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CRED vs. USRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRED vs. USRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Real Estate ETF (CRED) 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, CRED achieves a 16.23% return, which is significantly lower than USRT's 17.49% return.


CRED

1D
1.13%
1M
1.64%
YTD
16.23%
6M
17.22%
1Y
10.72%
3Y*
11.05%
5Y*
10Y*

USRT

1D
1.30%
1M
1.84%
YTD
17.49%
6M
17.97%
1Y
18.57%
3Y*
14.08%
5Y*
5.53%
10Y*
6.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRED vs. USRT - Yearly Performance Comparison


2026 (YTD)202520242023
CRED
Columbia Research Enhanced Real Estate ETF
16.23%-2.30%5.21%12.70%
USRT
iShares Core U.S. REIT ETF
17.49%2.44%8.58%12.80%

Correlation

The correlation between CRED and USRT is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.93

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2023

0.93

The correlation between CRED and USRT has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

CRED vs. USRT — Risk / Return Rank

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

CRED
CRED Risk / Return Rank: 2424
Overall Rank
CRED Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
CRED Sortino Ratio Rank: 2222
Sortino Ratio Rank
CRED Omega Ratio Rank: 2222
Omega Ratio Rank
CRED Calmar Ratio Rank: 2828
Calmar Ratio Rank
CRED Martin Ratio Rank: 2424
Martin Ratio Rank

USRT
USRT Risk / Return Rank: 4242
Overall Rank
USRT Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
USRT Sortino Ratio Rank: 3737
Sortino Ratio Rank
USRT Omega Ratio Rank: 3737
Omega Ratio Rank
USRT Calmar Ratio Rank: 4949
Calmar Ratio Rank
USRT Martin Ratio Rank: 4646
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.

CRED vs. USRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Real Estate ETF (CRED) 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.

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.


CREDUSRTDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.15

1.24

-0.09

Calmar ratioReturn relative to maximum drawdown

1.29

2.32

-1.03

Martin ratioReturn relative to average drawdown

2.92

7.44

-4.52

CRED vs. USRT - Sharpe Ratio Comparison

The current CRED Sharpe Ratio is 0.81, which is lower than the USRT Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of CRED 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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Drawdowns

CRED vs. USRT - Drawdown Comparison

The maximum CRED drawdown since its inception was -17.59%, smaller than the maximum USRT drawdown of -69.92%. Use the drawdown chart below to compare losses from any high point for CRED and USRT.


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Drawdown Indicators


CREDUSRTDifference

Max Drawdown

Largest peak-to-trough decline

-17.59%

-69.92%

+52.33%

Max Drawdown (1Y)

Largest decline over 1 year

-8.32%

-8.04%

-0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-17.59%

-18.70%

+1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-31.03%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

Current Drawdown

Current decline from peak

-0.13%

-0.25%

+0.12%

Average Drawdown

Average peak-to-trough decline

-5.56%

-12.94%

+7.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

2.50%

+1.18%

Volatility

CRED vs. USRT - Volatility Comparison

The current volatility for Columbia Research Enhanced Real Estate ETF (CRED) is 4.80%, while iShares Core U.S. REIT ETF (USRT) has a volatility of 5.19%. This indicates that CRED experiences smaller price fluctuations and is considered to be less risky 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


CREDUSRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

5.19%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

10.06%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

13.36%

13.89%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.28%

18.93%

-2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.28%

21.33%

-5.05%

CRED vs. USRT - Expense Ratio Comparison

CRED has a 0.33% expense ratio, which is higher than USRT's 0.08% expense ratio.


Dividends

CRED vs. USRT - Dividend Comparison

CRED's dividend yield for the trailing twelve months is around 4.38%, more than USRT's 2.57% yield.


PositionTTM20252024202320222021202020192018201720162015
CRED
Columbia Research Enhanced Real Estate ETF
4.38%5.50%4.82%2.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USRT
iShares Core U.S. REIT ETF
2.57%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


With a correlation of 0.92, CRED and USRT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

USRT has higher volatility (5.19%) compared to CRED (4.80%). In terms of maximum drawdown, CRED dropped -17.59% vs USRT's -69.92%.

On 3-year performance, USRT leads with 14.08% vs 11.05% for CRED. On fees, USRT is cheaper at 0.08% per year. On volatility, CRED has been the lower-risk option at 4.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USRT has performed better with a 14.08% return vs 11.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USRT is cheaper with a 0.08% expense ratio, compared with 0.33% for CRED.

CRED has the higher dividend yield at 4.38%, compared with 2.57% for USRT.

CRED tracks Beta Advantage Lionstone Research Enhanced REIT Index - Benchmark TR Gross, while USRT tracks FTSE Nareit Equity REITS 40 Act Capped Index. They also come from different issuers: Columbia and iShares. Their fees differ too: 0.33% for CRED and 0.08% for USRT.

USRT currently has the higher Sharpe Ratio (1.35 vs 0.81), 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 CRED and USRT

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