IIRC real estate prices in the US rise about 1% per year inflation adjusted while stock markets rise about 7 % on average. An average person needs a huge loan to invest in real estate and go all in which means zero spread of risk. Real estate is also relatively illiquid not only because of practical reasons but because the return of investment depends on timing of the transaction. You're shit out of luck if you need money while the price of your house is plummeting.
How should one find the 'best' one?
Depends on your risk tolerance. The bigger the index, the lower the risk and the lower the possible returns, generally. Also bigger index funds are usually more liquid. Transaction costs matter quite a lot unless you have a big lump sum to invest, and even then you should consider dollar cost averaging.
IIRC real estate prices in the US rise about 1% per year inflation adjusted...
There is also real estate taxes just for holding the asset and upkeep expenses too! But to be fair, asset appreciation isn't the only return on real estate, many investment properties are income producing assets. But then again you can just get that exposure from REITS anyway.
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