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REM vs. SRET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

REM vs. SRET

Last updated Jun 4, 2026

REM (iShares Mortgage Real Estate ETF) and SRET (Global X SuperDividend REIT ETF) are both REIT funds - REM tracks the FTSE NAREIT All Mortgage Capped Index while SRET tracks the Solactive Global SuperDividend REIT Index. Both are passively managed. Over the past 10 years, REM returned 2.55%/yr vs 1.05%/yr for SRET. Their correlation of 0.82 suggests significant overlap in exposure. REM charges 0.48%/yr vs 0.58%/yr for SRET.

Performance

REM vs. SRET - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, REM achieves a -2.10% return, which is significantly lower than SRET's 3.74% return. Over the past 10 years, REM has outperformed SRET with an annualized return of 2.55%, while SRET has yielded a comparatively lower 1.05% annualized return.

REM

1D
-1.24%
1M
-4.86%
YTD
-2.10%
6M
-2.10%
1Y
11.53%
3Y*
8.00%
5Y*
-2.48%
10Y*
2.55%

SRET

1D
-1.07%
1M
-1.81%
YTD
3.74%
6M
4.08%
1Y
14.94%
3Y*
9.29%
5Y*
1.19%
10Y*
1.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REM vs. SRET - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
REM
iShares Mortgage Real Estate ETF		-2.10%13.30%-1.00%14.43%-27.56%16.14%-19.99%21.34%-3.09%18.43%
SRET
Global X SuperDividend REIT ETF		3.74%18.09%-1.55%9.85%-18.24%14.00%-36.63%22.77%-5.52%17.80%

Correlation

The correlation between REM and SRET is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.81

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

0.81

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

0.83

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

0.83

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2015

0.82

The correlation between REM and SRET has been stable across timeframes, ranging from 0.81 to 0.83 - a consistent structural relationship.

REM vs. SRET - Sectors Allocation Comparison

Sectors
REM
SRET

Real Estate

97.2%
92.5%

Financial Services

2.4%
3.1%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

-

Technology

-

-

Utilities

-

-

Real Estate

REM
97.2%
SRET
92.5%

Financial Services

REM
2.4%
SRET
3.1%

Basic Materials

REM

-

SRET

-

Communication Services

REM

-

SRET

-

Consumer Cyclical

REM

-

SRET

-

Consumer Defensive

REM

-

SRET

-

Energy

REM

-

SRET

-

Healthcare

REM

-

SRET

-

Industrials

REM

-

SRET

-

Technology

REM

-

SRET

-

Utilities

REM

-

SRET

-

Compare stocks, funds, or ETFs

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iShares Mortgage Real Estate ETF

Global X SuperDividend REIT ETF

Often compared with REM:
REM vs. MORTREM vs. VNQREM vs. REETREM vs. IYRREM vs. NLYREM vs. OREM vs. QQQ
Often compared with SRET:
SRET vs. VNQSRET vs. KBWYSRET vs. SCHHSRET vs. SPRESRET vs. FRSRET vs. NETLSRET vs. ACRE

Return for Risk

REM vs. SRET — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
REM
REM Risk / Return Rank: 2020
Overall Rank
REM Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
REM Sortino Ratio Rank: 2020
Sortino Ratio Rank
REM Omega Ratio Rank: 1919
Omega Ratio Rank
REM Calmar Ratio Rank: 1919
Calmar Ratio Rank
REM Martin Ratio Rank: 2020
Martin Ratio Rank
SRET
SRET Risk / Return Rank: 3535
Overall Rank
SRET Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SRET Sortino Ratio Rank: 3434
Sortino Ratio Rank
SRET Omega Ratio Rank: 3333
Omega Ratio Rank
SRET Calmar Ratio Rank: 3232
Calmar Ratio Rank
SRET Martin Ratio Rank: 4040
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. SRET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Mortgage Real Estate ETF (REM) and Global X SuperDividend REIT ETF (SRET). 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.

REMSRETDifference
Sharpe ratioReturn per unit of total volatility
0.69
1.32

-0.63

Sortino ratioReturn per unit of downside risk
1.04
1.84

-0.79

Omega ratioGain probability vs. loss probability

1.13

1.23

-0.10

Calmar ratioReturn relative to maximum drawdown

0.81

1.58

-0.77

Martin ratioReturn relative to average drawdown

2.33

6.61

-4.28

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REM vs. SRET - Sharpe Ratio Comparison

The current REM Sharpe Ratio is 0.69, which is lower than the SRET Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of REM and SRET, 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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Sharpe Ratios by Period

REMSRETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.32

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.07

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

0.04

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.06

-0.11

Drawdowns

REM vs. SRET - Drawdown Comparison

The maximum REM drawdown since its inception was -74.73%, which is greater than SRET's maximum drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for REM and SRET.

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Drawdown Indicators

REMSRETDifference

Max Drawdown

Largest peak-to-trough decline

-74.73%

-66.98%

-7.75%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-9.48%

-4.77%

Max Drawdown (3Y)

Largest decline over 3 years

-21.91%

-18.87%

-3.04%

Max Drawdown (5Y)

Largest decline over 5 years

-43.31%

-30.56%

-12.75%

Max Drawdown (10Y)

Largest decline over 10 years

-68.52%

-66.98%

-1.54%

Current Drawdown

Current decline from peak

-23.85%

-24.23%

+0.38%

Average Drawdown

Average peak-to-trough decline

-38.35%

-22.49%

-15.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

2.27%

+2.68%

Volatility

REM vs. SRET - Volatility Comparison

iShares Mortgage Real Estate ETF (REM) has a higher volatility of 3.81% compared to Global X SuperDividend REIT ETF (SRET) at 3.11%. This indicates that REM's price experiences larger fluctuations and is considered to be riskier than SRET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

REMSRETDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

3.11%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

13.01%

8.72%

+4.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.85%

11.36%

+5.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.57%

16.50%

+7.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.27%

24.58%

+3.69%

REM vs. SRET - Expense Ratio Comparison

REM has a 0.48% expense ratio, which is lower than SRET's 0.58% expense ratio.

Dividends

REM vs. SRET - Dividend Comparison

REM's dividend yield for the trailing twelve months is around 9.19%, more than SRET's 8.78% yield.

PositionTTM20252024202320222021202020192018201720162015
REM
iShares Mortgage Real Estate ETF		9.19%8.70%9.61%9.46%11.13%7.29%7.72%8.16%10.00%9.97%10.03%11.99%
SRET
Global X SuperDividend REIT ETF		8.78%7.98%8.72%7.21%8.30%6.33%8.88%7.83%8.54%8.20%8.08%7.74%

Frequently Asked Questions

REM and SRET have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REM has higher volatility (3.81%) compared to SRET (3.11%). In terms of maximum drawdown, REM dropped -74.73% vs SRET's -66.98%.

On 10-year performance, REM leads with 2.55% vs 1.05% for SRET. On fees, REM is cheaper at 0.48% per year. On volatility, SRET has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, REM has performed better with a 2.55% return vs 1.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REM is cheaper with a 0.48% expense ratio, compared with 0.58% for SRET.

REM has the higher dividend yield at 9.19%, compared with 8.78% for SRET.

REM tracks FTSE NAREIT All Mortgage Capped Index, while SRET tracks Solactive Global SuperDividend REIT Index. They also come from different issuers: iShares and Global X. Their fees differ too: 0.48% for REM and 0.58% for SRET.

SRET currently has the higher Sharpe Ratio (1.32 vs 0.69), 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

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