;The purpose of this research is to explore how the Real Estate ETF ( REITs ETF) market performs in a changing investment environment. When facing a bull market, investing in Real Estate ETF can provide investors with stable returns and dividend income, while avoiding greater investment losses when the market environment falls. The research method of this thesis is the regression analysis on the Real Estate ETF′s compensation; it mainly finds that when the Real Estate ETF declines in the market, it has higher compensation than when it rises.
In addition, the research content of this paper is to the top 30 U.S. Real Estate ETF as the object of discussion. Because the investment Real Estate transactions need to spend a lot of money, complicated procedures, investment costs are more expensive. However, investment in Real Estate ETF its target investment is more diversified, more selective, flexible operation and cheap transaction fees and other advantages. Therefore, it is hoped that through this study, when the Real Estate ETF in the face of market investment risk, it has a variety of investment advantages, the future can be used as the investor′s asset allocation choice and reduce investment risk reference target.