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iShares Residential Real Estate ETF (REZ)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642885622
CUSIP464288562
IssueriShares
Inception DateMay 4, 2007
RegionNorth America (U.S.)
CategoryREIT
Index TrackedFTSE NAREIT All Residential Capped Index
Home Pagewww.ishares.com
Asset ClassReal Estate

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

The iShares Residential 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 REZ

iShares Residential Real Estate ETF

Popular comparisons: REZ vs. PBJ, REZ vs. RDOG, REZ vs. AVB, REZ vs. VNQ, REZ vs. IAU, REZ vs. SPYG, REZ vs. SPLG, REZ vs. XLE, REZ vs. IVV, REZ vs. IYR

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Residential 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.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
6.64%
18.39%
REZ (iShares Residential Real Estate ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Residential Real Estate ETF had a return of -4.63% year-to-date (YTD) and 1.20% in the last 12 months. Over the past 10 years, iShares Residential Real Estate ETF had an annualized return of 6.68%, while the S&P 500 had an annualized return of 10.79%, indicating that iShares Residential Real Estate ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-4.63%7.41%
1 month-2.13%-0.81%
6 months6.64%18.38%
1 year1.20%23.57%
5 years (annualized)2.63%12.02%
10 years (annualized)6.68%10.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.88%0.59%3.98%
2023-6.15%-5.66%8.71%9.78%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of REZ is 17, indicating that it is in the bottom 17% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the financial indicators listed below.

17
iShares Residential Real Estate ETF(REZ)
17Sharpe Ratio Rank
17Sortino Ratio Rank
17Omega Ratio Rank
17Calmar Ratio Rank
17Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Residential Real Estate ETF (REZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


REZ
Sharpe ratio
The Sharpe ratio of REZ compared to the broader market0.002.004.000.02
Sortino ratio
The Sortino ratio of REZ compared to the broader market-2.000.002.004.006.008.0010.000.16
Omega ratio
The Omega ratio of REZ compared to the broader market1.001.502.002.501.02
Calmar ratio
The Calmar ratio of REZ compared to the broader market0.002.004.006.008.0010.0012.000.01
Martin ratio
The Martin ratio of REZ compared to the broader market0.0020.0040.0060.0080.000.04
^GSPC
Sharpe ratio
The Sharpe ratio of ^GSPC compared to the broader market0.002.004.002.15
Sortino ratio
The Sortino ratio of ^GSPC compared to the broader market-2.000.002.004.006.008.0010.003.11
Omega ratio
The Omega ratio of ^GSPC compared to the broader market1.001.502.002.501.38
Calmar ratio
The Calmar ratio of ^GSPC compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The Martin ratio of ^GSPC compared to the broader market0.0020.0040.0060.0080.008.76

Sharpe Ratio

The current iShares Residential Real Estate ETF Sharpe ratio is 0.02. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.02
2.15
REZ (iShares Residential Real Estate ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Residential Real Estate ETF granted a 3.01% dividend yield in the last twelve months. The annual payout for that period amounted to $2.10 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.10$2.16$2.30$1.78$2.15$2.18$2.26$2.22$3.44$2.02$1.84$1.77

Dividend yield

3.01%2.94%3.37%1.81%3.17%2.90%3.63%3.57%5.55%3.18%3.13%3.92%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Residential 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$0.31
2023$0.00$0.00$0.37$0.00$0.00$0.39$0.00$0.00$0.68$0.00$0.00$0.73
2022$0.00$0.00$0.30$0.00$0.00$0.40$0.00$0.00$0.84$0.00$0.00$0.76
2021$0.00$0.00$0.47$0.00$0.00$0.46$0.00$0.00$0.19$0.00$0.00$0.66
2020$0.00$0.00$0.50$0.00$0.00$0.47$0.00$0.00$0.47$0.00$0.00$0.71
2019$0.00$0.00$0.53$0.00$0.00$0.50$0.00$0.00$0.52$0.00$0.00$0.63
2018$0.00$0.00$0.57$0.00$0.00$0.58$0.00$0.00$0.58$0.00$0.00$0.54
2017$0.00$0.00$0.56$0.00$0.00$0.59$0.00$0.00$0.55$0.00$0.00$0.52
2016$0.00$0.00$1.01$0.00$0.00$0.56$0.00$0.00$0.55$0.00$0.00$1.32
2015$0.00$0.00$0.50$0.00$0.00$0.51$0.00$0.00$0.52$0.00$0.00$0.48
2014$0.00$0.00$0.46$0.00$0.00$0.46$0.00$0.00$0.45$0.00$0.00$0.47
2013$0.42$0.00$0.00$0.41$0.00$0.00$0.42$0.00$0.00$0.51

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-25.09%
-2.49%
REZ (iShares Residential Real Estate ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Residential 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 Residential Real Estate ETF was 66.84%, occurring on Mar 5, 2009. Recovery took 541 trading sessions.

The current iShares Residential Real Estate ETF drawdown is 25.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.84%May 31, 2007403Mar 5, 2009541Apr 27, 2011944
-44.15%Feb 18, 202025Mar 23, 2020271Apr 20, 2021296
-35.05%Apr 21, 2022383Oct 27, 2023
-20.19%Jul 25, 201111Aug 8, 2011117Jan 25, 2012128
-20.1%May 22, 2013143Dec 12, 2013170Aug 18, 2014313

Volatility

Volatility Chart

The current iShares Residential Real Estate ETF volatility is 6.55%, 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%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
6.55%
3.24%
REZ (iShares Residential Real Estate ETF)
Benchmark (^GSPC)