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SRET vs. HAUZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SRET vs. HAUZ - Performance Comparison

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

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Returns By Period

In the year-to-date period, SRET achieves a 8.03% return, which is significantly higher than HAUZ's 0.82% return. Over the past 10 years, SRET has underperformed HAUZ with an annualized return of 0.63%, while HAUZ has yielded a comparatively higher 3.31% 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%

HAUZ

1D
0.46%
1M
2.14%
6M
-4.38%
YTD
0.82%
1Y
5.02%
3Y*
8.06%
5Y*
-0.96%
10Y*
3.31%
ALL TIME*
3.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.84M$1.91M$2.35M
$590.48K$702.04K$782.60K

SRET vs. HAUZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
HAUZ
Xtrackers International Real Estate ETF
0.82%22.70%-5.44%6.29%-22.24%9.82%-6.23%20.89%-9.12%27.52%

Correlation

The correlation between SRET and HAUZ is 0.62, 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.

0.62

Correlation (3Y)
Balances recent behavior with more history.

0.69

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.73

Correlation (10Y)
Provides a long-term view across more market conditions.

0.59

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2015

0.56

The correlation between SRET and HAUZ shifts across timeframes, from 0.56 (all time) to 0.73 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SRET vs. HAUZ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SRET
SRET Risk / Return Rank: 4343
Overall Rank
SRET Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
SRET Sortino Ratio Rank: 4242
Sortino Ratio Rank
SRET Omega Ratio Rank: 4242
Omega Ratio Rank
SRET Calmar Ratio Rank: 3939
Calmar Ratio Rank
SRET Martin Ratio Rank: 4848
Martin Ratio Rank

HAUZ
HAUZ Risk / Return Rank: 1616
Overall Rank
HAUZ Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HAUZ Sortino Ratio Rank: 1717
Sortino Ratio Rank
HAUZ Omega Ratio Rank: 1616
Omega Ratio Rank
HAUZ Calmar Ratio Rank: 1616
Calmar Ratio Rank
HAUZ Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SRET vs. HAUZ - Risk-Adjusted Trends Comparison

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


SRETHAUZDifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+1.14

Omega ratioGain probability vs. loss probability

1.22

1.07

+0.15

Calmar ratioReturn relative to maximum drawdown

1.52

0.36

+1.17

Martin ratioReturn relative to average drawdown

6.25

0.79

+5.46

SRET vs. HAUZ - Sharpe Ratio Comparison

The current SRET Sharpe Ratio is 1.25, which is higher than the HAUZ Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of SRET and HAUZ, 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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Drawdowns

SRET vs. HAUZ - Drawdown Comparison

The maximum SRET drawdown since its inception was -66.98%, which is greater than HAUZ's maximum drawdown of -39.51%. Use the drawdown chart below to compare losses from any high point for SRET and HAUZ.


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Drawdown Indicators


SRETHAUZDifference

Max Drawdown

Largest peak-to-trough decline

-66.98%

-39.51%

-27.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-14.08%

+4.60%

Max Drawdown (3Y)

Largest decline over 3 years

-17.14%

-17.88%

+0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-29.43%

-34.14%

+4.71%

Max Drawdown (10Y)

Largest decline over 10 years

-66.98%

-39.51%

-27.47%

Current Drawdown

Current decline from peak

-21.09%

-8.59%

-12.50%

Average Drawdown

Average peak-to-trough decline

-22.46%

-11.73%

-10.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

6.34%

-4.03%

Volatility

SRET vs. HAUZ - Volatility Comparison

Global X SuperDividend REIT ETF (SRET) and Xtrackers International Real Estate ETF (HAUZ) have volatilities of 3.59% and 3.42%, 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


SRETHAUZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.59%

3.42%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

12.04%

-2.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.62%

14.15%

-2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.46%

15.98%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.60%

16.96%

+7.64%

SRET vs. HAUZ - Expense Ratio Comparison

SRET has a 0.58% expense ratio, which is higher than HAUZ's 0.10% expense ratio.


Dividends

SRET vs. HAUZ - Dividend Comparison

SRET's dividend yield for the trailing twelve months is around 7.89%, more than HAUZ's 3.53% yield.


PositionTTM20252024202320222021202020192018201720162015
HAUZ
Xtrackers International Real Estate ETF
3.53%4.46%4.50%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%
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 HAUZ have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SRET has higher volatility (3.59%) compared to HAUZ (3.42%). In terms of maximum drawdown, SRET dropped -66.98% vs HAUZ's -39.51%.

On 10-year performance, HAUZ leads with 3.31% vs 0.63% for SRET. On fees, HAUZ is cheaper at 0.10% per year. On volatility, HAUZ has been the lower-risk option at 3.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HAUZ has performed better with a 3.31% return vs 0.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HAUZ is cheaper with a 0.10% expense ratio, compared with 0.58% for SRET.

SRET has the higher dividend yield at 7.89%, compared with 3.53% for HAUZ.

SRET tracks Solactive Global SuperDividend REIT Index, while HAUZ tracks iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index. They also come from different issuers: Global X and DWS. Their fees differ too: 0.58% for SRET and 0.10% for HAUZ.

SRET currently has the higher Sharpe Ratio (1.25 vs 0.36), 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

Find the right allocation for SRET and HAUZ

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