ERET vs. EPR
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 9.46%/yr vs 19.52%/yr for EPR. Their 0.66 correlation means they have sometimes moved together and sometimes differently.
Performance
ERET vs. EPR - Performance Comparison
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Returns By Period
In the year-to-date period, ERET achieves a 12.18% return, which is significantly lower than EPR's 29.16% return.
ERET
- 1D
- -0.64%
- 1M
- 1.56%
- 6M
- 8.15%
- YTD
- 12.18%
- 1Y
- 17.72%
- 3Y*
- 9.46%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.00%
EPR
- 1D
- -2.56%
- 1M
- 5.54%
- 6M
- 18.18%
- YTD
- 29.16%
- 1Y
- 20.51%
- 3Y*
- 19.52%
- 5Y*
- 12.03%
- 10Y*
- 3.23%
- ALL TIME*
- 11.75%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $43.74M | $40.64M | $39.39M | |
| $79.29K | $48.12K | $74.20K |
ERET vs. EPR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ERET Ishares Environmentally Aware Real Estate ETF | 12.18% | 10.26% | 0.60% | 10.25% | 0.29% |
EPR EPR Properties | 29.16% | 20.52% | -1.25% | 38.83% | -3.01% |
Correlation
The correlation between ERET and EPR is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
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.
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Return for Risk
ERET vs. EPR — Risk / Return Rank
ERET
EPR
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 ratioReturn per unit of total volatility | +0.56 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.18 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.05 | +0.66 |
| Martin ratioReturn relative to average drawdown | 6.40 | 2.70 | +3.70 |
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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.
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Drawdown Indicators
| ERET | EPR | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.39% | -3.03% | +1.64% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -16.51% | +10.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 7.60% | -4.81% |
Volatility
ERET vs. EPR - Volatility Comparison
The current volatility for Ishares Environmentally Aware Real Estate ETF (ERET) is 3.53%, while EPR Properties (EPR) has a volatility of 5.84%. 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.
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Volatility by Period
| ERET | EPR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 5.84% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.06% | 16.52% | -6.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.30% | 22.85% | -10.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.66% | 25.62% | -9.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.66% | 42.48% | -26.82% |
Dividends
ERET vs. EPR - Dividend Comparison
ERET's dividend yield for the trailing twelve months is around 3.24%, less than EPR's 5.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPR EPR Properties | 5.82% | 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 | 3.24% | 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
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.
EPR has higher volatility (5.84%) compared to ERET (3.53%). In terms of maximum drawdown, ERET dropped -20.30% vs EPR's -82.02%.
ERET currently has the higher Sharpe Ratio (1.47 vs 0.90), 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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