ERET vs. EPR

Last updated Jun 23, 2026

ERET (Ishares Environmentally Aware Real Estate ETF) is REIT fund tracking the FTSE EPRA Nareit Developed Green Target Index, while EPR (EPR Properties) is a stock. Over the past 3 years, ERET returned 10.63%/yr vs 18.89%/yr for EPR. A 0.66 correlation means they provide meaningful diversification when combined.

Performance

ERET vs. EPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Environmentally Aware Real Estate ETF (ERET) and EPR Properties (EPR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ERET achieves a 7.74% return, which is significantly lower than EPR's 21.91% return.

ERET

• 1D: 0.60%
• 1M: -0.63%
• YTD: 7.74%
• 6M: 8.34%
• 1Y: 11.12%
• 3Y*: 10.63%
• 5Y*: —
• 10Y*: —

EPR

• 1D: 1.96%
• 1M: 1.50%
• YTD: 21.91%
• 6M: 23.79%
• 1Y: 6.95%
• 3Y*: 18.89%
• 5Y*: 9.67%
• 10Y*: 3.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ERET vs. EPR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
ERET Ishares Environmentally Aware Real Estate ETF	7.74%	10.26%	0.60%	10.25%	0.29%
EPR EPR Properties	21.91%	20.52%	-1.25%	38.83%	-3.01%

Correlation

The correlation between ERET and EPR is 0.55, 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	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (All Time) Calculated using the full available price history since Nov 17, 2022	0.66

The correlation between ERET and EPR shifts across timeframes, from 0.55 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ERET vs. EPR — Risk / Return Rank

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

ERET

ERET Risk / Return Rank: 25
ERET Sharpe Ratio Rank: 26
ERET Sortino Ratio Rank: 24
ERET Omega Ratio Rank: 25
ERET Calmar Ratio Rank: 23
ERET Martin Ratio Rank: 29

EPR

EPR Risk / Return Rank: 49
EPR Sharpe Ratio Rank: 53
EPR Sortino Ratio Rank: 45
EPR Omega Ratio Rank: 45
EPR Calmar Ratio Rank: 51
EPR Martin Ratio Rank: 50

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.

ERET vs. EPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Environmentally Aware Real Estate ETF (ERET) and EPR Properties (EPR). 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.

	ERET	EPR	Difference
Sharpe ratio: Return per unit of total volatility	0.91	0.31	+0.60
Sortino ratio: Return per unit of downside risk	1.30	0.58	+0.72
Omega ratio: Gain probability vs. loss probability	1.17	1.07	+0.09
Calmar ratio: Return relative to maximum drawdown	1.07	0.36	+0.71
Martin ratio: Return relative to average drawdown	3.92	0.71	+3.21

ERET vs. EPR - Sharpe Ratio Comparison

The current ERET Sharpe Ratio is 0.91, which is higher than the EPR Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ERET and EPR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ERET vs. EPR - Drawdown Comparison

The maximum ERET drawdown since its inception was -20.30%, smaller than the maximum EPR drawdown of -82.02%. Use the drawdown chart below to compare losses from any high point for ERET and EPR.

Drawdown Indicators

	ERET	EPR	Difference
Max Drawdown Largest peak-to-trough decline	-20.30%	-82.02%	+61.72%
Max Drawdown (1Y) Largest decline over 1 year	-10.47%	-19.51%	+9.04%
Max Drawdown (3Y) Largest decline over 3 years	-17.61%	-19.51%	+1.90%
Max Drawdown (5Y) Largest decline over 5 years	—	-35.63%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-82.02%	—
Current Drawdown Current decline from peak	-2.92%	-1.12%	-1.80%
Average Drawdown Average peak-to-trough decline	-5.78%	-16.57%	+10.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	9.82%	-6.98%

Volatility

ERET vs. EPR - Volatility Comparison

The current volatility for Ishares Environmentally Aware Real Estate ETF (ERET) is 4.12%, while EPR Properties (EPR) has a volatility of 6.40%. This indicates that ERET experiences smaller price fluctuations and is considered to be less risky than EPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ERET	EPR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.12%	6.40%	-2.28%
Volatility (6M) Calculated over the trailing 6-month period	9.66%	16.94%	-7.28%
Volatility (1Y) Calculated over the trailing 1-year period	12.35%	22.68%	-10.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.76%	26.14%	-10.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.76%	42.48%	-26.72%

Dividends

ERET vs. EPR - Dividend Comparison

ERET's dividend yield for the trailing twelve months is around 3.38%, less than EPR's 6.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EPR EPR Properties	6.06%	7.05%	7.68%	6.81%	8.62%	3.16%	4.66%	6.37%	5.62%	6.23%	5.35%	6.21%
ERET Ishares Environmentally Aware Real Estate ETF	3.38%	3.79%	4.26%	3.67%	0.64%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ERET and EPR in my portfolio?

ERET and EPR have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ERET or EPR?

EPR has higher volatility (6.40%) compared to ERET (4.12%). In terms of maximum drawdown, ERET dropped -20.30% vs EPR's -82.02%.

Which has better risk-adjusted returns?

ERET currently has the higher Sharpe Ratio (0.91 vs 0.31), 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.