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ISIN
US4642875649
CUSIP
464287564
Issuer
iShares
Inception Date
Jan 29, 2001
Region
North America (U.S.)
Category
REIT
Leveraged
1x (No leverage)
Index Tracked
Cohen & Steers Realty Majors Index
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$2B

Share Price Chart


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Performance

ICF Performance Chart

iShares Cohen & Steers REIT ETF (ICF) is up 15.3% since the beginning of the year. ICF is currently trading at $69 per share. Investors who bought $1,000 worth of ICF shares 5 years ago would now be looking at an investment worth $1,191.


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S&P 500 Index

Returns By Period

iShares Cohen & Steers REIT ETF (ICF) has returned 15.27% so far this year and 14.27% over the past 12 months.


iShares Cohen & Steers REIT ETF

1D
0.73%
1M
0.47%
YTD
15.27%
6M
14.79%
1Y
14.27%
3Y*
11.11%
5Y*
3.56%
10Y*
5.86%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICF Monthly Returns History

Based on dividend-adjusted daily data since Feb 2, 2001, ICF's average daily return is +0.05%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +32.5%, while the worst month was Oct 2008 at -32.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ICF closed higher 53% of trading days. The best single day was Nov 24, 2008 with a return of +18.2%, while the worst single day was Dec 1, 2008 at -21.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.61%8.01%-6.14%9.71%-0.38%1.39%15.27%
20250.60%4.34%-2.32%-0.81%1.34%-0.51%-1.50%2.36%0.58%-1.79%1.65%-1.89%1.85%
2024-4.55%2.09%1.27%-7.75%5.47%2.52%5.93%6.44%2.92%-3.50%4.03%-8.18%5.30%
20239.65%-6.07%-1.16%0.34%-4.76%5.10%1.69%-3.47%-6.96%-2.67%12.37%8.06%10.36%
2022-8.54%-5.15%7.94%-3.65%-4.76%-6.45%8.19%-5.79%-12.51%1.73%6.30%-4.69%-26.12%
2021-0.45%2.03%6.16%8.34%1.18%3.61%4.84%2.48%-6.52%7.55%-0.81%9.88%44.17%

Benchmark Metrics

iShares Cohen & Steers REIT ETF has an annualized alpha of 6.49%, beta of 0.36, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since February 05, 2001.

  • This ETF captured 36.61% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -11.15%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.36 may look defensive, but with R2 of 0.10 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.10 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
6.49%
Beta
0.36
0.10
Upside Capture
36.61%
Downside Capture
-11.15%

Expense Ratio

ICF has an expense ratio of 0.34%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ICF ranks 33 for risk / return — below 33% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


ICF Risk / Return Rank: 3333
Overall Rank
ICF Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
ICF Sortino Ratio Rank: 3030
Sortino Ratio Rank
ICF Omega Ratio Rank: 3030
Omega Ratio Rank
ICF Calmar Ratio Rank: 3939
Calmar Ratio Rank
ICF Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and compare them to S&P 500 Index.


ICFBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.19

Calmar ratioReturn relative to maximum drawdown

1.75

Martin ratioReturn relative to average drawdown

4.96

Dividends

Dividend History

iShares Cohen & Steers REIT ETF provided a 2.41% dividend yield over the last twelve months, with an annual payout of $1.65 per share.


2.00%2.50%3.00%3.50%4.00%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.65$1.72$1.60$1.62$1.45$1.38$1.28$1.49$1.53$1.57$2.10$1.64

Dividend yield

2.41%2.88%2.66%2.76%2.64%1.82%2.38%2.55%3.20%3.10%4.21%3.30%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Cohen & Steers REIT ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.19$0.00$0.00$0.00$0.19
2025$0.00$0.00$0.25$0.00$0.00$0.37$0.00$0.00$0.40$0.00$0.00$0.69$1.72
2024$0.00$0.00$0.25$0.00$0.00$0.26$0.00$0.00$0.58$0.00$0.00$0.51$1.60
2023$0.00$0.00$0.26$0.00$0.00$0.21$0.00$0.00$0.60$0.00$0.00$0.55$1.62
2022$0.00$0.00$0.22$0.00$0.00$0.19$0.00$0.00$0.55$0.00$0.00$0.48$1.45
2021$0.00$0.00$0.28$0.00$0.00$0.31$0.00$0.00$0.22$0.00$0.00$0.57$1.38

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Cohen & Steers REIT ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Cohen & Steers REIT ETF was 76.74%, occurring on Mar 6, 2009. Recovery took 1059 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-76.74%Mar 2009
2y 27d4y 2mo
6y 3moFeb 2007 - May 2013
COVID crash2020
-40.22%Mar 2020
28d1y 28d
1y 1moFeb 2020 - Apr 2021
2023 bear market2023
-34.74%Oct 2023
1y 9mo2y 6mo
4y 4moJan 2022 - May 2026
2004 correction2004
-18.83%May 2004
1mo 8d3mo 16d
4mo 24dApr 2004 - Aug 2004
2013 correction2013
-18.56%Aug 2013
2mo 29d9mo 20d
1y 14dMay 2013 - Jun 2014

Drawdown Indicators


ICFBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-9.10%

-67.64%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

Max Drawdown (3Y)

Largest decline over 3 years

-17.25%

Max Drawdown (5Y)

Largest decline over 5 years

-34.74%

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

Current Drawdown

Current decline from peak

0.00%

-2.97%

+2.97%

Average Drawdown

Average peak-to-trough decline

-14.18%

-1.13%

-13.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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