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ISIN
US26922A5112
CUSIP
26922A511
Issuer
Vident
Inception Date
Mar 24, 2018
Region
North America (U.S.)
Category
REIT
Leveraged
1x (No leverage)
Index Tracked
USREX - U.S. Diversified Real Estate Index
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$31M

Share Price Chart


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Performance

PPTY Performance Chart

US Diversified Real Estate ETF (PPTY) is up 12.3% since the beginning of the year. PPTY is currently trading at $34 per share. Investors who bought $1,000 worth of PPTY shares 5 years ago would now be looking at an investment worth $1,145.


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S&P 500 Index

Returns By Period

US Diversified Real Estate ETF (PPTY) has returned 12.29% so far this year and 12.90% over the past 12 months.


US Diversified Real Estate ETF

1D
0.66%
1M
1.48%
YTD
12.29%
6M
12.58%
1Y
12.90%
3Y*
10.79%
5Y*
2.74%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPTY Monthly Returns History

Based on dividend-adjusted daily data since Mar 27, 2018, PPTY's average daily return is +0.04%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +15.8%, while the worst month was Mar 2020 at -20.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PPTY closed higher 53% of trading days. The best single day was Apr 6, 2020 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -17.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.81%3.81%-5.37%8.43%1.55%1.97%12.29%
20250.12%2.64%-4.45%-4.85%2.35%-0.06%-1.58%5.05%-0.42%-3.08%3.13%-1.84%-3.47%
2024-3.70%1.41%2.67%-4.79%3.20%2.64%7.03%4.52%2.10%-1.79%4.13%-7.00%9.85%
202310.35%-5.28%-3.89%0.20%-2.65%6.45%4.28%-2.51%-7.53%-4.04%9.12%9.72%12.66%
2022-6.61%-2.36%5.55%-5.05%-5.55%-8.56%8.68%-6.99%-11.20%5.10%4.76%-5.27%-26.10%
2021-0.86%6.00%4.04%7.49%0.66%1.54%5.42%0.77%-3.72%6.99%-1.13%8.00%40.36%

Benchmark Metrics

US Diversified Real Estate ETF has an annualized alpha of -2.35%, beta of 0.81, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since March 27, 2018.

  • This ETF participated in 99.72% of S&P 500 Index downside but only 77.27% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -2.35% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-2.35%
Beta
0.81
0.51
Upside Capture
77.27%
Downside Capture
99.72%

Expense Ratio

PPTY has an expense ratio of 0.49%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PPTY ranks 28 for risk / return — below 28% 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.


PPTY Risk / Return Rank: 2828
Overall Rank
PPTY Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PPTY Sortino Ratio Rank: 2525
Sortino Ratio Rank
PPTY Omega Ratio Rank: 2424
Omega Ratio Rank
PPTY Calmar Ratio Rank: 3333
Calmar Ratio Rank
PPTY Martin Ratio Rank: 3333
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 US Diversified Real Estate ETF (PPTY) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PPTYBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.11

Sortino ratioReturn per unit of downside risk

-1.41

Omega ratioGain probability vs. loss probability

1.16

1.37

-0.21

Calmar ratioReturn relative to maximum drawdown

1.60

2.78

-1.18

Martin ratioReturn relative to average drawdown

4.63

12.44

-7.81

Dividends

Dividend History

US Diversified Real Estate ETF provided a 2.59% dividend yield over the last twelve months, with an annual payout of $0.87 per share.


2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.87$0.91$1.06$1.23$1.20$1.13$1.00$1.07$0.51

Dividend yield

2.59%3.04%3.29%4.08%4.29%2.87%3.43%3.30%1.97%

Monthly Dividends

The table displays the monthly dividend distributions for US Diversified Real Estate 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$0.00$0.25$0.00$0.00$0.25
2025$0.00$0.00$0.00$0.30$0.00$0.00$0.31$0.00$0.00$0.30$0.00$0.00$0.91
2024$0.00$0.00$0.00$0.24$0.00$0.00$0.27$0.00$0.00$0.54$0.00$0.00$1.06
2023$0.00$0.00$0.00$0.34$0.00$0.00$0.30$0.00$0.00$0.30$0.00$0.29$1.23
2022$0.00$0.00$0.00$0.29$0.00$0.00$0.28$0.00$0.00$0.36$0.00$0.27$1.20
2021$0.00$0.00$0.00$0.28$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.33$1.13

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 US Diversified Real Estate 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 US Diversified Real Estate ETF was 41.69%, occurring on Mar 23, 2020. Recovery took 271 trading sessions.

The current US Diversified Real Estate ETF drawdown is 2.05%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-41.69%Mar 2020
28d1y 28d
1y 1moFeb 2020 - Apr 2021
2023 bear market2023
-32.37%Oct 2023
1y 9mo2y 7mo
4y 5moJan 2022 - Jun 2026
Rate-hike selloffLate 2018
-12.87%Dec 2018
17d1mo 7d
1mo 24dDec 2018 - Jan 2019
Rate-hike selloffLate 2018
-8.50%Oct 2018
1mo 13d1mo 25d
3mo 8dAug 2018 - Dec 2018
2021 pullback2021
-5.92%Dec 2021
5d7d
12dNov 2021 - Dec 2021

Drawdown Indicators


PPTYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-41.69%

-56.78%

+15.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

-9.10%

+1.01%

Max Drawdown (3Y)

Largest decline over 3 years

-21.06%

-18.90%

-2.16%

Max Drawdown (5Y)

Largest decline over 5 years

-32.37%

-25.43%

-6.94%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-2.05%

-1.80%

-0.25%

Average Drawdown

Average peak-to-trough decline

-11.28%

-10.71%

-0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.03%

+0.76%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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