SRET vs. FRI
SRET (Global X SuperDividend REIT ETF) and FRI (First Trust S&P REIT Index Fund) are both REIT funds - SRET tracks the Solactive Global SuperDividend REIT Index while FRI tracks the S&P United States REIT. Both are passively managed. Over the past 10 years, SRET returned 0.63%/yr vs 5.45%/yr for FRI. Their 0.75 correlation means they have sometimes moved together and sometimes differently. SRET charges 0.58%/yr vs 0.50%/yr for FRI.
Performance
SRET vs. FRI - Performance Comparison
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Returns By Period
In the year-to-date period, SRET achieves a 8.03% return, which is significantly lower than FRI's 18.88% return. Over the past 10 years, SRET has underperformed FRI with an annualized return of 0.63%, while FRI has yielded a comparatively higher 5.45% annualized return.
SRET
- 1D
- -0.35%
- 1M
- -0.28%
- 6M
- 4.44%
- YTD
- 8.03%
- 1Y
- 14.38%
- 3Y*
- 9.27%
- 5Y*
- 2.36%
- 10Y*
- 0.63%
- ALL TIME*
- 1.81%
FRI
- 1D
- -0.68%
- 1M
- 0.10%
- 6M
- 16.04%
- YTD
- 18.88%
- 1Y
- 22.78%
- 3Y*
- 12.36%
- 5Y*
- 4.63%
- 10Y*
- 5.45%
- ALL TIME*
- 5.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.14M | $1.49M | $993.65K | |
| $590.48K | $702.04K | $782.60K |
SRET vs. FRI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRET Global X SuperDividend REIT ETF | 8.03% | 18.09% | -1.55% | 9.85% | -18.24% | 14.00% | -36.63% | 22.77% | -5.52% | 17.80% |
FRI First Trust S&P REIT Index Fund | 18.88% | 2.80% | 7.84% | 13.33% | -24.66% | 42.55% | -7.90% | 23.67% | -4.28% | 3.86% |
Correlation
The correlation between SRET and FRI is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.78 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2015 | 0.75 |
The correlation between SRET and FRI has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.
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Return for Risk
SRET vs. FRI — Risk / Return Rank
SRET
FRI
SRET vs. FRI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend REIT ETF (SRET) and First Trust S&P REIT Index Fund (FRI). 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.
| SRET | FRI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.29 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 3.02 | -1.50 |
| Martin ratioReturn relative to average drawdown | 6.25 | 10.02 | -3.77 |
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Drawdowns
SRET vs. FRI - Drawdown Comparison
The maximum SRET drawdown since its inception was -66.98%, smaller than the maximum FRI drawdown of -71.95%. Use the drawdown chart below to compare losses from any high point for SRET and FRI.
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Drawdown Indicators
| SRET | FRI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.98% | -71.95% | +4.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -7.57% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -17.14% | -18.90% | +1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -31.21% | +1.78% |
Max Drawdown (10Y)Largest decline over 10 years | -66.98% | -44.16% | -22.82% |
Current DrawdownCurrent decline from peak | -21.09% | -3.49% | -17.60% |
Average DrawdownAverage peak-to-trough decline | -22.46% | -13.59% | -8.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.28% | +0.03% |
Volatility
SRET vs. FRI - Volatility Comparison
The current volatility for Global X SuperDividend REIT ETF (SRET) is 3.59%, while First Trust S&P REIT Index Fund (FRI) has a volatility of 4.52%. This indicates that SRET experiences smaller price fluctuations and is considered to be less risky than FRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRET | FRI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 4.52% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 10.55% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.62% | 13.61% | -1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 18.71% | -2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.60% | 21.11% | +3.49% |
SRET vs. FRI - Expense Ratio Comparison
SRET has a 0.58% expense ratio, which is higher than FRI's 0.50% expense ratio.
Dividends
SRET vs. FRI - Dividend Comparison
SRET's dividend yield for the trailing twelve months is around 7.89%, more than FRI's 2.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRI First Trust S&P REIT Index Fund | 2.42% | 2.99% | 3.33% | 3.24% | 2.52% | 1.44% | 3.08% | 2.28% | 3.21% | 2.82% | 3.27% | 2.66% |
SRET Global X SuperDividend REIT ETF | 7.89% | 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
SRET and FRI have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FRI has higher volatility (4.52%) compared to SRET (3.59%). In terms of maximum drawdown, SRET dropped -66.98% vs FRI's -71.95%.
On 10-year performance, FRI leads with 5.45% vs 0.63% for SRET. On fees, FRI is cheaper at 0.50% per year. On volatility, SRET has been the lower-risk option at 3.59%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, FRI has performed better with a 5.45% return vs 0.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FRI is cheaper with a 0.50% expense ratio, compared with 0.58% for SRET.
SRET has the higher dividend yield at 7.89%, compared with 2.42% for FRI.
SRET tracks Solactive Global SuperDividend REIT Index, while FRI tracks S&P United States REIT. They also come from different issuers: Global X and First Trust. Their fees differ too: 0.58% for SRET and 0.50% for FRI.
FRI currently has the higher Sharpe Ratio (1.68 vs 1.25), 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.
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