Canadian looking to invest in US market

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I am relatively new to the rental industry. Currently have one property here in Canada but I’m looking into the US because it’s hard to find a deal here in Canada that makes sense.

I'm wondering if anyone has any experience doing this and how they set it all up. Taxes, LLC or C Corp, etc.

Is it easier to just put my money into a REIT that invests on the US? What about property management? Is it worth the risk/reward investing south of the border for Canadians?

Any advice would be great. Thanks