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REM vs. GAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REM vs. GAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Mortgage Real Estate ETF (REM) and SPDR SSgA Global Allocation ETF (GAL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REM achieves a -1.08% return, which is significantly lower than GAL's 8.73% return. Over the past 10 years, REM has underperformed GAL with an annualized return of 2.77%, while GAL has yielded a comparatively higher 8.42% annualized return.


REM

1D
-0.79%
1M
0.25%
YTD
-1.08%
6M
-2.10%
1Y
10.93%
3Y*
7.74%
5Y*
-2.41%
10Y*
2.77%

GAL

1D
0.20%
1M
1.01%
YTD
8.73%
6M
8.55%
1Y
19.75%
3Y*
13.84%
5Y*
7.11%
10Y*
8.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REM vs. GAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REM
iShares Mortgage Real Estate ETF
-1.08%13.30%-1.00%14.43%-27.56%16.14%-19.99%21.34%-3.09%18.43%
GAL
SPDR SSgA Global Allocation ETF
8.73%15.95%9.85%13.32%-13.41%12.23%9.33%19.59%-7.71%18.67%

Correlation

The correlation between REM and GAL is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.54

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

0.64

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

0.70

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

0.61

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2012

0.57

The correlation between REM and GAL shifts across timeframes, from 0.54 (1 year) to 0.70 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

REM vs. GAL — Risk / Return Rank

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

REM
REM Risk / Return Rank: 1818
Overall Rank
REM Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
REM Sortino Ratio Rank: 1818
Sortino Ratio Rank
REM Omega Ratio Rank: 1818
Omega Ratio Rank
REM Calmar Ratio Rank: 1818
Calmar Ratio Rank
REM Martin Ratio Rank: 1818
Martin Ratio Rank

GAL
GAL Risk / Return Rank: 6969
Overall Rank
GAL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GAL Sortino Ratio Rank: 6969
Sortino Ratio Rank
GAL Omega Ratio Rank: 7171
Omega Ratio Rank
GAL Calmar Ratio Rank: 6666
Calmar Ratio Rank
GAL Martin Ratio Rank: 7272
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.

REM vs. GAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Mortgage Real Estate ETF (REM) and SPDR SSgA Global Allocation ETF (GAL). 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.


REMGALDifference
Sharpe ratioReturn per unit of total volatility

-1.51

Sortino ratioReturn per unit of downside risk

-2.03

Omega ratioGain probability vs. loss probability

1.12

1.40

-0.28

Calmar ratioReturn relative to maximum drawdown

0.77

3.17

-2.40

Martin ratioReturn relative to average drawdown

2.08

13.17

-11.09

REM vs. GAL - Sharpe Ratio Comparison

The current REM Sharpe Ratio is 0.65, which is lower than the GAL Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of REM and GAL, 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

REM vs. GAL - Drawdown Comparison

The maximum REM drawdown since its inception was -74.73%, which is greater than GAL's maximum drawdown of -28.31%. Use the drawdown chart below to compare losses from any high point for REM and GAL.


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Drawdown Indicators


REMGALDifference

Max Drawdown

Largest peak-to-trough decline

-74.73%

-28.31%

-46.42%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-6.27%

-7.98%

Max Drawdown (3Y)

Largest decline over 3 years

-21.91%

-9.12%

-12.79%

Max Drawdown (5Y)

Largest decline over 5 years

-43.31%

-21.14%

-22.17%

Max Drawdown (10Y)

Largest decline over 10 years

-68.52%

-28.31%

-40.21%

Current Drawdown

Current decline from peak

-23.06%

-0.56%

-22.50%

Average Drawdown

Average peak-to-trough decline

-38.30%

-3.73%

-34.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

1.50%

+3.77%

Volatility

REM vs. GAL - Volatility Comparison

iShares Mortgage Real Estate ETF (REM) has a higher volatility of 4.73% compared to SPDR SSgA Global Allocation ETF (GAL) at 3.40%. This indicates that REM's price experiences larger fluctuations and is considered to be riskier than GAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REMGALDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

3.40%

+1.33%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

7.55%

+5.82%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

9.21%

+7.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.57%

10.50%

+13.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.30%

11.41%

+16.89%

REM vs. GAL - Expense Ratio Comparison

REM has a 0.48% expense ratio, which is higher than GAL's 0.35% expense ratio.


Dividends

REM vs. GAL - Dividend Comparison

REM's dividend yield for the trailing twelve months is around 9.11%, more than GAL's 3.12% yield.


PositionTTM20252024202320222021202020192018201720162015
GAL
SPDR SSgA Global Allocation ETF
3.12%3.47%2.99%2.56%6.19%4.05%2.14%2.96%2.43%2.26%2.43%3.10%
REM
iShares Mortgage Real Estate ETF
9.11%8.70%9.61%9.46%11.13%7.29%7.72%8.16%10.00%9.97%10.03%11.99%

Frequently Asked Questions


REM and GAL have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REM has higher volatility (4.73%) compared to GAL (3.40%). In terms of maximum drawdown, REM dropped -74.73% vs GAL's -28.31%.

On 10-year performance, GAL leads with 8.42% vs 2.77% for REM. On fees, GAL is cheaper at 0.35% per year. On volatility, GAL has been the lower-risk option at 3.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GAL has performed better with a 8.42% return vs 2.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GAL is cheaper with a 0.35% expense ratio, compared with 0.48% for REM.

REM has the higher dividend yield at 9.11%, compared with 3.12% for GAL.

REM is categorized as REIT, while GAL is Diversified Portfolio. They also come from different issuers: iShares and State Street. Their fees differ too: 0.48% for REM and 0.35% for GAL.

GAL currently has the higher Sharpe Ratio (2.16 vs 0.65), 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 REM and GAL

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