https://economics.harvard.edu/files/economics/files/ms28533.... (The Rate of Return on Everything, 1870–2015)

Pages 3-4 specifically, but the whole paper is excellent. RE has returns that are reasonably (imho) similar to securities over the long term, low volatility, and you need to live somewhere (although you might see greater returns in the capital markets depending on your entry/exit points [1] and risk tolerance).

I’d caution that recent equities returns are very likely an outlier, part central bank easing, part yield chasing, part unsophisticated money, and arguably unsustainable.

[1] http://archive.nytimes.com/www.nytimes.com/interactive/2011/...