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BYRE vs. REM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BYRE vs. REM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Real Estate Active Opportunities ETF (BYRE) and iShares Mortgage Real Estate ETF (REM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BYRE achieves a 11.67% return, which is significantly higher than REM's -1.08% return.


BYRE

1D
0.81%
1M
-1.35%
YTD
11.67%
6M
12.32%
1Y
9.46%
3Y*
10.59%
5Y*
10Y*

REM

1D
-0.79%
1M
0.25%
YTD
-1.08%
6M
-2.10%
1Y
10.93%
3Y*
7.74%
5Y*
-2.41%
10Y*
2.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BYRE vs. REM - Yearly Performance Comparison


2026 (YTD)2025202420232022
BYRE
Principal Real Estate Active Opportunities ETF
11.67%2.35%4.18%10.82%-9.22%
REM
iShares Mortgage Real Estate ETF
-1.08%13.30%-1.00%14.43%-15.80%

Correlation

The correlation between BYRE and REM is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.58

Correlation (All Time)
Calculated using the full available price history since May 19, 2022

0.64

The correlation between BYRE and REM shifts across timeframes, from 0.51 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BYRE vs. REM — Risk / Return Rank

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

BYRE
BYRE Risk / Return Rank: 2222
Overall Rank
BYRE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BYRE Sortino Ratio Rank: 2020
Sortino Ratio Rank
BYRE Omega Ratio Rank: 2020
Omega Ratio Rank
BYRE Calmar Ratio Rank: 2626
Calmar Ratio Rank
BYRE Martin Ratio Rank: 2424
Martin Ratio Rank

REM
REM Risk / Return Rank: 1818
Overall Rank
REM Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
REM Sortino Ratio Rank: 1818
Sortino Ratio Rank
REM Omega Ratio Rank: 1818
Omega Ratio Rank
REM Calmar Ratio Rank: 1818
Calmar Ratio Rank
REM Martin Ratio Rank: 1818
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.

BYRE vs. REM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Real Estate Active Opportunities ETF (BYRE) and iShares Mortgage Real Estate ETF (REM). 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.


BYREREMDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.13

1.12

+0.02

Calmar ratioReturn relative to maximum drawdown

1.22

0.77

+0.45

Martin ratioReturn relative to average drawdown

3.06

2.08

+0.99

BYRE vs. REM - Sharpe Ratio Comparison

The current BYRE Sharpe Ratio is 0.74, which is comparable to the REM Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of BYRE and REM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BYRE vs. REM - Drawdown Comparison

The maximum BYRE drawdown since its inception was -25.70%, smaller than the maximum REM drawdown of -74.73%. Use the drawdown chart below to compare losses from any high point for BYRE and REM.


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Drawdown Indicators


BYREREMDifference

Max Drawdown

Largest peak-to-trough decline

-25.70%

-74.73%

+49.03%

Max Drawdown (1Y)

Largest decline over 1 year

-7.76%

-14.25%

+6.49%

Max Drawdown (3Y)

Largest decline over 3 years

-15.20%

-21.91%

+6.71%

Max Drawdown (5Y)

Largest decline over 5 years

-43.31%

Max Drawdown (10Y)

Largest decline over 10 years

-68.52%

Current Drawdown

Current decline from peak

-1.91%

-23.06%

+21.15%

Average Drawdown

Average peak-to-trough decline

-9.48%

-38.30%

+28.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

5.27%

-2.17%

Volatility

BYRE vs. REM - Volatility Comparison

The current volatility for Principal Real Estate Active Opportunities ETF (BYRE) is 4.35%, while iShares Mortgage Real Estate ETF (REM) has a volatility of 4.73%. This indicates that BYRE experiences smaller price fluctuations and is considered to be less risky than REM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BYREREMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

4.73%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.63%

13.37%

-3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

12.93%

17.02%

-4.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.08%

23.57%

-5.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

28.30%

-10.22%

BYRE vs. REM - Expense Ratio Comparison

BYRE has a 0.65% expense ratio, which is higher than REM's 0.48% expense ratio.


Dividends

BYRE vs. REM - Dividend Comparison

BYRE's dividend yield for the trailing twelve months is around 2.46%, less than REM's 9.11% yield.


PositionTTM20252024202320222021202020192018201720162015
BYRE
Principal Real Estate Active Opportunities ETF
2.46%2.71%2.31%2.63%1.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
REM
iShares Mortgage Real Estate ETF
9.11%8.70%9.61%9.46%11.13%7.29%7.72%8.16%10.00%9.97%10.03%11.99%

Frequently Asked Questions


BYRE and REM have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REM has higher volatility (4.73%) compared to BYRE (4.35%). In terms of maximum drawdown, BYRE dropped -25.70% vs REM's -74.73%.

On 3-year performance, BYRE leads with 10.59% vs 7.74% for REM. On fees, REM is cheaper at 0.48% per year. On volatility, BYRE has been the lower-risk option at 4.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BYRE has performed better with a 10.59% return vs 7.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REM is cheaper with a 0.48% expense ratio, compared with 0.65% for BYRE.

REM has the higher dividend yield at 9.11%, compared with 2.46% for BYRE.

They also come from different issuers: Principal and iShares. Their fees differ too: 0.65% for BYRE and 0.48% for REM.

BYRE currently has the higher Sharpe Ratio (0.74 vs 0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BYRE and REM

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