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RIET vs. SRET
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RIET vs. SRET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hoya Capital High Dividend Yield ETF (RIET) and Global X SuperDividend REIT ETF (SRET). The values are adjusted to include any dividend payments, if applicable.

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RIET vs. SRET - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RIET
Hoya Capital High Dividend Yield ETF
-0.60%2.43%1.18%13.04%-25.29%2.35%
SRET
Global X SuperDividend REIT ETF
-1.33%18.09%-1.55%9.85%-18.24%0.54%

Returns By Period

In the year-to-date period, RIET achieves a -0.60% return, which is significantly higher than SRET's -1.33% return.


RIET

1D
1.12%
1M
-5.58%
YTD
-0.60%
6M
-1.46%
1Y
-0.11%
3Y*
6.00%
5Y*
10Y*

SRET

1D
1.82%
1M
-6.86%
YTD
-1.33%
6M
1.97%
1Y
8.44%
3Y*
7.46%
5Y*
1.30%
10Y*
1.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RIET vs. SRET - Expense Ratio Comparison

RIET has a 0.50% expense ratio, which is lower than SRET's 0.58% expense ratio.


Return for Risk

RIET vs. SRET — Risk / Return Rank

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

RIET
RIET Risk / Return Rank: 1212
Overall Rank
RIET Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
RIET Sortino Ratio Rank: 1111
Sortino Ratio Rank
RIET Omega Ratio Rank: 1111
Omega Ratio Rank
RIET Calmar Ratio Rank: 1313
Calmar Ratio Rank
RIET Martin Ratio Rank: 1313
Martin Ratio Rank

SRET
SRET Risk / Return Rank: 3434
Overall Rank
SRET Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SRET Sortino Ratio Rank: 3131
Sortino Ratio Rank
SRET Omega Ratio Rank: 3131
Omega Ratio Rank
SRET Calmar Ratio Rank: 3535
Calmar Ratio Rank
SRET Martin Ratio Rank: 3939
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.

RIET vs. SRET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hoya Capital High Dividend Yield ETF (RIET) 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.


RIETSRETDifference

Sharpe ratio

Return per unit of total volatility

-0.01

0.60

-0.61

Sortino ratio

Return per unit of downside risk

0.10

0.87

-0.78

Omega ratio

Gain probability vs. loss probability

1.01

1.12

-0.11

Calmar ratio

Return relative to maximum drawdown

0.04

0.82

-0.78

Martin ratio

Return relative to average drawdown

0.12

3.45

-3.33

RIET vs. SRET - Sharpe Ratio Comparison

The current RIET Sharpe Ratio is -0.01, which is lower than the SRET Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of RIET and SRET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


RIETSRETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.01

0.60

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.04

-0.18

Correlation

The correlation between RIET and SRET is 0.88, 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

RIET vs. SRET - Dividend Comparison

RIET's dividend yield for the trailing twelve months is around 11.41%, more than SRET's 8.24% yield.


TTM20252024202320222021202020192018201720162015
RIET
Hoya Capital High Dividend Yield ETF
11.41%11.04%10.17%9.33%9.33%1.99%0.00%0.00%0.00%0.00%0.00%0.00%
SRET
Global X SuperDividend REIT ETF
8.24%7.98%8.72%7.21%8.30%6.33%8.88%7.83%8.54%8.20%8.08%7.74%

Drawdowns

RIET vs. SRET - Drawdown Comparison

The maximum RIET drawdown since its inception was -34.61%, smaller than the maximum SRET drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for RIET and SRET.


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Drawdown Indicators


RIETSRETDifference

Max Drawdown

Largest peak-to-trough decline

-34.61%

-66.98%

+32.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-11.38%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-30.56%

Max Drawdown (10Y)

Largest decline over 10 years

-66.98%

Current Drawdown

Current decline from peak

-14.32%

-27.93%

+13.61%

Average Drawdown

Average peak-to-trough decline

-16.72%

-22.47%

+5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

2.72%

+1.62%

Volatility

RIET vs. SRET - Volatility Comparison

The current volatility for Hoya Capital High Dividend Yield ETF (RIET) is 5.11%, while Global X SuperDividend REIT ETF (SRET) has a volatility of 5.49%. This indicates that RIET experiences smaller price fluctuations and is considered to be less risky 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


RIETSRETDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

5.49%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

8.35%

+1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.78%

14.10%

+1.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.15%

16.54%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.15%

24.60%

-5.45%