ICF vs. BYRE
Compare and contrast key facts about iShares Cohen & Steers REIT ETF (ICF) and Principal Real Estate Active Opportunities ETF (BYRE).
ICF and BYRE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ICF is a passively managed fund by iShares that tracks the performance of the Cohen & Steers Realty Majors Index. It was launched on Jan 29, 2001. BYRE is an actively managed fund by Principal. It was launched on May 18, 2022.
Performance
ICF vs. BYRE - Performance Comparison
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ICF vs. BYRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 4.03% | 1.85% | 5.30% | 10.36% | -9.23% |
BYRE Principal Real Estate Active Opportunities ETF | 2.60% | 2.35% | 4.18% | 10.82% | -9.01% |
Returns By Period
In the year-to-date period, ICF achieves a 4.03% return, which is significantly higher than BYRE's 2.60% return.
ICF
- 1D
- 1.63%
- 1M
- -6.14%
- YTD
- 4.03%
- 6M
- 1.90%
- 1Y
- 3.34%
- 3Y*
- 6.55%
- 5Y*
- 3.65%
- 10Y*
- 4.70%
BYRE
- 1D
- 1.44%
- 1M
- -6.38%
- YTD
- 2.60%
- 6M
- 0.58%
- 1Y
- 1.04%
- 3Y*
- 5.62%
- 5Y*
- —
- 10Y*
- —
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ICF vs. BYRE - Expense Ratio Comparison
ICF has a 0.34% expense ratio, which is lower than BYRE's 0.65% expense ratio.
Return for Risk
ICF vs. BYRE — Risk / Return Rank
ICF
BYRE
ICF vs. BYRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and Principal Real Estate Active Opportunities ETF (BYRE). 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.
| ICF | BYRE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.21 | 0.07 | +0.14 |
Sortino ratioReturn per unit of downside risk | 0.39 | 0.20 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.03 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.38 | 0.15 | +0.23 |
Martin ratioReturn relative to average drawdown | 1.37 | 0.48 | +0.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ICF | BYRE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | 0.07 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.23 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.14 | +0.16 |
Correlation
The correlation between ICF and BYRE is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ICF vs. BYRE - Dividend Comparison
ICF's dividend yield for the trailing twelve months is around 2.67%, more than BYRE's 2.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 2.67% | 2.88% | 2.66% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.21% | 3.30% |
BYRE Principal Real Estate Active Opportunities ETF | 2.64% | 2.71% | 2.31% | 2.63% | 1.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ICF vs. BYRE - Drawdown Comparison
The maximum ICF drawdown since its inception was -76.74%, which is greater than BYRE's maximum drawdown of -25.70%. Use the drawdown chart below to compare losses from any high point for ICF and BYRE.
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Drawdown Indicators
| ICF | BYRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.74% | -25.70% | -51.04% |
Max Drawdown (1Y)Largest decline over 1 year | -11.77% | -10.82% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -34.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.22% | — | — |
Current DrawdownCurrent decline from peak | -9.04% | -6.43% | -2.61% |
Average DrawdownAverage peak-to-trough decline | -14.26% | -9.96% | -4.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 3.28% | -0.04% |
Volatility
ICF vs. BYRE - Volatility Comparison
The current volatility for iShares Cohen & Steers REIT ETF (ICF) is 4.43%, while Principal Real Estate Active Opportunities ETF (BYRE) has a volatility of 4.70%. This indicates that ICF experiences smaller price fluctuations and is considered to be less risky than BYRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ICF | BYRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 4.70% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 8.77% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 15.00% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.91% | 18.29% | +0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.59% | 18.29% | +2.30% |