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CBRE vs. USRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CBRE vs. USRT

Last updated Jun 4, 2026

CBRE (CBRE Group, Inc.) is a stock, while USRT (iShares Core U.S. REIT ETF) is REIT fund tracking the FTSE NAREIT Equity REITs Index. Over the past 10 years, CBRE returned 15.38%/yr vs 6.21%/yr for USRT. A 0.59 correlation means they provide meaningful diversification when combined.

Performance

CBRE vs. USRT - Performance Comparison

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

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Returns By Period

In the year-to-date period, CBRE achieves a -21.62% return, which is significantly lower than USRT's 12.59% return. Over the past 10 years, CBRE has outperformed USRT with an annualized return of 15.38%, while USRT has yielded a comparatively lower 6.21% annualized return.

CBRE

1D
-1.43%
1M
-10.01%
YTD
-21.62%
6M
-22.34%
1Y
0.87%
3Y*
17.78%
5Y*
7.46%
10Y*
15.38%

USRT

1D
0.08%
1M
-0.19%
YTD
12.59%
6M
11.36%
1Y
15.26%
3Y*
11.53%
5Y*
4.73%
10Y*
6.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBRE vs. USRT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CBRE
CBRE Group, Inc.		-21.62%22.47%41.04%20.96%-29.08%73.01%2.33%53.07%-7.55%37.54%
USRT
iShares Core U.S. REIT ETF		12.59%2.44%8.58%13.64%-24.43%43.26%-8.06%25.98%-4.67%5.27%

Correlation

The correlation between CBRE and USRT is 0.54, 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

0.54

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

0.63

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

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since May 7, 2007

0.59

The correlation between CBRE and USRT shifts across timeframes, from 0.54 (1 year) to 0.65 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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CBRE Group, Inc.

iShares Core U.S. REIT ETF

Often compared with CBRE:
CBRE vs. JLLCBRE vs. CWKCBRE vs. SPYCBRE vs. ^GSPCCBRE vs. ^SP500TRCBRE vs. OCBRE vs. UNH
Often compared with USRT:
USRT vs. VNQUSRT vs. XLREUSRT vs. REETUSRT vs. ICFUSRT vs. BBREUSRT vs. SCHDUSRT vs. VOO

Return for Risk

CBRE vs. USRT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CBRE
CBRE Risk / Return Rank: 3939
Overall Rank
CBRE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CBRE Sortino Ratio Rank: 3535
Sortino Ratio Rank
CBRE Omega Ratio Rank: 3535
Omega Ratio Rank
CBRE Calmar Ratio Rank: 4141
Calmar Ratio Rank
CBRE Martin Ratio Rank: 4141
Martin Ratio Rank
USRT
USRT Risk / Return Rank: 3333
Overall Rank
USRT Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
USRT Sortino Ratio Rank: 2929
Sortino Ratio Rank
USRT Omega Ratio Rank: 2929
Omega Ratio Rank
USRT Calmar Ratio Rank: 3838
Calmar Ratio Rank
USRT Martin Ratio Rank: 3838
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.

CBRE vs. USRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CBRE Group, Inc. (CBRE) 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.

CBREUSRTDifference
Sharpe ratioReturn per unit of total volatility
0.03
1.15

-1.13

Sortino ratioReturn per unit of downside risk
0.25
1.63

-1.38

Omega ratioGain probability vs. loss probability

1.03

1.20

-0.17

Calmar ratioReturn relative to maximum drawdown

0.03

1.91

-1.87

Martin ratioReturn relative to average drawdown

0.08

6.15

-6.07

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CBRE vs. USRT - Sharpe Ratio Comparison

The current CBRE Sharpe Ratio is 0.03, which is lower than the USRT Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of CBRE and USRT, 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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Sharpe Ratios by Period

CBREUSRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.03

1.15

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.25

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.29

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.18

+0.11

Drawdowns

CBRE vs. USRT - Drawdown Comparison

The maximum CBRE drawdown since its inception was -94.31%, which is greater than USRT's maximum drawdown of -69.91%. Use the drawdown chart below to compare losses from any high point for CBRE and USRT.

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Drawdown Indicators

CBREUSRTDifference

Max Drawdown

Largest peak-to-trough decline

-94.31%

-69.91%

-24.40%

Max Drawdown (1Y)

Largest decline over 1 year

-27.37%

-8.04%

-19.33%

Max Drawdown (3Y)

Largest decline over 3 years

-27.37%

-18.70%

-8.67%

Max Drawdown (5Y)

Largest decline over 5 years

-40.38%

-31.03%

-9.35%

Max Drawdown (10Y)

Largest decline over 10 years

-53.57%

-44.38%

-9.19%

Current Drawdown

Current decline from peak

-26.56%

-3.01%

-23.55%

Average Drawdown

Average peak-to-trough decline

-26.59%

-12.97%

-13.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.18%

2.49%

+8.69%

Volatility

CBRE vs. USRT - Volatility Comparison

CBRE Group, Inc. (CBRE) has a higher volatility of 9.04% compared to iShares Core U.S. REIT ETF (USRT) at 3.92%. This indicates that CBRE's price experiences larger fluctuations and is considered to be riskier than USRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CBREUSRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.04%

3.92%

+5.12%

Volatility (6M)

Calculated over the trailing 6-month period

25.49%

9.25%

+16.24%

Volatility (1Y)

Calculated over the trailing 1-year period

30.31%

13.28%

+17.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.22%

18.89%

+11.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.99%

21.28%

+11.71%

Dividends

CBRE vs. USRT - Dividend Comparison

CBRE has not paid dividends to shareholders, while USRT's dividend yield for the trailing twelve months is around 2.67%.

PositionTTM20252024202320222021202020192018201720162015
CBRE
CBRE Group, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USRT
iShares Core U.S. REIT ETF		2.67%3.07%2.85%3.18%3.46%2.27%3.12%3.34%5.66%3.44%3.98%3.59%

Frequently Asked Questions

CBRE and USRT have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CBRE has higher volatility (9.04%) compared to USRT (3.92%). In terms of maximum drawdown, CBRE dropped -94.31% vs USRT's -69.91%.

USRT currently has the higher Sharpe Ratio (1.15 vs 0.03), 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.

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