^DWRTF vs. USRT

Last updated Jun 24, 2026

^DWRTF (Dow Jones U.S. Select REIT Index) is an index, while USRT (iShares Core U.S. REIT ETF) is REIT fund tracking the FTSE Nareit Equity REITS 40 Act Capped Index.

Performance

^DWRTF vs. USRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Select REIT Index (^DWRTF) and iShares Core U.S. REIT ETF (USRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^DWRTF

• 1D: 1.06%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

USRT

• 1D: 1.30%
• 1M: 1.84%
• YTD: 17.49%
• 6M: 17.97%
• 1Y: 18.57%
• 3Y*: 14.08%
• 5Y*: 5.53%
• 10Y*: 6.53%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^DWRTF vs. USRT - Yearly Performance Comparison

	2026 (YTD)
^DWRTF Dow Jones U.S. Select REIT Index	1.06%
USRT iShares Core U.S. REIT ETF	1.30%

Return for Risk

^DWRTF vs. USRT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DWRTF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USRT

USRT Risk / Return Rank: 42
USRT Sharpe Ratio Rank: 40
USRT Sortino Ratio Rank: 37
USRT Omega Ratio Rank: 37
USRT Calmar Ratio Rank: 49
USRT Martin Ratio Rank: 46

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.

^DWRTF vs. USRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Select REIT Index (^DWRTF) and iShares Core U.S. REIT ETF (USRT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	^DWRTF	USRT	Difference
Sharpe ratio: Return per unit of total volatility	—	1.35	—
Sortino ratio: Return per unit of downside risk	—	1.87	—
Omega ratio: Gain probability vs. loss probability	—	1.24	—
Calmar ratio: Return relative to maximum drawdown	—	2.32	—
Martin ratio: Return relative to average drawdown	—	7.44	—

Drawdowns

^DWRTF vs. USRT - Drawdown Comparison

The maximum ^DWRTF drawdown since its inception was 0.00%, smaller than the maximum USRT drawdown of -69.92%. Use the drawdown chart below to compare losses from any high point for ^DWRTF and USRT.

Drawdown Indicators

	^DWRTF	USRT	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-69.92%	+69.92%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.04%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-18.70%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.03%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.38%	—
Current Drawdown Current decline from peak	0.00%	-0.25%	+0.25%
Average Drawdown Average peak-to-trough decline	0.00%	-12.94%	+12.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.50%	—

Volatility

Volatility by Period

	^DWRTF	USRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.19%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.06%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	13.89%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	18.93%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	21.33%	—