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iShares Mortgage Real Estate ETF (REM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS46435G3424
CUSIP46435G342
IssueriShares
Inception DateMay 4, 2007
RegionNorth America (U.S.)
CategoryREIT
Index TrackedFTSE NAREIT All Mortgage Capped Index
Home Pagewww.ishares.com
Asset ClassReal Estate

Asset Class Size

Multi-Cap

Asset Class Style

Value

Expense Ratio

The iShares Mortgage Real Estate ETF has a high expense ratio of 0.48%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.48%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with REM

iShares Mortgage Real Estate ETF

Popular comparisons: REM vs. MORT, REM vs. REET, REM vs. IYR, REM vs. GAL, REM vs. VNQ, REM vs. JEPI, REM vs. QQQ, REM vs. NLY, REM vs. SCHD, REM vs. O

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Mortgage Real Estate ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%OctoberNovemberDecember2024FebruaryMarch
-30.91%
248.59%
REM (iShares Mortgage Real Estate ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Mortgage Real Estate ETF had a return of -1.87% year-to-date (YTD) and 21.20% in the last 12 months. Over the past 10 years, iShares Mortgage Real Estate ETF had an annualized return of 2.15%, while the S&P 500 had an annualized return of 10.96%, indicating that iShares Mortgage Real Estate ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-1.87%10.04%
1 month5.51%3.53%
6 months9.26%22.79%
1 year21.20%32.16%
5 years (annualized)-3.63%13.15%
10 years (annualized)2.15%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.07%-1.28%
2023-1.83%-5.05%-11.24%14.57%8.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for iShares Mortgage Real Estate ETF (REM) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
REM
iShares Mortgage Real Estate ETF
0.86
^GSPC
S&P 500
2.76

Sharpe Ratio

The current iShares Mortgage Real Estate ETF Sharpe ratio is 0.86. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.86
2.76
REM (iShares Mortgage Real Estate ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Mortgage Real Estate ETF granted a 9.56% dividend yield in the last twelve months. The annual payout for that period amounted to $2.20 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.20$2.23$2.52$2.52$2.46$3.63$3.99$4.51$4.22$4.59$6.81$7.43

Dividend yield

9.56%9.46%11.13%7.29%7.72%8.16%10.00%9.97%10.03%11.99%14.53%16.12%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Mortgage Real Estate ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.15$0.00$0.00$0.55$0.00$0.00$0.56$0.00$0.00$0.97
2022$0.00$0.00$0.15$0.00$0.00$0.65$0.00$0.00$0.68$0.00$0.00$1.04
2021$0.00$0.00$0.59$0.00$0.00$0.59$0.00$0.00$0.20$0.00$0.00$1.14
2020$0.00$0.00$0.83$0.00$0.00$0.58$0.00$0.00$0.52$0.00$0.00$0.53
2019$0.00$0.00$0.71$0.00$0.00$1.06$0.00$0.00$0.93$0.00$0.00$0.93
2018$0.00$0.00$0.89$0.00$0.00$1.05$0.00$0.00$1.02$0.00$0.00$1.02
2017$0.00$0.00$1.06$0.00$0.00$0.95$0.00$0.00$1.06$0.00$0.00$1.44
2016$0.00$0.00$1.10$0.00$0.00$1.10$0.00$0.00$1.17$0.00$0.00$0.85
2015$0.00$0.00$1.20$0.00$0.00$1.22$0.00$0.00$1.08$0.00$0.00$1.08
2014$0.00$0.00$2.03$0.00$0.00$1.17$0.00$0.00$1.23$0.00$0.00$2.38
2013$1.73$0.00$0.00$2.11$0.00$0.00$1.68$0.00$0.00$1.91

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-31.94%
0
REM (iShares Mortgage Real Estate ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Mortgage 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 iShares Mortgage Real Estate ETF was 74.72%, occurring on Nov 20, 2008. The portfolio has not yet recovered.

The current iShares Mortgage Real Estate ETF drawdown is 31.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.72%Jun 6, 2007366Nov 20, 2008
-3.84%May 10, 20077May 18, 20077May 31, 200714
-0.38%May 7, 20072May 8, 20071May 9, 20073

Volatility

Volatility Chart

The current iShares Mortgage Real Estate ETF volatility is 5.82%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%OctoberNovemberDecember2024FebruaryMarch
5.82%
2.82%
REM (iShares Mortgage Real Estate ETF)
Benchmark (^GSPC)