PortfoliosLab logoPortfoliosLab logo
BLDG vs. IVRA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLDG vs. IVRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Real Estate ETF (BLDG) and Invesco Real Assets ESG ETF (IVRA). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


BLDG

1D
1.76%
1M
2.63%
6M
11.15%
YTD
14.71%
1Y
16.99%
3Y*
9.89%
5Y*
3.85%
10Y*

IVRA

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

BLDG vs. IVRA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BLDG
Cambria Global Real Estate ETF
14.71%4.26%8.18%1.76%-14.66%22.47%1.40%
IVRA
Invesco Real Assets ESG ETF
11.70%10.20%13.07%9.13%-10.00%32.74%1.28%

Correlation

The correlation between BLDG and IVRA is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.76

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2020

0.77

Over the past year, the correlation between BLDG and IVRA has dropped to 0.42 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BLDG vs. IVRA — Risk / Return Rank

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

BLDG
BLDG Risk / Return Rank: 4848
Overall Rank
BLDG Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BLDG Sortino Ratio Rank: 5151
Sortino Ratio Rank
BLDG Omega Ratio Rank: 4949
Omega Ratio Rank
BLDG Calmar Ratio Rank: 4040
Calmar Ratio Rank
BLDG Martin Ratio Rank: 4545
Martin Ratio Rank

IVRA

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

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.

BLDG vs. IVRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Real Estate ETF (BLDG) and Invesco Real Assets ESG ETF (IVRA). 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.


BLDGIVRADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.26

Calmar ratioReturn relative to maximum drawdown

1.69

Martin ratioReturn relative to average drawdown

5.95

BLDG vs. IVRA - Sharpe Ratio Comparison


Loading charts...

Drawdowns

BLDG vs. IVRA - Drawdown Comparison


Loading charts...

Drawdown Indicators


BLDGIVRADifference

Max Drawdown

Largest peak-to-trough decline

-27.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.08%

Max Drawdown (3Y)

Largest decline over 3 years

-18.57%

Max Drawdown (5Y)

Largest decline over 5 years

-27.25%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-9.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

Volatility

BLDG vs. IVRA - Volatility Comparison


Loading charts...

Volatility by Period


BLDGIVRADifference

Volatility (1M)

Calculated over the trailing 1-month period

4.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

Volatility (1Y)

Calculated over the trailing 1-year period

11.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

BLDG vs. IVRA - Expense Ratio Comparison

Both BLDG and IVRA have an expense ratio of 0.59%.


Dividends

BLDG vs. IVRA - Dividend Comparison

BLDG's dividend yield for the trailing twelve months is around 5.12%, while IVRA has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BLDG
Cambria Global Real Estate ETF
5.12%7.46%7.97%4.99%3.99%10.40%0.59%
IVRA
Invesco Real Assets ESG ETF
16.80%5.68%3.71%2.47%2.30%3.01%0.00%

Frequently Asked Questions


BLDG and IVRA have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.59% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

BLDG and IVRA have the same expense ratio: 0.59% per year.

IVRA has the higher dividend yield at 16.80%, compared with 5.12% for BLDG.

BLDG is categorized as REIT, while IVRA is ESG. They also come from different issuers: Cambria and Invesco.

Portfolio Optimizer

Find the right allocation for BLDG and IVRA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer