I got out of property in favor of the stock market, and I'm very happy I did.
I think to do rentals well you have to take an educated and calculated approach to it. The pros have specific formulas and acceptable rates for cash on cash returns and won't touch a property that doesn't meet their targets, and also know when to jump on a deal. They work things out like cash on cash returns, and use the 70% rule for flipping houses. Take a look at the biggerpockets forum if you want to learn more about this.
The rest of us, like me in the past, used to buy something we kind of liked and kind of had a reasonable idea that we could rent out. That's a terrible strategy and I can attest for the fact that's it's not a good way to build wealth.
Then of course there's the risk factors and the amount of work going in to properties which are quite significant in both cases.
I think it's far simpler just buying as many shares of my global ETF as possible and just ignoring everything else. I don't have to have things fixed, chase after rent, look for tenants or any of that other work. I don't even have to pay taxes unless I decide to sell.
The downside is the lack of cashflow. You can get far more cash for your money with renting than collecting dividends.