SRET vs. IYRI
SRET (Global X SuperDividend REIT ETF) and IYRI (NEOS Real Estate High Income ETF) are both exchange-traded funds - SRET is a REIT fund tracking the Solactive Global SuperDividend REIT Index, while IYRI is a Derivative Income fund actively managed by Neos. SRET is passively managed, while IYRI is actively managed. Over the past year, SRET returned 14.38% vs 10.79% for IYRI. Their 0.69 correlation means they have sometimes moved together and sometimes differently. SRET charges 0.58%/yr vs 0.68%/yr for IYRI.
Performance
SRET vs. IYRI - 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 IYRI's 9.43% 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%
IYRI
- 1D
- -0.14%
- 1M
- 1.21%
- 6M
- 7.99%
- YTD
- 9.43%
- 1Y
- 10.79%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.71%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.36M | $3.54M | $3.80M | |
| $590.48K | $702.04K | $782.60K |
SRET vs. IYRI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SRET Global X SuperDividend REIT ETF | 8.03% | 19.71% |
IYRI NEOS Real Estate High Income ETF | 9.43% | 6.99% |
Correlation
The correlation between SRET and IYRI is 0.65, 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. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2025 | 0.69 |
The correlation between SRET and IYRI has been stable across timeframes, ranging from 0.65 to 0.69 - a consistent structural relationship.
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Return for Risk
SRET vs. IYRI — Risk / Return Rank
SRET
IYRI
SRET vs. IYRI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend REIT ETF (SRET) and NEOS Real Estate High Income ETF (IYRI). 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 | IYRI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.19 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.44 | +0.08 |
| Martin ratioReturn relative to average drawdown | 6.25 | 5.25 | +1.00 |
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Drawdowns
SRET vs. IYRI - Drawdown Comparison
The maximum SRET drawdown since its inception was -66.98%, which is greater than IYRI's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for SRET and IYRI.
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Drawdown Indicators
| SRET | IYRI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.98% | -12.12% | -54.86% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -7.53% | -1.95% |
Max Drawdown (3Y)Largest decline over 3 years | -17.14% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -66.98% | — | — |
Current DrawdownCurrent decline from peak | -21.09% | -0.85% | -20.24% |
Average DrawdownAverage peak-to-trough decline | -22.46% | -1.60% | -20.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.31% | 2.06% | +0.25% |
Volatility
SRET vs. IYRI - Volatility Comparison
Global X SuperDividend REIT ETF (SRET) has a higher volatility of 3.59% compared to NEOS Real Estate High Income ETF (IYRI) at 2.76%. This indicates that SRET's price experiences larger fluctuations and is considered to be riskier than IYRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRET | IYRI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 2.76% | +0.83% |
Volatility (6M)Calculated over the trailing 6-month period | 9.37% | 8.10% | +1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.62% | 10.69% | +0.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.46% | 12.98% | +3.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.60% | 12.98% | +11.62% |
SRET vs. IYRI - Expense Ratio Comparison
SRET has a 0.58% expense ratio, which is lower than IYRI's 0.68% expense ratio.
Dividends
SRET vs. IYRI - Dividend Comparison
SRET's dividend yield for the trailing twelve months is around 7.89%, less than IYRI's 10.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYRI NEOS Real Estate High Income ETF | 10.84% | 11.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 IYRI have a correlation of 0.65, 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 IYRI (2.76%). In terms of maximum drawdown, SRET dropped -66.98% vs IYRI's -12.12%.
On 1-year performance, SRET leads with 14.38% vs 10.79% for IYRI. On fees, SRET is cheaper at 0.58% per year. On volatility, IYRI has been the lower-risk option at 2.76%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SRET has performed better with a 14.38% return vs 10.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SRET is cheaper with a 0.58% expense ratio, compared with 0.68% for IYRI.
IYRI has the higher dividend yield at 10.84%, compared with 7.89% for SRET.
SRET is categorized as REIT, while IYRI is Derivative Income. They also come from different issuers: Global X and Neos. Their fees differ too: 0.58% for SRET and 0.68% for IYRI.
SRET currently has the higher Sharpe Ratio (1.25 vs 1.02), 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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