iShares Global REIT ETF (REET): Historical Returns

Data Source: from January 1986 to April 2024 (~38 years)
Consolidated Returns as of 30 April 2024
Live Update: May 23 2024, 11:57AM Eastern Time
Category: Stocks
iShares Global REIT ETF (REET) ETF
Currency: USD
ETF • LIVE PERFORMANCE (USD currency)
0.66%
1 Day
May 23 2024, 11:57AM Eastern Time
4.06%
Current Month
May 2024

In the last 30 Years, the iShares Global REIT ETF (REET) ETF obtained a 6.42% compound annual return, with a 17.71% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Real Estate
  • Size: Multi Cap
  • Style: Blend
  • Region: Developed Markets
  • Country: Broad Developed Markets
  • Sector: Real Estate
  • Industry: Broad Real Estate

The iShares Global REIT ETF (REET) ETF is part of the following Lazy Portfolios:

Portfolio Name Author REET Weight Currency
Gretchen Tai Portfolio Gretchen Tai 5.00% USD

Investment Returns as of Apr 30, 2024

The iShares Global REIT ETF (REET) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES GLOBAL REIT ETF (REET) ETF
Consolidated returns as of 30 April 2024
Live Update: May 23 2024, 11:57AM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Apr 30, 2024
  1 Day Time ET(*) May 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~38Y)
iShares Global REIT ETF (REET) ETF -0.66 4.06 -6.59 11.30 -1.74 -0.16 3.12 6.42 7.89
US Inflation Adjusted return -6.88 9.28 -4.93 -4.17 0.26 3.77 4.97
Returns over 1 year are annualized | Available data source: since Jan 1986
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2024. Current inflation (annualized) is 1Y: 3.36% , 5Y: 4.18% , 10Y: 2.85% , 30Y: 2.55%

In 2023, the iShares Global REIT ETF (REET) ETF granted a 3.53% dividend yield. If you are interested in getting periodic income, please refer to the iShares Global REIT ETF (REET) ETF: Dividend Yield page.

Capital Growth as of Apr 30, 2024

An investment of 1$, since May 1994, now would be worth 6.46$, with a total return of 545.89% (6.42% annualized).

The Inflation Adjusted Capital now would be 3.04$, with a net total return of 203.55% (3.77% annualized).
An investment of 1$, since January 1986, now would be worth 18.36$, with a total return of 1735.75% (7.89% annualized).

The Inflation Adjusted Capital now would be 6.42$, with a net total return of 541.80% (4.97% annualized).

