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Long-term investment performance: what is the best risk/return ratio?

The 1983-2023 edition of the IEIF study “ 40 years of comparative performance » recalls the importance of the risk-return couple in the investment hierarchy. Over the long term, unlisted real estate assets remain unbeatable. But not in the short term…

A look back at the 2024 edition of “ 40 years of comparative performance »[1]a study published each year by the IEIF. The analysis of the results over the period 1983-2023 confirmed, as we know, that real estate investment was, overall, “ entered the correction phase », as Stéphanie Galiègue, deputy general director of the IEIF, explained last April.

Feedback on investment performance by period

Like other, more reactive asset classes – such as stocks or bonds, for example – real estate is now in turn experiencing the effects of the change in the economic cycle. This is evidenced by the relative decline in its performance over the last five years. Marked, let us remember, by the health crisis and the end of accommodating monetary policies. Proof, however, of the strong dichotomy which has now also been established between the different classes of real estate assets, it is nevertheless still a real estate sector which was placed, over the period 2018-2023, in first position. The industrial segment (logistics assets and business premises), with an IRR of 15.6%, was ahead of equities. But the other real estate sectors were, over this period, rather relegated to the bottom of the rankings. With two categories (real estate companies and OPCIs) moving into negative territory.

Gradual erosion of the relative performance of real estate investments

Over the other periods scrutinized by the IEIF (15 years, 20 years, 40 years), certain real estate asset classes also maintain their leadership. This is the case, for example, of businesses which, over the period 2003-2023, still display the best score (17.5%). Because they continue to benefit from the performances accumulated during the years 2005, 2006 and 2007. Which correspond, recalls the IEIF, to “ the golden age of commerce “. Golden age during which capital returns on this asset class exceeded 16%… But, in recent years, the trend is clearly towards the gradual erosion of the relative performance of real estate investments. Retail, for example, was still in second place at the end of 2022, over a period of 15 years. With an annualized rate of return of 7.2%. At the end of 2023, still over 15 years, they had fallen back to 7e position. With an average IRR reduced to 6.1%.

What about the evolution of the return/risk couple?

The decline in offices is even more significant. The correction of their value, begun last year, shifts them from the 4e at 10e place in the ranking at the end of 2023 vs the end of 2022. The evolution, over 40 years, is obviously less noticeable. These are the listed investments which, quite logically, retain the best places. To check whether this hierarchy is also respected in terms of the return/risk couple, the IEIF also looked at the evolution of this indicator according to the periods. Over the last five years, stocks have also been the most profitable. But ” at the cost of high risk », observes the IEIF. Real estate investments are doing less well than gold. For barely less risk. The logistics segment, for example, is doing quite well, due to its good performance. Housing remains well positioned in terms of return-risk.

Best return/risk ratio for real estate investments over a long period

Over 40 years, however, the observation is clear: real estate investments offer the best combination. Indeed, describes the IEIF, “ stocks, bonds and monetary investments are positioned practically on a line: from the best performing to the least performing. And from the most volatile to the least volatile “. But, above this line, two categories are clearly distinguished: housing, and SCPIs. “ Real estate companies have the same profitability as SCPIs. But with a significantly higher level of risk, the price to pay for the liquidity of the investment », recalls the IEIF. SCPI associates who are currently experiencing problems with pending shares will appreciate…

Results of studies from previous years

About the IEIF(i)

Created in 1986, theIEIF is an independent study, research and foresight center specializing in real estate. Its objective is to support real estate and investment players in their activity and strategic thinking, by offering them studies, analysis notes, summaries and discussion clubs. The IEIF approach integrates real estate into both the economy and asset allocation. It is transversal, with the IEIF following real estate markets, real estate funds and financing. The IEIF today has 140 member companies (2/3 investors, 1/3 other players).

(i) Information taken from an official company document.

[1] “40 years of comparative performance, 1983-2023”, 2024 edition – IEIF.

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