SRET vs. SCHH
SRET (Global X SuperDividend REIT ETF) and SCHH (Schwab US REIT ETF) are both REIT funds - SRET tracks the Solactive Global SuperDividend REIT Index while SCHH tracks the Dow Jones Equity All REIT Capped Index. Both are passively managed. Over the past 10 years, SRET returned 1.07%/yr vs 4.16%/yr for SCHH. A 0.74 correlation means they provide meaningful diversification when combined. SRET charges 0.58%/yr vs 0.07%/yr for SCHH.
Performance
SRET vs. SCHH - Performance Comparison
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Returns By Period
In the year-to-date period, SRET achieves a 5.39% return, which is significantly lower than SCHH's 13.92% return. Over the past 10 years, SRET has underperformed SCHH with an annualized return of 1.07%, while SCHH has yielded a comparatively higher 4.16% annualized return.
SRET
- 1D
- 0.29%
- 1M
- -0.71%
- YTD
- 5.39%
- 6M
- 5.79%
- 1Y
- 15.52%
- 3Y*
- 11.12%
- 5Y*
- 1.69%
- 10Y*
- 1.07%
SCHH
- 1D
- 1.24%
- 1M
- -0.08%
- YTD
- 13.92%
- 6M
- 14.36%
- 1Y
- 14.58%
- 3Y*
- 11.60%
- 5Y*
- 3.36%
- 10Y*
- 4.16%
SRET vs. SCHH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRET Global X SuperDividend REIT ETF | 5.39% | 18.09% | -1.55% | 9.85% | -18.24% | 14.00% | -36.63% | 22.77% | -5.52% | 17.80% |
SCHH Schwab US REIT ETF | 13.92% | 2.20% | 4.99% | 11.18% | -24.99% | 41.07% | -14.81% | 22.85% | -4.26% | 3.68% |
Correlation
The correlation between SRET and SCHH is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2015 | 0.74 |
The correlation between SRET and SCHH 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. SCHH — Risk / Return Rank
SRET
SCHH
SRET vs. SCHH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend REIT ETF (SRET) and Schwab US REIT ETF (SCHH). 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 | SCHH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.77 | -0.12 |
| Martin ratioReturn relative to average drawdown | 6.77 | 5.53 | +1.24 |
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Drawdowns
SRET vs. SCHH - Drawdown Comparison
The maximum SRET drawdown since its inception was -66.98%, which is greater than SCHH's maximum drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for SRET and SCHH.
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Drawdown Indicators
| SRET | SCHH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.98% | -44.22% | -22.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.48% | -8.28% | -1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -18.87% | -17.76% | -1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -29.43% | -33.28% | +3.85% |
Max Drawdown (10Y)Largest decline over 10 years | -66.98% | -44.22% | -22.76% |
Current DrawdownCurrent decline from peak | -23.02% | -2.07% | -20.95% |
Average DrawdownAverage peak-to-trough decline | -22.48% | -9.43% | -13.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.30% | 2.64% | -0.34% |
Volatility
SRET vs. SCHH - Volatility Comparison
The current volatility for Global X SuperDividend REIT ETF (SRET) is 3.72%, while Schwab US REIT ETF (SCHH) has a volatility of 5.21%. This indicates that SRET experiences smaller price fluctuations and is considered to be less risky than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRET | SCHH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 5.21% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 9.15% | 10.38% | -1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.54% | 13.86% | -2.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.49% | 18.76% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.60% | 21.02% | +3.58% |
SRET vs. SCHH - Expense Ratio Comparison
SRET has a 0.58% expense ratio, which is higher than SCHH's 0.07% expense ratio.
Dividends
SRET vs. SCHH - Dividend Comparison
SRET's dividend yield for the trailing twelve months is around 7.99%, more than SCHH's 2.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHH Schwab US REIT ETF | 2.75% | 3.04% | 3.22% | 3.24% | 2.55% | 1.50% | 2.86% | 2.86% | 3.64% | 2.22% | 2.81% | 2.48% |
SRET Global X SuperDividend REIT ETF | 7.99% | 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 SCHH have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCHH has higher volatility (5.21%) compared to SRET (3.72%). In terms of maximum drawdown, SRET dropped -66.98% vs SCHH's -44.22%.
On 10-year performance, SCHH leads with 4.16% vs 1.07% for SRET. On fees, SCHH is cheaper at 0.07% per year. On volatility, SRET has been the lower-risk option at 3.72%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SCHH has performed better with a 4.16% return vs 1.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHH is cheaper with a 0.07% expense ratio, compared with 0.58% for SRET.
SRET has the higher dividend yield at 7.99%, compared with 2.75% for SCHH.
SRET tracks Solactive Global SuperDividend REIT Index, while SCHH tracks Dow Jones Equity All REIT Capped Index. They also come from different issuers: Global X and Charles Schwab. Their fees differ too: 0.58% for SRET and 0.07% for SCHH.
SRET currently has the higher Sharpe Ratio (1.35 vs 1.06), 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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