SRET vs. DFGR

Last updated Jun 4, 2026

SRET (Global X SuperDividend REIT ETF) and DFGR (Dimensional Global Real Estate ETF) are both REIT funds. SRET is passively managed, while DFGR is actively managed. Over the past 3 years, SRET returned 9.29%/yr vs 8.89%/yr for DFGR. Their correlation of 0.82 suggests significant overlap in exposure. SRET charges 0.58%/yr vs 0.22%/yr for DFGR.

Performance

SRET vs. DFGR - Performance Comparison

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

Returns By Period

In the year-to-date period, SRET achieves a 3.74% return, which is significantly lower than DFGR's 7.61% return.

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%

DFGR

• 1D: -0.28%
• 1M: -1.00%
• YTD: 7.61%
• 6M: 7.46%
• 1Y: 10.27%
• 3Y*: 8.89%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SRET vs. DFGR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SRET Global X SuperDividend REIT ETF	3.74%	18.09%	-1.55%	9.85%	-1.48%
DFGR Dimensional Global Real Estate ETF	7.61%	7.65%	1.89%	9.64%	-1.24%

Correlation

The correlation between SRET and DFGR is 0.80, 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	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (All Time) Calculated using the full available price history since Dec 8, 2022	0.82

The correlation between SRET and DFGR has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.

SRET vs. DFGR - Sectors Allocation Comparison

Sectors	SRET	DFGR
Real Estate	92.5%	99.1%
Financial Services	3.1%	0.1%
Basic Materials	-	-
Communication Services	-	0.0%
Consumer Cyclical	-	0.0%
Consumer Defensive	-	0.0%
Energy	-	0.0%
Healthcare	-	0.0%
Industrials	-	0.0%
Technology	-	0.1%
Utilities	-	0.0%

Return for Risk

SRET vs. DFGR — Risk / Return Rank

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

SRET

SRET Risk / Return Rank: 35
SRET Sharpe Ratio Rank: 36
SRET Sortino Ratio Rank: 34
SRET Omega Ratio Rank: 33
SRET Calmar Ratio Rank: 32
SRET Martin Ratio Rank: 40

DFGR

DFGR Risk / Return Rank: 24
DFGR Sharpe Ratio Rank: 24
DFGR Sortino Ratio Rank: 23
DFGR Omega Ratio Rank: 23
DFGR Calmar Ratio Rank: 24
DFGR Martin Ratio Rank: 28

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.

SRET vs. DFGR - Risk-Adjusted Trends Comparison

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

	SRET	DFGR	Difference
Sharpe ratio: Return per unit of total volatility	1.32	0.87	+0.45
Sortino ratio: Return per unit of downside risk	1.84	1.26	+0.58
Omega ratio: Gain probability vs. loss probability	1.23	1.16	+0.07
Calmar ratio: Return relative to maximum drawdown	1.58	1.13	+0.46
Martin ratio: Return relative to average drawdown	6.61	4.00	+2.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SRET vs. DFGR - Sharpe Ratio Comparison

The current SRET Sharpe Ratio is 1.32, which is higher than the DFGR Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of SRET and DFGR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SRET	DFGR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.32	0.87	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.04	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.48	-0.41

Drawdowns

SRET vs. DFGR - Drawdown Comparison

The maximum SRET drawdown since its inception was -66.98%, which is greater than DFGR's maximum drawdown of -21.28%. Use the drawdown chart below to compare losses from any high point for SRET and DFGR.

Drawdown Indicators

	SRET	DFGR	Difference
Max Drawdown Largest peak-to-trough decline	-66.98%	-21.28%	-45.70%
Max Drawdown (1Y) Largest decline over 1 year	-9.48%	-9.15%	-0.33%
Max Drawdown (3Y) Largest decline over 3 years	-18.87%	-17.57%	-1.30%
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	-24.23%	-2.76%	-21.47%
Average Drawdown Average peak-to-trough decline	-22.49%	-6.30%	-16.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.27%	2.58%	-0.31%

Volatility

SRET vs. DFGR - Volatility Comparison

The current volatility for Global X SuperDividend REIT ETF (SRET) is 3.11%, while Dimensional Global Real Estate ETF (DFGR) has a volatility of 3.61%. This indicates that SRET experiences smaller price fluctuations and is considered to be less risky than DFGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SRET	DFGR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.11%	3.61%	-0.50%
Volatility (6M) Calculated over the trailing 6-month period	8.72%	8.75%	-0.03%
Volatility (1Y) Calculated over the trailing 1-year period	11.36%	11.86%	-0.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.50%	15.42%	+1.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.58%	15.42%	+9.16%

SRET vs. DFGR - Expense Ratio Comparison

SRET has a 0.58% expense ratio, which is higher than DFGR's 0.22% expense ratio.

Dividends

SRET vs. DFGR - Dividend Comparison

SRET's dividend yield for the trailing twelve months is around 8.78%, more than DFGR's 3.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFGR Dimensional Global Real Estate ETF	3.95%	4.05%	3.73%	2.77%	0.59%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

Can I hold both SRET and DFGR in my portfolio?

SRET and DFGR have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SRET or DFGR?

DFGR has higher volatility (3.61%) compared to SRET (3.11%). In terms of maximum drawdown, SRET dropped -66.98% vs DFGR's -21.28%.

Which ETF is better, SRET or DFGR?

On 3-year performance, SRET leads with 9.29% vs 8.89% for DFGR. On fees, DFGR is cheaper at 0.22% 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.

Which ETF has performed better, SRET or DFGR?

Over the 3-year period, SRET has performed better with a 9.29% return vs 8.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SRET or DFGR?

DFGR is cheaper with a 0.22% expense ratio, compared with 0.58% for SRET.

Which ETF pays a higher dividend yield, SRET or DFGR?

SRET has the higher dividend yield at 8.78%, compared with 3.95% for DFGR.

What is the main difference between SRET and DFGR?

They also come from different issuers: Global X and Dimensional. Their fees differ too: 0.58% for SRET and 0.22% for DFGR.

Which has better risk-adjusted returns?

SRET currently has the higher Sharpe Ratio (1.32 vs 0.87), 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.