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

Correlation

The correlation between REET and VNQI is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


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Performance

REET vs. VNQI - Performance Comparison

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

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-0.31%
-1.95%
REET
VNQI

Key characteristics

Sharpe Ratio

REET:

0.68

VNQI:

0.41

Sortino Ratio

REET:

0.99

VNQI:

0.67

Omega Ratio

REET:

1.12

VNQI:

1.08

Calmar Ratio

REET:

0.40

VNQI:

0.21

Martin Ratio

REET:

2.09

VNQI:

0.85

Ulcer Index

REET:

4.60%

VNQI:

6.58%

Daily Std Dev

REET:

14.14%

VNQI:

13.60%

Max Drawdown

REET:

-44.59%

VNQI:

-38.35%

Current Drawdown

REET:

-11.19%

VNQI:

-21.81%

Returns By Period

In the year-to-date period, REET achieves a 3.38% return, which is significantly higher than VNQI's 2.58% return. Over the past 10 years, REET has outperformed VNQI with an annualized return of 3.10%, while VNQI has yielded a comparatively lower 0.66% annualized return.


REET

YTD

3.38%

1M

3.16%

6M

-0.03%

1Y

10.98%

5Y*

0.20%

10Y*

3.10%

VNQI

YTD

2.58%

1M

3.23%

6M

-2.25%

1Y

6.08%

5Y*

-3.85%

10Y*

0.66%

*Annualized

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REET vs. VNQI - Expense Ratio Comparison

REET has a 0.14% expense ratio, which is higher than VNQI'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 at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for VNQI: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

REET vs. VNQI — 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 2323
Overall Rank
The Sharpe Ratio Rank of REET is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of REET is 2323
Sortino Ratio Rank
The Omega Ratio Rank of REET is 2323
Omega Ratio Rank
The Calmar Ratio Rank of REET is 2121
Calmar Ratio Rank
The Martin Ratio Rank of REET is 2323
Martin Ratio Rank

VNQI
The Risk-Adjusted Performance Rank of VNQI is 1414
Overall Rank
The Sharpe Ratio Rank of VNQI is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQI is 1515
Sortino Ratio Rank
The Omega Ratio Rank of VNQI is 1414
Omega Ratio Rank
The Calmar Ratio Rank of VNQI is 1414
Calmar Ratio Rank
The Martin Ratio Rank of VNQI is 1313
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. VNQI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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 0.68, compared to the broader market0.002.004.000.680.41
The chart of Sortino ratio for REET, currently valued at 0.99, compared to the broader market-2.000.002.004.006.008.0010.0012.000.990.67
The chart of Omega ratio for REET, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.08
The chart of Calmar ratio for REET, currently valued at 0.40, compared to the broader market0.005.0010.0015.000.400.21
The chart of Martin ratio for REET, currently valued at 2.09, compared to the broader market0.0020.0040.0060.0080.00100.002.090.85
REET
VNQI

The current REET Sharpe Ratio is 0.68, which is higher than the VNQI Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of REET and VNQI, 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.68
0.41
REET
VNQI

Dividends

REET vs. VNQI - Dividend Comparison

REET's dividend yield for the trailing twelve months is around 3.51%, less than VNQI's 5.03% yield.


TTM20242023202220212020201920182017201620152014
REET
iShares Global REIT ETF
3.51%3.63%3.27%2.42%3.18%2.64%5.25%5.73%3.84%5.37%3.56%2.12%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
5.03%5.16%3.74%0.57%6.48%0.93%7.57%4.62%3.86%5.18%2.86%4.11%

Drawdowns

REET vs. VNQI - Drawdown Comparison

The maximum REET drawdown since its inception was -44.59%, which is greater than VNQI's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for REET and VNQI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2025February
-11.19%
-21.81%
REET
VNQI

Volatility

REET vs. VNQI - Volatility Comparison

iShares Global REIT ETF (REET) has a higher volatility of 4.22% compared to Vanguard Global ex-U.S. Real Estate ETF (VNQI) at 3.13%. This indicates that REET's price experiences larger fluctuations and is considered to be riskier than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.22%
3.13%
REET
VNQI