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CPI vs. IYR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CPIIYR

Correlation

-0.50.00.51.00.4

The correlation between CPI and IYR is 0.41, 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.

Performance

CPI vs. IYR - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
2.60%
7.20%
CPI
IYR

Compare stocks, funds, or ETFs

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


IQ Real Return ETF

iShares U.S. Real Estate ETF

CPI vs. IYR - Expense Ratio Comparison

CPI has a 0.38% expense ratio, which is lower than IYR's 0.42% expense ratio.

IYR
iShares U.S. Real Estate ETF
0.50%1.00%1.50%2.00%0.42%
0.50%1.00%1.50%2.00%0.38%

Risk-Adjusted Performance

CPI vs. IYR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ Real Return ETF (CPI) and iShares U.S. Real Estate ETF (IYR). 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.


CPI
Sharpe ratio
The chart of Sharpe ratio for CPI, currently valued at 0.64, compared to the broader market-1.000.001.002.003.004.005.000.64
Sortino ratio
The chart of Sortino ratio for CPI, currently valued at 0.99, compared to the broader market-2.000.002.004.006.008.000.99
Omega ratio
The chart of Omega ratio for CPI, currently valued at 1.14, compared to the broader market1.001.502.002.501.14
Calmar ratio
The chart of Calmar ratio for CPI, currently valued at 0.03, compared to the broader market0.002.004.006.008.0010.0012.000.03
Martin ratio
The chart of Martin ratio for CPI, currently valued at 2.44, compared to the broader market0.0020.0040.0060.0080.002.44
IYR
Sharpe ratio
The chart of Sharpe ratio for IYR, currently valued at -0.06, compared to the broader market-1.000.001.002.003.004.005.00-0.06
Sortino ratio
The chart of Sortino ratio for IYR, currently valued at 0.05, compared to the broader market-2.000.002.004.006.008.000.05
Omega ratio
The chart of Omega ratio for IYR, currently valued at 1.01, compared to the broader market1.001.502.002.501.01
Calmar ratio
The chart of Calmar ratio for IYR, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.0012.00-0.03
Martin ratio
The chart of Martin ratio for IYR, currently valued at -0.16, compared to the broader market0.0020.0040.0060.0080.00-0.16

CPI vs. IYR - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
0.64
-0.06
CPI
IYR

Dividends

CPI vs. IYR - Dividend Comparison

CPI has not paid dividends to shareholders, while IYR's dividend yield for the trailing twelve months is around 2.94%.


TTM20232022202120202019201820172016201520142013
CPI
IQ Real Return ETF
2.21%2.49%3.36%0.38%0.99%2.13%1.31%1.07%0.00%0.00%0.01%0.01%
IYR
iShares U.S. Real Estate ETF
2.94%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%3.66%3.78%

Drawdowns

CPI vs. IYR - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%NovemberDecember2024FebruaryMarchApril
-89.44%
-25.29%
CPI
IYR

Volatility

CPI vs. IYR - Volatility Comparison

The current volatility for IQ Real Return ETF (CPI) is 0.00%, while iShares U.S. Real Estate ETF (IYR) has a volatility of 6.37%. This indicates that CPI experiences smaller price fluctuations and is considered to be less risky than IYR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%NovemberDecember2024FebruaryMarchApril0
6.37%
CPI
IYR