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SPRE vs. REET
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SPRE vs. REET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SP Funds S&P Global REIT Sharia ETF (SPRE) and iShares Global REIT ETF (REET). The values are adjusted to include any dividend payments, if applicable.

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SPRE vs. REET - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPRE
SP Funds S&P Global REIT Sharia ETF
1.06%3.07%2.11%9.40%-29.48%44.78%0.73%
REET
iShares Global REIT ETF
1.30%7.97%2.65%10.28%-24.10%32.43%0.38%

Returns By Period

In the year-to-date period, SPRE achieves a 1.06% return, which is significantly lower than REET's 1.30% return.


SPRE

1D
1.71%
1M
-6.57%
YTD
1.06%
6M
2.61%
1Y
4.56%
3Y*
3.70%
5Y*
2.40%
10Y*

REET

1D
1.45%
1M
-7.25%
YTD
1.30%
6M
0.39%
1Y
7.51%
3Y*
6.78%
5Y*
2.64%
10Y*
3.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SPRE vs. REET - Expense Ratio Comparison

SPRE has a 0.69% expense ratio, which is higher than REET's 0.14% expense ratio.


Return for Risk

SPRE vs. REET — Risk / Return Rank

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

SPRE
SPRE Risk / Return Rank: 2121
Overall Rank
SPRE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
SPRE Sortino Ratio Rank: 1919
Sortino Ratio Rank
SPRE Omega Ratio Rank: 2020
Omega Ratio Rank
SPRE Calmar Ratio Rank: 2020
Calmar Ratio Rank
SPRE Martin Ratio Rank: 2323
Martin Ratio Rank

REET
REET Risk / Return Rank: 3030
Overall Rank
REET Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
REET Sortino Ratio Rank: 2828
Sortino Ratio Rank
REET Omega Ratio Rank: 2828
Omega Ratio Rank
REET Calmar Ratio Rank: 3131
Calmar Ratio Rank
REET Martin Ratio Rank: 3535
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.

SPRE vs. REET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SP Funds S&P Global REIT Sharia ETF (SPRE) and iShares Global REIT ETF (REET). 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.


SPREREETDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.50

-0.23

Sortino ratio

Return per unit of downside risk

0.48

0.78

-0.30

Omega ratio

Gain probability vs. loss probability

1.07

1.11

-0.04

Calmar ratio

Return relative to maximum drawdown

0.35

0.69

-0.34

Martin ratio

Return relative to average drawdown

1.40

2.90

-1.50

SPRE vs. REET - Sharpe Ratio Comparison

The current SPRE Sharpe Ratio is 0.28, which is lower than the REET Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of SPRE and REET, 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


SPREREETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.50

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.16

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.22

-0.03

Correlation

The correlation between SPRE and REET is 0.90, 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

SPRE vs. REET - Dividend Comparison

SPRE's dividend yield for the trailing twelve months is around 4.10%, more than REET's 3.65% yield.


TTM20252024202320222021202020192018201720162015
SPRE
SP Funds S&P Global REIT Sharia ETF
4.10%4.10%4.13%4.16%4.17%2.83%0.00%0.00%0.00%0.00%0.00%0.00%
REET
iShares Global REIT ETF
3.65%3.67%3.64%3.27%2.43%3.18%2.65%5.25%5.73%3.84%5.37%3.56%

Drawdowns

SPRE vs. REET - Drawdown Comparison

The maximum SPRE drawdown since its inception was -38.34%, smaller than the maximum REET drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for SPRE and REET.


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Drawdown Indicators


SPREREETDifference

Max Drawdown

Largest peak-to-trough decline

-38.34%

-44.59%

+6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-11.70%

-2.31%

Max Drawdown (5Y)

Largest decline over 5 years

-38.34%

-32.11%

-6.23%

Max Drawdown (10Y)

Largest decline over 10 years

-44.59%

Current Drawdown

Current decline from peak

-17.95%

-7.39%

-10.56%

Average Drawdown

Average peak-to-trough decline

-18.12%

-9.91%

-8.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

2.79%

+0.70%

Volatility

SPRE vs. REET - Volatility Comparison

SP Funds S&P Global REIT Sharia ETF (SPRE) and iShares Global REIT ETF (REET) have volatilities of 4.68% and 4.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPREREETDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.68%

4.66%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

9.08%

8.28%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

15.07%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.69%

16.92%

+1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

18.83%

-0.30%