ICF vs. EGGQ

Last updated Jun 21, 2026

ICF (iShares Cohen & Steers REIT ETF) and EGGQ (NestYield Visionary ETF) are both exchange-traded funds - ICF is a REIT fund tracking the Cohen & Steers Realty Majors Index, while EGGQ is a Derivative Income fund actively managed by NestYield. ICF is passively managed, while EGGQ is actively managed. Over the past year, ICF returned 11.84% vs 66.55% for EGGQ. At a 0.02 correlation, their price movements are largely independent. ICF charges 0.34%/yr vs 0.89%/yr for EGGQ.

Performance

ICF vs. EGGQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Cohen & Steers REIT ETF (ICF) and NestYield Visionary ETF (EGGQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ICF achieves a 13.03% return, which is significantly lower than EGGQ's 44.60% return.

ICF

• 1D: -0.37%
• 1M: -1.41%
• YTD: 13.03%
• 6M: 14.35%
• 1Y: 11.84%
• 3Y*: 9.48%
• 5Y*: 3.19%
• 10Y*: 5.47%

EGGQ

• 1D: 4.31%
• 1M: 14.49%
• YTD: 44.60%
• 6M: 43.51%
• 1Y: 66.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ICF vs. EGGQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ICF iShares Cohen & Steers REIT ETF	13.03%	1.85%	0.37%
EGGQ NestYield Visionary ETF	44.60%	25.92%	-0.88%

Correlation

The correlation between ICF and EGGQ is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.09
Correlation (All Time) Calculated using the full available price history since Dec 30, 2024	0.02

The correlation between ICF and EGGQ shifts across timeframes, from -0.09 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ICF vs. EGGQ — Risk / Return Rank

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

ICF

ICF Risk / Return Rank: 26
ICF Sharpe Ratio Rank: 24
ICF Sortino Ratio Rank: 22
ICF Omega Ratio Rank: 22
ICF Calmar Ratio Rank: 30
ICF Martin Ratio Rank: 30

EGGQ

EGGQ Risk / Return Rank: 59
EGGQ Sharpe Ratio Rank: 62
EGGQ Sortino Ratio Rank: 52
EGGQ Omega Ratio Rank: 56
EGGQ Calmar Ratio Rank: 69
EGGQ Martin Ratio Rank: 54

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.

ICF vs. EGGQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and NestYield Visionary ETF (EGGQ). 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.

	ICF	EGGQ	Difference
Sharpe ratio: Return per unit of total volatility	0.84	1.97	-1.14
Sortino ratio: Return per unit of downside risk	1.20	2.44	-1.24
Omega ratio: Gain probability vs. loss probability	1.15	1.33	-0.18
Calmar ratio: Return relative to maximum drawdown	1.44	3.33	-1.89
Martin ratio: Return relative to average drawdown	4.06	8.87	-4.81

ICF vs. EGGQ - Sharpe Ratio Comparison

The current ICF Sharpe Ratio is 0.84, which is lower than the EGGQ Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of ICF and EGGQ, 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

ICF vs. EGGQ - Drawdown Comparison

The maximum ICF drawdown since its inception was -76.74%, which is greater than EGGQ's maximum drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for ICF and EGGQ.

Drawdown Indicators

	ICF	EGGQ	Difference
Max Drawdown Largest peak-to-trough decline	-76.74%	-22.70%	-54.04%
Max Drawdown (1Y) Largest decline over 1 year	-8.20%	-19.76%	+11.56%
Max Drawdown (3Y) Largest decline over 3 years	-17.25%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-34.74%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.22%	—	—
Current Drawdown Current decline from peak	-3.34%	0.00%	-3.34%
Average Drawdown Average peak-to-trough decline	-14.15%	-5.65%	-8.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	7.40%	-4.50%

Volatility

ICF vs. EGGQ - Volatility Comparison

The current volatility for iShares Cohen & Steers REIT ETF (ICF) is 4.90%, while NestYield Visionary ETF (EGGQ) has a volatility of 14.60%. This indicates that ICF experiences smaller price fluctuations and is considered to be less risky than EGGQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ICF	EGGQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.90%	14.60%	-9.70%
Volatility (6M) Calculated over the trailing 6-month period	10.55%	27.63%	-17.08%
Volatility (1Y) Calculated over the trailing 1-year period	14.12%	33.33%	-19.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.97%	33.74%	-14.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.61%	33.74%	-13.13%

ICF vs. EGGQ - Expense Ratio Comparison

ICF has a 0.34% expense ratio, which is lower than EGGQ's 0.89% expense ratio.

Dividends

ICF vs. EGGQ - Dividend Comparison

ICF's dividend yield for the trailing twelve months is around 2.48%, less than EGGQ's 5.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EGGQ NestYield Visionary ETF	5.28%	5.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ICF iShares Cohen & Steers REIT ETF	2.48%	2.88%	2.66%	2.76%	2.64%	1.82%	2.38%	2.55%	3.20%	3.10%	4.21%	3.30%

Frequently Asked Questions

Can I hold both ICF and EGGQ in my portfolio?

ICF and EGGQ have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ICF or EGGQ?

EGGQ has higher volatility (14.60%) compared to ICF (4.90%). In terms of maximum drawdown, ICF dropped -76.74% vs EGGQ's -22.70%.

Which ETF is better, ICF or EGGQ?

On 1-year performance, EGGQ leads with 66.55% vs 11.84% for ICF. On fees, ICF is cheaper at 0.34% per year. On volatility, ICF has been the lower-risk option at 4.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ICF or EGGQ?

Over the 1-year period, EGGQ has performed better with a 66.55% return vs 11.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ICF or EGGQ?

ICF is cheaper with a 0.34% expense ratio, compared with 0.89% for EGGQ.

Which ETF pays a higher dividend yield, ICF or EGGQ?

EGGQ has the higher dividend yield at 5.28%, compared with 2.48% for ICF.

What is the main difference between ICF and EGGQ?

ICF is categorized as REIT, while EGGQ is Derivative Income. They also come from different issuers: iShares and NestYield. Their fees differ too: 0.34% for ICF and 0.89% for EGGQ.

Which has better risk-adjusted returns?

EGGQ currently has the higher Sharpe Ratio (1.97 vs 0.84), 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.