SRET vs. IQRA

Last updated Apr 2, 2026

Compare and contrast key facts about Global X SuperDividend REIT ETF (SRET) and IQ CBRE Real Assets ETF (IQRA).

SRET and IQRA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SRET is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend REIT Index. It was launched on Mar 17, 2015. IQRA is an actively managed fund by IndexIQ. It was launched on May 9, 2023.

Performance

SRET vs. IQRA - Performance Comparison

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

SRET vs. IQRA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SRET Global X SuperDividend REIT ETF	-1.00%	18.09%	-1.55%	8.64%
IQRA IQ CBRE Real Assets ETF	5.25%	12.42%	5.58%	2.36%

Returns By Period

In the year-to-date period, SRET achieves a -1.00% return, which is significantly lower than IQRA's 5.25% return.

SRET

• 1D: 0.33%
• 1M: -6.55%
• YTD: -1.00%
• 6M: 1.33%
• 1Y: 8.80%
• 3Y*: 7.57%
• 5Y*: 1.37%
• 10Y*: 1.19%

IQRA

• 1D: 0.72%
• 1M: -5.31%
• YTD: 5.25%
• 6M: 5.58%
• 1Y: 13.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SRET vs. IQRA - Expense Ratio Comparison

SRET has a 0.58% expense ratio, which is lower than IQRA's 0.65% expense ratio.

IQRA

IQ CBRE Real Assets ETF

SRET

Global X SuperDividend REIT ETF

Return for Risk

SRET vs. IQRA — Risk / Return Rank

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

SRET

SRET Risk / Return Rank: 31
SRET Sharpe Ratio Rank: 32
SRET Sortino Ratio Rank: 29
SRET Omega Ratio Rank: 28
SRET Calmar Ratio Rank: 30
SRET Martin Ratio Rank: 35

IQRA

IQRA Risk / Return Rank: 55
IQRA Sharpe Ratio Rank: 58
IQRA Sortino Ratio Rank: 55
IQRA Omega Ratio Rank: 55
IQRA Calmar Ratio Rank: 51
IQRA Martin Ratio Rank: 58

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. IQRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend REIT ETF (SRET) and IQ CBRE Real Assets ETF (IQRA). 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	IQRA	Difference
Sharpe ratio Return per unit of total volatility	0.63	1.08	-0.46
Sortino ratio Return per unit of downside risk	0.91	1.52	-0.61
Omega ratio Gain probability vs. loss probability	1.12	1.22	-0.09
Calmar ratio Return relative to maximum drawdown	0.77	1.46	-0.69
Martin ratio Return relative to average drawdown	3.20	6.32	-3.12
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. IQRA - Sharpe Ratio Comparison

The current SRET Sharpe Ratio is 0.63, which is lower than the IQRA Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of SRET and IQRA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SRET	IQRA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.63	1.08	-0.46
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	0.04	0.69	-0.65

Correlation

The correlation between SRET and IQRA is 0.79, 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

SRET vs. IQRA - Dividend Comparison

SRET's dividend yield for the trailing twelve months is around 8.21%, more than IQRA's 2.83% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SRET Global X SuperDividend REIT ETF	8.21%	7.98%	8.72%	7.21%	8.30%	6.33%	8.88%	7.83%	8.54%	8.20%	8.08%	7.74%
IQRA IQ CBRE Real Assets ETF	2.83%	2.83%	3.53%	2.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SRET vs. IQRA - Drawdown Comparison

The maximum SRET drawdown since its inception was -66.98%, which is greater than IQRA's maximum drawdown of -15.70%. Use the drawdown chart below to compare losses from any high point for SRET and IQRA.

Drawdown Indicators

	SRET	IQRA	Difference
Max Drawdown Largest peak-to-trough decline	-66.98%	-15.70%	-51.28%
Max Drawdown (1Y) Largest decline over 1 year	-11.13%	-9.78%	-1.35%
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	-27.69%	-5.68%	-22.01%
Average Drawdown Average peak-to-trough decline	-22.48%	-3.17%	-19.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.75%	2.26%	+0.49%

Volatility

SRET vs. IQRA - Volatility Comparison

Global X SuperDividend REIT ETF (SRET) has a higher volatility of 5.42% compared to IQ CBRE Real Assets ETF (IQRA) at 4.41%. This indicates that SRET's price experiences larger fluctuations and is considered to be riskier than IQRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SRET	IQRA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.42%	4.41%	+1.01%
Volatility (6M) Calculated over the trailing 6-month period	8.33%	7.61%	+0.72%
Volatility (1Y) Calculated over the trailing 1-year period	14.08%	12.89%	+1.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.52%	12.87%	+3.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.60%	12.87%	+11.73%