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BYRE vs. VRAI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BYRE vs. VRAI - Performance Comparison

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

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BYRE vs. VRAI - Yearly Performance Comparison


2026 (YTD)2025202420232022
BYRE
Principal Real Estate Active Opportunities ETF
3.28%2.35%4.18%10.82%-9.01%
VRAI
Virtus Real Asset Income ETF
16.21%6.67%2.66%6.12%-7.99%

Returns By Period

In the year-to-date period, BYRE achieves a 3.28% return, which is significantly lower than VRAI's 16.21% return.


BYRE

1D
0.67%
1M
-5.81%
YTD
3.28%
6M
1.18%
1Y
1.38%
3Y*
5.85%
5Y*
10Y*

VRAI

1D
-1.07%
1M
0.31%
YTD
16.21%
6M
13.87%
1Y
18.27%
3Y*
10.03%
5Y*
6.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BYRE vs. VRAI - Expense Ratio Comparison

BYRE has a 0.65% expense ratio, which is higher than VRAI's 0.55% expense ratio.


Return for Risk

BYRE vs. VRAI — Risk / Return Rank

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

BYRE
BYRE Risk / Return Rank: 1414
Overall Rank
BYRE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
BYRE Sortino Ratio Rank: 1313
Sortino Ratio Rank
BYRE Omega Ratio Rank: 1313
Omega Ratio Rank
BYRE Calmar Ratio Rank: 1414
Calmar Ratio Rank
BYRE Martin Ratio Rank: 1515
Martin Ratio Rank

VRAI
VRAI Risk / Return Rank: 5151
Overall Rank
VRAI Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VRAI Sortino Ratio Rank: 5151
Sortino Ratio Rank
VRAI Omega Ratio Rank: 5656
Omega Ratio Rank
VRAI Calmar Ratio Rank: 4242
Calmar Ratio Rank
VRAI Martin Ratio Rank: 5353
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. VRAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Real Estate Active Opportunities ETF (BYRE) and Virtus Real Asset Income ETF (VRAI). 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.


BYREVRAIDifference

Sharpe ratio

Return per unit of total volatility

0.09

1.03

-0.93

Sortino ratio

Return per unit of downside risk

0.23

1.44

-1.21

Omega ratio

Gain probability vs. loss probability

1.03

1.22

-0.19

Calmar ratio

Return relative to maximum drawdown

0.16

1.19

-1.03

Martin ratio

Return relative to average drawdown

0.52

5.49

-4.97

BYRE vs. VRAI - Sharpe Ratio Comparison

The current BYRE Sharpe Ratio is 0.09, which is lower than the VRAI Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of BYRE and VRAI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BYREVRAIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

1.03

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.26

-0.11

Correlation

The correlation between BYRE and VRAI is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BYRE vs. VRAI - Dividend Comparison

BYRE's dividend yield for the trailing twelve months is around 2.66%, less than VRAI's 3.37% yield.


TTM2025202420232022202120202019
BYRE
Principal Real Estate Active Opportunities ETF
2.66%2.71%2.31%2.63%1.86%0.00%0.00%0.00%
VRAI
Virtus Real Asset Income ETF
3.37%4.68%7.13%5.02%4.48%3.34%3.91%2.80%

Drawdowns

BYRE vs. VRAI - Drawdown Comparison

The maximum BYRE drawdown since its inception was -25.70%, smaller than the maximum VRAI drawdown of -47.51%. Use the drawdown chart below to compare losses from any high point for BYRE and VRAI.


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Drawdown Indicators


BYREVRAIDifference

Max Drawdown

Largest peak-to-trough decline

-25.70%

-47.51%

+21.81%

Max Drawdown (1Y)

Largest decline over 1 year

-10.82%

-15.73%

+4.91%

Max Drawdown (5Y)

Largest decline over 5 years

-26.71%

Current Drawdown

Current decline from peak

-5.81%

-1.18%

-4.63%

Average Drawdown

Average peak-to-trough decline

-9.95%

-10.32%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.40%

-0.10%

Volatility

BYRE vs. VRAI - Volatility Comparison

Principal Real Estate Active Opportunities ETF (BYRE) has a higher volatility of 4.77% compared to Virtus Real Asset Income ETF (VRAI) at 3.07%. This indicates that BYRE's price experiences larger fluctuations and is considered to be riskier than VRAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BYREVRAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

3.07%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

8.98%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

15.01%

17.87%

-2.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.28%

16.68%

+1.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

22.34%

-4.06%