Real Estate Portfolios Comparison
Compare risk and return for real estate and REIT portfolios

How to get this report

The Real Estate Portfolios Comparison report is included in the Advanced Subscription Package.

Compare risk and return for real estate and REIT portfolios

The Real Estate Portfolios Comparison is a 1-page report comparing 62 investable portfolios and funds related to real estate and REIT portfolios, plus 2 benchmark portfolios. Subscribe to the Advanced Subscription to receive this report.

Compare risk and return for real estate portfolios

The Real Estate Portfolios Comparison contains 34 metrics for each portfolio, plus 3 scatterplots at the bottom of the page showing risk vs. return.

 What you can do:
  • Identify the best risk-adjusted returns using the risk vs. return scatterplot chart
  • Compare portfolios head-to-head using 34 risk and return metrics, including 5-year total return, trends, alpha, and Modigliani risk-adjusted return.
  • Compare the correlation for each portfolio with five major asset classes
  • Compare the latest close with 50-day and 200-day moving averages
  • Find new ideas for investing in real estate
Update frequency: The Real Estate Portfolios Comparison is updated daily.

How to subscribe This daily comparison is available as part of the Advanced Subscription, which includes 8 other in-depth, 1-page comparison reports. See the Pricing page for details.
Portfolio categories included on the Real Estate Portfolios Comparison 1-page VizMetrics report: 
  • 15 U.S. actively-managed, open-end, real estate funds
  • 4 closed-end, real estate funds
  • 13 U.S. indexed, real estate portfolios
  • 16 international, actively-managed, open-end, real estate funds
  • 2 international, closed-end real estate funds
  • 12 international, indexed, real estate funds
  • 2 benchmarks

Portfolios types included on the Real Estate Portfolios Comparison:
  • exchange-traded funds (ETFs)
  • open-end funds (mutual funds)
  • closed-end funds

Metrics included for each portfolio on the Real Estate Portfolios Comparison: 
  • daily return
  • 1-week return
  • 4-week return
  • return vs. 50-day moving average
  • return vs. 200-day moving average
  • 200-day trend
  • Year-to-date (YTD) return
  • recent yield
  • 1-year return
  • 3-year return
  • 5-year return
  • 60-month trend
  • calendar year total return (last four years)
  • standard deviation (1-year, 3-year, and 5-year)
  • maximum draw down during past 5 years
  • beta (vs. ACWI index)
  • R-squared
  • Modigliani risk-adjusted return % (1-year, 3-year, and 5-year)
  • Alpha % (1-year, 3-year, and 5-year)
  • correlation to All-Country World equities
  • correlation to S&P 500
  • correlation to broad commodities
  • correlation to total bond return
  • correlation to gold return

Graphical comparisons included on the Real Estate Portfolios Comparison:
  • comparative graphs for all returns, across all portfolios
  • trend graph for 200-day adjusted closing price
  • trend graph 60-month adjusted closing price
  • bubble comparison for recent yield
  • bubble comparison for standard deviation (1-year, 3-year, and 5-year)
  • heatmap for correlations to global equities, S&P 500, commodities, bonds, and gold