Investment Metrics as of Apr 30, 2024

Metrics of iShares Global REIT ETF (REET) ETF, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
ISHARES GLOBAL REIT ETF (REET) ETF
Advanced Metrics
Data Source: 1 January 1986 - 30 April 2024 (~38 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Investment Return (%) -6.59 -3.91 11.30 -1.74 -3.86 -0.16 3.12 5.74 6.42 7.89
Infl. Adjusted Return (%) details -6.88 -4.99 9.28 -4.93 -8.87 -4.17 0.26 3.06 3.77 4.97
US Inflation (%) 0.31 1.14 1.85 3.36 5.50 4.18 2.85 2.60 2.55 2.78
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -13.87 -30.76 -30.76 -30.76 -66.47 -66.47 -66.47
Start to Recovery (# months) details 5 28* 28* 28* 75 75 75
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 02 2007 02 2007 02
Start to Bottom (# months) 3 22 22 22 25 25 25
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Bottom to End (# months) 2 6 6 6 50 50 50
End (yyyy mm) 2023 12 - - - 2013 04 2013 04 2013 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 02 2007 02 2007 02
Start to Bottom (# months) 3 22 22 22 25 25 25
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Bottom to End (# months) 2 6 6 6 50 50 50
End (yyyy mm) 2023 12 - - - 2013 04 2013 04 2013 04
Longest negative period (# months) details 12* 36* 60* 88 92 92 92
Period Start (yyyy mm) 2023 05 2021 05 2019 05 2016 07 2007 02 2007 02 2007 02
Period End (yyyy mm) 2024 04 2024 04 2024 04 2023 10 2014 09 2014 09 2014 09
Annualized Return (%) -1.74 -3.86 -0.16 -0.20 -0.15 -0.15 -0.15
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -14.68 -36.78 -36.78 -36.78 -67.93 -67.93 -67.93
Start to Recovery (# months) details 5 28* 28* 28* 113 113 113
Start (yyyy mm) 2023 08 2022 01 2022 01 2022 01 2007 02 2007 02 2007 02
Start to Bottom (# months) 3 22 22 22 25 25 25
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2009 02 2009 02 2009 02
Bottom to End (# months) 2 6 6 6 88 88 88
End (yyyy mm) 2023 12 - - - 2016 06 2016 06 2016 06
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-13.52
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 32
Start (yyyy mm) 2023 08 2022 01 2022 01 2016 08 2007 02 2007 02 2007 02
Start to Bottom (# months) 3 22 22 19 25 25 25
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2018 02 2009 02 2009 02 2009 02
Bottom to End (# months) 2 6 6 13 88 88 88
End (yyyy mm) 2023 12 - - 2019 03 2016 06 2016 06 2016 06
Longest negative period (# months) details 12* 36* 60* 119* 211 211 211
Period Start (yyyy mm) 2023 05 2021 05 2019 05 2014 06 2006 04 2006 04 2006 04
Period End (yyyy mm) 2024 04 2024 04 2024 04 2024 04 2023 10 2023 10 2023 10
Annualized Return (%) -4.93 -8.87 -4.17 -0.04 -0.14 -0.14 -0.14
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 19.51 19.84 20.93 17.21 19.54 17.71 17.39
Sharpe Ratio -0.36 -0.33 -0.10 0.11 0.22 0.23 0.22
Sortino Ratio -0.57 -0.48 -0.13 0.14 0.29 0.31 0.29
Ulcer Index 5.81 17.81 16.83 12.58 20.03 17.43 15.99
Ratio: Return / Standard Deviation -0.09 -0.19 -0.01 0.18 0.29 0.36 0.45
Ratio: Return / Deepest Drawdown -0.13 -0.13 -0.01 0.10 0.09 0.10 0.12
% Positive Months details 50% 50% 56% 57% 60% 60% 60%
Positive Months 6 18 34 69 144 216 278
Negative Months 6 18 26 51 96 144 182
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 3.12 14.58 15.08 15.08
Worst 10 Years Return (%) - Annualized 1.39 1.39 1.39
Best 10 Years Return (%) - Annualized 0.26 12.59 12.59 12.59
Worst 10 Years Return (%) - Annualized -0.46 -0.46 -0.71
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 79.32 33.94 26.23 15.08 10.06 6.42
Worst Rolling Return (%) - Annualized -56.73 -23.53 -6.86 1.39 5.27
% Positive Periods 71% 80% 89% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 61.58 19.87 12.34 7.14 6.99 6.22
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.85 4.17
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 75.54 30.31 22.86 12.59 7.74 3.77
Worst Rolling Return (%) - Annualized -56.73 -25.16 -9.26 -0.46 2.61
% Positive Periods 64% 71% 71% 98% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 61.58 19.87 12.34 7.14 6.99 6.22
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 2.85 4.17
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1986 - Apr 2024)
Best Rolling Return (%) - Annualized 79.32 33.94 26.23 15.08 12.12 9.47
Worst Rolling Return (%) - Annualized -56.73 -23.53 -6.86 1.39 3.71 6.09
% Positive Periods 71% 81% 92% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 61.58 19.87 12.34 7.14 6.07 5.01
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.97 3.70
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 75.54 30.31 22.86 12.59 8.84 6.67
Worst Rolling Return (%) - Annualized -56.73 -25.16 -9.26 -0.71 0.85 3.47
% Positive Periods 64% 69% 73% 97% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 61.58 19.87 12.34 7.14 6.07 5.01
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.97 3.70
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Apr 30, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of iShares Global REIT ETF (REET) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ISHARES GLOBAL REIT ETF (REET) ETF
Monthly correlations as of 30 April 2024
Swipe left to see all data
Correlation vs REET
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.89
0.87
0.80
0.68
0.67
SPY
US Large Cap
0.88
0.86
0.79
0.66
0.65
IJR
US Small Cap
0.95
0.85
0.76
0.68
0.67
VNQ
US REITs
0.98
0.98
0.97
0.93
0.91
QQQ
US Technology
0.75
0.73
0.66
0.43
0.42
PFF
Preferred Stocks
0.82
0.82
0.78
0.56
0.55
EFA
EAFE Stocks
0.94
0.87
0.76
0.72
0.73
VT
World All Countries
0.93
0.89
0.81
0.72
0.73
EEM
Emerging Markets
0.82
0.69
0.63
0.63
0.61
VGK
Europe
0.94
0.87
0.76
0.70
0.70
VPL
Pacific
0.94
0.80
0.73
0.61
0.63
FLLA
Latin America
0.87
0.73
0.57
0.57
0.56
BND
US Total Bond Market
0.92
0.59
0.57
0.31
0.31
TLT
Long Term Treasuries
0.94
0.32
0.36
0.06
0.07
BIL
US Cash
0.20
-0.12
-0.10
-0.04
-0.04
TIP
TIPS
0.89
0.65
0.64
0.34
0.34
LQD
Invest. Grade Bonds
0.93
0.72
0.71
0.46
0.46
HYG
High Yield Bonds
0.96
0.81
0.75
0.68
0.67
CWB
US Convertible Bonds
0.92
0.77
0.73
0.67
0.66
BNDX
International Bonds
0.88
0.61
0.59
0.29
0.29
EMB
Emerg. Market Bonds
0.99
0.82
0.75
0.56
0.55
GLD
Gold
0.22
0.25
0.20
0.19
0.19
DBC
Commodities
0.01
0.49
0.34
0.34
0.34

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES GLOBAL REIT ETF (REET) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1986 - 30 April 2024 (~38 years)
Inflation Adjusted:
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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES GLOBAL REIT ETF (REET) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1986 - 30 April 2024 (~38 years)
Inflation Adjusted:

If you need a deeper detail about rolling returns, please refer to the iShares Global REIT ETF (REET) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in iShares Global REIT ETF (REET) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares Global REIT ETF (REET) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES GLOBAL REIT ETF (REET) ETF
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1986 - 30 April 2024 (~38 years)
216 Positive Months (60%) - 144 Negative Months (40%)
278 Positive Months (60%) - 182 Negative Months (40%)
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(Scroll down to see all data)
Investment Returns, up to July 2014, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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