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REK vs. IFGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REK vs. IFGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short Real Estate (REK) and iShares International Developed Real Estate ETF (IFGL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REK achieves a -9.73% return, which is significantly lower than IFGL's -2.59% return. Over the past 10 years, REK has underperformed IFGL with an annualized return of -6.46%, while IFGL has yielded a comparatively higher 1.88% annualized return.


REK

1D
-0.55%
1M
-1.21%
YTD
-9.73%
6M
-9.36%
1Y
-4.46%
3Y*
-5.42%
5Y*
-0.55%
10Y*
-6.46%

IFGL

1D
1.12%
1M
-2.35%
YTD
-2.59%
6M
-2.53%
1Y
2.52%
3Y*
8.32%
5Y*
-2.69%
10Y*
1.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REK vs. IFGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REK
ProShares Short Real Estate
-9.73%2.35%1.42%-6.61%29.17%-30.58%-11.33%-20.96%4.61%-9.34%
IFGL
iShares International Developed Real Estate ETF
-2.59%24.31%-7.25%5.40%-24.21%8.29%-7.62%20.65%-6.39%20.00%

Correlation

The correlation between REK and IFGL is -0.50, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.50

Correlation (3Y)
Calculated over the trailing 3-year period

-0.59

Correlation (5Y)
Calculated over the trailing 5-year period

-0.62

Correlation (10Y)
Calculated over the trailing 10-year period

-0.57

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2010

-0.58

The correlation between REK and IFGL shifts across timeframes, from -0.62 (5 years) to -0.50 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

REK vs. IFGL — Risk / Return Rank

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

REK
REK Risk / Return Rank: 66
Overall Rank
REK Sharpe Ratio Rank: 66
Sharpe Ratio Rank
REK Sortino Ratio Rank: 66
Sortino Ratio Rank
REK Omega Ratio Rank: 66
Omega Ratio Rank
REK Calmar Ratio Rank: 66
Calmar Ratio Rank
REK Martin Ratio Rank: 55
Martin Ratio Rank

IFGL
IFGL Risk / Return Rank: 1111
Overall Rank
IFGL Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 1111
Sortino Ratio Rank
IFGL Omega Ratio Rank: 1010
Omega Ratio Rank
IFGL Calmar Ratio Rank: 1111
Calmar Ratio Rank
IFGL Martin Ratio Rank: 1111
Martin Ratio Rank
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.

REK vs. IFGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Real Estate (REK) and iShares International Developed Real Estate ETF (IFGL). 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.


REKIFGLDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

0.96

1.04

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.41

0.18

-0.58

Martin ratioReturn relative to average drawdown

-0.90

0.47

-1.37

REK vs. IFGL - Sharpe Ratio Comparison

The current REK Sharpe Ratio is -0.32, which is lower than the IFGL Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of REK and IFGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

REK vs. IFGL - Drawdown Comparison

The maximum REK drawdown since its inception was -84.57%, which is greater than IFGL's maximum drawdown of -68.93%. Use the drawdown chart below to compare losses from any high point for REK and IFGL.


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Drawdown Indicators


REKIFGLDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

-68.93%

-15.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-14.38%

+3.33%

Max Drawdown (3Y)

Largest decline over 3 years

-26.93%

-18.77%

-8.16%

Max Drawdown (5Y)

Largest decline over 5 years

-26.93%

-38.00%

+11.07%

Max Drawdown (10Y)

Largest decline over 10 years

-58.67%

-40.38%

-18.29%

Current Drawdown

Current decline from peak

-82.56%

-15.30%

-67.26%

Average Drawdown

Average peak-to-trough decline

-64.12%

-17.31%

-46.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.98%

5.38%

-0.40%

Volatility

REK vs. IFGL - Volatility Comparison

ProShares Short Real Estate (REK) has a higher volatility of 5.24% compared to iShares International Developed Real Estate ETF (IFGL) at 4.37%. This indicates that REK's price experiences larger fluctuations and is considered to be riskier than IFGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REKIFGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

4.37%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

11.94%

-1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

13.95%

+0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

16.39%

+2.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

16.45%

+3.90%

REK vs. IFGL - Expense Ratio Comparison

REK has a 0.95% expense ratio, which is higher than IFGL's 0.48% expense ratio.


Dividends

REK vs. IFGL - Dividend Comparison

REK's dividend yield for the trailing twelve months is around 3.38%, less than IFGL's 4.22% yield.


PositionTTM20252024202320222021202020192018201720162015
IFGL
iShares International Developed Real Estate ETF
4.22%3.71%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%
REK
ProShares Short Real Estate
3.38%3.43%6.22%4.50%0.48%0.00%0.07%1.28%0.43%0.00%0.00%0.00%

Frequently Asked Questions


REK and IFGL have a correlation of -0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REK has higher volatility (5.24%) compared to IFGL (4.37%). In terms of maximum drawdown, REK dropped -84.57% vs IFGL's -68.93%.

On 10-year performance, IFGL leads with 1.88% vs -6.46% for REK. On fees, IFGL is cheaper at 0.48% per year. On volatility, IFGL has been the lower-risk option at 4.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IFGL has performed better with a 1.88% return vs -6.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IFGL is cheaper with a 0.48% expense ratio, compared with 0.95% for REK.

IFGL has the higher dividend yield at 4.22%, compared with 3.38% for REK.

REK tracks DJ Global United States (All) / Real Estate -SS (-100%), while IFGL tracks FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.95% for REK and 0.48% for IFGL.

IFGL currently has the higher Sharpe Ratio (0.18 vs -0.32), 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.

Portfolio Optimizer

Find the right allocation for REK and IFGL

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