REET vs. WPC

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Global REIT ETF (REET) and W. P. Carey Inc. (WPC).

REET is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT Global REIT Index. It was launched on Jul 8, 2014.

Performance

REET vs. WPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global REIT ETF (REET) and W. P. Carey Inc. (WPC). The values are adjusted to include any dividend payments, if applicable.

REET vs. WPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
REET iShares Global REIT ETF	1.30%	7.97%	2.65%	10.28%	-24.10%	32.43%	-10.48%	24.42%	-5.27%	7.48%
WPC W. P. Carey Inc.	7.06%	24.99%	-10.59%	-7.93%	0.47%	22.88%	-5.99%	28.84%	1.08%	25.68%

Returns By Period

In the year-to-date period, REET achieves a 1.30% return, which is significantly lower than WPC's 7.06% return. Over the past 10 years, REET has underperformed WPC with an annualized return of 3.46%, while WPC has yielded a comparatively higher 7.68% annualized return.

REET

• 1D: 1.45%
• 1M: -7.25%
• YTD: 1.30%
• 6M: 0.39%
• 1Y: 7.51%
• 3Y*: 6.78%
• 5Y*: 2.64%
• 10Y*: 3.46%

WPC

• 1D: 1.46%
• 1M: -7.70%
• YTD: 7.06%
• 6M: 3.43%
• 1Y: 13.87%
• 3Y*: 3.12%
• 5Y*: 5.50%
• 10Y*: 7.68%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

REET vs. WPC — Risk / Return Rank

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

REET

REET Risk / Return Rank: 30
REET Sharpe Ratio Rank: 30
REET Sortino Ratio Rank: 28
REET Omega Ratio Rank: 28
REET Calmar Ratio Rank: 31
REET Martin Ratio Rank: 35

WPC

WPC Risk / Return Rank: 67
WPC Sharpe Ratio Rank: 69
WPC Sortino Ratio Rank: 60
WPC Omega Ratio Rank: 58
WPC Calmar Ratio Rank: 71
WPC Martin Ratio Rank: 76

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. WPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) and W. P. Carey Inc. (WPC). 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	WPC	Difference
Sharpe ratio Return per unit of total volatility	0.50	0.75	-0.25
Sortino ratio Return per unit of downside risk	0.78	1.15	-0.37
Omega ratio Gain probability vs. loss probability	1.11	1.14	-0.04
Calmar ratio Return relative to maximum drawdown	0.69	1.47	-0.78
Martin ratio Return relative to average drawdown	2.90	4.60	-1.71
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. WPC - Sharpe Ratio Comparison

The current REET Sharpe Ratio is 0.50, which is lower than the WPC Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of REET and WPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	REET	WPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.50	0.75	-0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	0.27	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.18	0.30	-0.11
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	0.45	-0.23

Correlation

The correlation between REET and WPC is 0.75, 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.

Dividends

REET vs. WPC - Dividend Comparison

REET's dividend yield for the trailing twelve months is around 3.65%, less than WPC's 5.39% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
REET iShares Global REIT ETF	3.65%	3.67%	3.64%	3.27%	2.43%	3.18%	2.65%	5.25%	5.73%	3.84%	5.37%	3.56%
WPC W. P. Carey Inc.	5.39%	5.62%	6.41%	7.93%	5.43%	5.12%	5.91%	5.17%	6.26%	7.26%	6.65%	6.48%

Drawdowns

REET vs. WPC - Drawdown Comparison

The maximum REET drawdown since its inception was -44.59%, smaller than the maximum WPC drawdown of -52.45%. Use the drawdown chart below to compare losses from any high point for REET and WPC.

Drawdown Indicators

	REET	WPC	Difference
Max Drawdown Largest peak-to-trough decline	-44.59%	-52.45%	+7.86%
Max Drawdown (1Y) Largest decline over 1 year	-11.70%	-10.96%	-0.74%
Max Drawdown (5Y) Largest decline over 5 years	-32.11%	-36.81%	+4.70%
Max Drawdown (10Y) Largest decline over 10 years	-44.59%	-52.45%	+7.86%
Current Drawdown Current decline from peak	-7.39%	-7.70%	+0.31%
Average Drawdown Average peak-to-trough decline	-9.91%	-10.33%	+0.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.79%	3.53%	-0.74%

Volatility

REET vs. WPC - Volatility Comparison

iShares Global REIT ETF (REET) has a higher volatility of 4.66% compared to W. P. Carey Inc. (WPC) at 4.32%. This indicates that REET's price experiences larger fluctuations and is considered to be riskier than WPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REET	WPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.66%	4.32%	+0.34%
Volatility (6M) Calculated over the trailing 6-month period	8.28%	11.85%	-3.57%
Volatility (1Y) Calculated over the trailing 1-year period	15.07%	18.57%	-3.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.92%	20.71%	-3.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.83%	25.81%	-6.98%