What’s your favourite REIT? And is ROE a good judge of what fund performs better?

I’m looking for something to add to my portfolio that adds a decent dividend to my account. I’m usually only in Index funds but the more I’m reading up on REITs, the more interested I am. I’m looking at Annaly Capital and they have an ROE of annual 26.9%, does this mean if I invest €10,000 that if it matched past performance, I would receive €2,690.00 every year in dividends? Or am I reading this wrong? Any advice is appreciated.