
The Sharpe Ratio Rank of VNQ is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

REET vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) and Vanguard Real Estate ETF (VNQ). 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.


The chart of Sharpe ratio for REET, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.00
REET: 0.61
VNQ: 0.70
The chart of Sortino ratio for REET, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.00
REET: 0.94
VNQ: 1.05
The chart of Omega ratio for REET, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
REET: 1.12
VNQ: 1.14
The chart of Calmar ratio for REET, currently valued at 0.45, compared to the broader market0.002.004.006.008.0010.0012.00
REET: 0.45
VNQ: 0.51
The chart of Martin ratio for REET, currently valued at 1.75, compared to the broader market0.0020.0040.0060.00
REET: 1.75
VNQ: 2.38

The current REET Sharpe Ratio is 0.61, which is comparable to the VNQ Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of REET and VNQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.61
0.70
REET
VNQ

Dividends

REET vs. VNQ - Dividend Comparison

REET's dividend yield for the trailing twelve months is around 3.62%, less than VNQ's 4.18% yield.


TTM20242023202220212020201920182017201620152014
REET
iShares Global REIT ETF
3.62%3.63%3.27%2.42%3.18%2.64%5.25%5.73%3.84%5.37%3.56%2.12%
VNQ
Vanguard Real Estate ETF
4.18%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

REET vs. VNQ - Drawdown Comparison

The maximum REET drawdown since its inception was -44.59%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for REET and VNQ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-13.97%
-14.68%
REET
VNQ

Volatility

REET vs. VNQ - Volatility Comparison

iShares Global REIT ETF (REET) and Vanguard Real Estate ETF (VNQ) have volatilities of 10.06% and 10.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.06%
10.36%
REET
VNQ