REIT vs. SPGI
REIT (ALPS Active REIT ETF) is REIT fund actively managed by ALPS, while SPGI (S&P Global Inc.) is a stock. Over the past 5 years, REIT returned 4.73%/yr vs 2.40%/yr for SPGI. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
REIT vs. SPGI - Performance Comparison
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Returns By Period
In the year-to-date period, REIT achieves a 16.63% return, which is significantly higher than SPGI's -18.47% return.
REIT
- 1D
- -0.69%
- 1M
- 4.10%
- YTD
- 16.63%
- 6M
- 15.96%
- 1Y
- 17.33%
- 3Y*
- 10.76%
- 5Y*
- 4.73%
- 10Y*
- —
SPGI
- 1D
- 1.23%
- 1M
- 5.43%
- YTD
- -18.47%
- 6M
- -14.73%
- 1Y
- -14.73%
- 3Y*
- 3.21%
- 5Y*
- 2.40%
- 10Y*
- 15.85%
REIT vs. SPGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
REIT ALPS Active REIT ETF | 16.63% | -0.55% | 7.11% | 13.74% | -21.23% | 33.02% |
SPGI S&P Global Inc. | -18.47% | 5.71% | 13.94% | 32.79% | -28.38% | 43.56% |
Correlation
The correlation between REIT and SPGI is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2021 | 0.50 |
Over the past year, the correlation between REIT and SPGI has dropped to 0.20 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
REIT vs. SPGI — Risk / Return Rank
REIT
SPGI
REIT vs. SPGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS Active REIT ETF (REIT) and S&P Global Inc. (SPGI). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| REIT | SPGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.87 | ||
| Sortino ratioReturn per unit of downside risk | +2.35 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.92 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.37 | -0.49 | +2.85 |
| Martin ratioReturn relative to average drawdown | 6.87 | -0.91 | +7.78 |
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Drawdowns
REIT vs. SPGI - Drawdown Comparison
The maximum REIT drawdown since its inception was -29.30%, smaller than the maximum SPGI drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for REIT and SPGI.
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Drawdown Indicators
| REIT | SPGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.30% | -74.67% | +45.37% |
Max Drawdown (1Y)Largest decline over 1 year | -7.35% | -30.48% | +23.13% |
Max Drawdown (3Y)Largest decline over 3 years | -18.19% | -30.48% | +12.29% |
Max Drawdown (5Y)Largest decline over 5 years | -29.30% | -39.76% | +10.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.76% | — |
Current DrawdownCurrent decline from peak | -0.69% | -24.20% | +23.51% |
Average DrawdownAverage peak-to-trough decline | -10.32% | -15.23% | +4.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 16.14% | -13.61% |
Volatility
REIT vs. SPGI - Volatility Comparison
The current volatility for ALPS Active REIT ETF (REIT) is 4.66%, while S&P Global Inc. (SPGI) has a volatility of 7.64%. This indicates that REIT experiences smaller price fluctuations and is considered to be less risky than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REIT | SPGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 7.64% | -2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.46% | 24.13% | -14.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.09% | 27.66% | -14.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.49% | 24.52% | -6.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.37% | 26.05% | -7.68% |
Dividends
REIT vs. SPGI - Dividend Comparison
REIT's dividend yield for the trailing twelve months is around 2.71%, more than SPGI's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REIT ALPS Active REIT ETF | 2.71% | 3.20% | 3.06% | 3.13% | 2.81% | 4.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPGI S&P Global Inc. | 0.91% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Frequently Asked Questions
REIT and SPGI have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPGI has higher volatility (7.64%) compared to REIT (4.66%). In terms of maximum drawdown, REIT dropped -29.30% vs SPGI's -74.67%.
REIT currently has the higher Sharpe Ratio (1.33 vs -0.54), 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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