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ICF vs. NETL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICF vs. NETL - Performance Comparison

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

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ICF vs. NETL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ICF
iShares Cohen & Steers REIT ETF
4.03%1.85%5.30%10.36%-26.12%44.17%-5.43%8.32%
NETL
NETLease Corporate Real Estate ETF
5.36%6.05%-1.08%2.69%-16.16%27.36%-0.73%13.15%

Returns By Period

In the year-to-date period, ICF achieves a 4.03% return, which is significantly lower than NETL's 5.36% 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%

NETL

1D
0.63%
1M
-7.51%
YTD
5.36%
6M
2.83%
1Y
3.68%
3Y*
4.52%
5Y*
2.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICF vs. NETL - Expense Ratio Comparison

ICF has a 0.34% expense ratio, which is lower than NETL's 0.60% expense ratio.


Return for Risk

ICF vs. NETL — Risk / Return Rank

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

ICF
ICF Risk / Return Rank: 1919
Overall Rank
ICF Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
ICF Sortino Ratio Rank: 1717
Sortino Ratio Rank
ICF Omega Ratio Rank: 1717
Omega Ratio Rank
ICF Calmar Ratio Rank: 2121
Calmar Ratio Rank
ICF Martin Ratio Rank: 2323
Martin Ratio Rank

NETL
NETL Risk / Return Rank: 1919
Overall Rank
NETL Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
NETL Sortino Ratio Rank: 1717
Sortino Ratio Rank
NETL Omega Ratio Rank: 1717
Omega Ratio Rank
NETL Calmar Ratio Rank: 2121
Calmar Ratio Rank
NETL Martin Ratio Rank: 2222
Martin Ratio Rank
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. NETL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and NETLease Corporate Real Estate ETF (NETL). 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.


ICFNETLDifference

Sharpe ratio

Return per unit of total volatility

0.21

0.23

-0.03

Sortino ratio

Return per unit of downside risk

0.39

0.43

-0.04

Omega ratio

Gain probability vs. loss probability

1.05

1.05

0.00

Calmar ratio

Return relative to maximum drawdown

0.38

0.40

-0.03

Martin ratio

Return relative to average drawdown

1.37

1.43

-0.06

ICF vs. NETL - Sharpe Ratio Comparison

The current ICF Sharpe Ratio is 0.21, which is comparable to the NETL Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of ICF and NETL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ICFNETLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.21

0.23

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.13

+0.06

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

0.17

+0.13

Correlation

The correlation between ICF and NETL is 0.84, 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. NETL - Dividend Comparison

ICF's dividend yield for the trailing twelve months is around 2.67%, less than NETL's 4.98% yield.


TTM20252024202320222021202020192018201720162015
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%
NETL
NETLease Corporate Real Estate ETF
4.98%5.12%5.08%4.57%4.47%4.03%3.98%2.52%0.00%0.00%0.00%0.00%

Drawdowns

ICF vs. NETL - Drawdown Comparison

The maximum ICF drawdown since its inception was -76.74%, which is greater than NETL's maximum drawdown of -51.48%. Use the drawdown chart below to compare losses from any high point for ICF and NETL.


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Drawdown Indicators


ICFNETLDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-51.48%

-25.26%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-11.76%

-0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-34.74%

-30.74%

-4.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

Current Drawdown

Current decline from peak

-9.04%

-7.97%

-1.07%

Average Drawdown

Average peak-to-trough decline

-14.26%

-11.89%

-2.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

3.40%

-0.16%

Volatility

ICF vs. NETL - Volatility Comparison

iShares Cohen & Steers REIT ETF (ICF) and NETLease Corporate Real Estate ETF (NETL) have volatilities of 4.43% and 4.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICFNETLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.43%

4.60%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.64%

9.78%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

16.33%

15.88%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

18.05%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.59%

26.16%

-5.57%