DPRE vs. USRT
DPRE (Virtus Duff & Phelps Real Estate Income ETF) and USRT (iShares Core U.S. REIT ETF) are both REIT funds. DPRE is actively managed, while USRT is passively managed. Their correlation of 0.80 means they have usually moved in the same direction. DPRE charges 0.59%/yr vs 0.08%/yr for USRT.
Performance
DPRE vs. USRT - Performance Comparison
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Returns By Period
DPRE
- 1D
- -0.27%
- 1M
- 2.09%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
USRT
- 1D
- -0.49%
- 1M
- 2.71%
- 6M
- 20.59%
- YTD
- 23.09%
- 1Y
- 24.09%
- 3Y*
- 13.05%
- 5Y*
- 5.69%
- 10Y*
- 6.17%
- ALL TIME*
- 5.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $31.14K | $83.65K | $60.32K | |
| $26.24M | $42.40M | $34.64M |
DPRE vs. USRT - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DPRE Virtus Duff & Phelps Real Estate Income ETF | 9.36% |
USRT iShares Core U.S. REIT ETF | 10.85% |
Correlation
The correlation between DPRE and USRT is 0.80, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Apr 15, 2026 | 0.80 |
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Return for Risk
DPRE vs. USRT — Risk / Return Rank
DPRE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
USRT
DPRE vs. USRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Real Estate Income ETF (DPRE) 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.
| DPRE | USRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.01 | — |
| Martin ratioReturn relative to average drawdown | — | 9.87 | — |
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Drawdowns
DPRE vs. USRT - Drawdown Comparison
The maximum DPRE drawdown since its inception was -3.57%, smaller than the maximum USRT drawdown of -69.92%. Use the drawdown chart below to compare losses from any high point for DPRE and USRT.
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Drawdown Indicators
| DPRE | USRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.57% | -69.92% | +66.35% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.04% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.70% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -31.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.38% | — |
Current DrawdownCurrent decline from peak | -0.27% | -0.49% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -0.82% | -12.89% | +12.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.45% | — |
Volatility
DPRE vs. USRT - Volatility Comparison
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Volatility by Period
| DPRE | USRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.81% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.66% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 14.10% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 18.93% | -3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.33% | 21.34% | -6.01% |
DPRE vs. USRT - Expense Ratio Comparison
DPRE has a 0.59% expense ratio, which is higher than USRT's 0.08% expense ratio.
Dividends
DPRE vs. USRT - Dividend Comparison
DPRE's dividend yield for the trailing twelve months is around 0.90%, less than USRT's 2.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DPRE Virtus Duff & Phelps Real Estate Income ETF | 0.90% | 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 | 2.45% | 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
DPRE and USRT have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, USRT is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
USRT is cheaper with a 0.08% expense ratio, compared with 0.59% for DPRE.
USRT has the higher dividend yield at 2.45%, compared with 0.90% for DPRE.
They also come from different issuers: Virtus and iShares. Their fees differ too: 0.59% for DPRE and 0.08% for USRT.
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