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ICF vs. SFLR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICF vs. SFLR - Performance Comparison

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

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Returns By Period

In the year-to-date period, ICF achieves a 16.93% return, which is significantly higher than SFLR's 3.84% return.


ICF

1D
0.96%
1M
3.62%
YTD
16.93%
6M
17.09%
1Y
15.91%
3Y*
11.06%
5Y*
3.38%
10Y*
5.99%

SFLR

1D
0.34%
1M
0.39%
YTD
3.84%
6M
4.29%
1Y
16.87%
3Y*
14.88%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICF vs. SFLR - Yearly Performance Comparison


2026 (YTD)2025202420232022
ICF
iShares Cohen & Steers REIT ETF
16.93%1.85%5.30%10.36%2.48%
SFLR
Innovator Equity Managed Floor ETF
3.84%13.29%19.99%21.20%0.42%

Correlation

The correlation between ICF and SFLR is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2022

0.41

Over the past year, the correlation between ICF and SFLR has dropped to 0.17 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.

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Return for Risk

ICF vs. SFLR — Risk / Return Rank

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

ICF
ICF Risk / Return Rank: 3535
Overall Rank
ICF Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ICF Sortino Ratio Rank: 3131
Sortino Ratio Rank
ICF Omega Ratio Rank: 3232
Omega Ratio Rank
ICF Calmar Ratio Rank: 4242
Calmar Ratio Rank
ICF Martin Ratio Rank: 3737
Martin Ratio Rank

SFLR
SFLR Risk / Return Rank: 5858
Overall Rank
SFLR Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SFLR Sortino Ratio Rank: 5454
Sortino Ratio Rank
SFLR Omega Ratio Rank: 6262
Omega Ratio Rank
SFLR Calmar Ratio Rank: 5555
Calmar Ratio Rank
SFLR Martin Ratio Rank: 6161
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. SFLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and Innovator Equity Managed Floor ETF (SFLR). 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.


ICFSFLRDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.19

1.33

-0.14

Calmar ratioReturn relative to maximum drawdown

1.82

2.40

-0.57

Martin ratioReturn relative to average drawdown

5.18

9.51

-4.33

ICF vs. SFLR - Sharpe Ratio Comparison

The current ICF Sharpe Ratio is 1.07, which is lower than the SFLR Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of ICF and SFLR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ICF vs. SFLR - Drawdown Comparison

The maximum ICF drawdown since its inception was -76.74%, which is greater than SFLR's maximum drawdown of -12.13%. Use the drawdown chart below to compare losses from any high point for ICF and SFLR.


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Drawdown Indicators


ICFSFLRDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-12.13%

-64.61%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-6.79%

-1.41%

Max Drawdown (3Y)

Largest decline over 3 years

-17.25%

-12.13%

-5.12%

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

0.00%

-2.22%

+2.22%

Average Drawdown

Average peak-to-trough decline

-14.16%

-1.75%

-12.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

1.71%

+1.18%

Volatility

ICF vs. SFLR - Volatility Comparison

iShares Cohen & Steers REIT ETF (ICF) has a higher volatility of 4.74% compared to Innovator Equity Managed Floor ETF (SFLR) at 3.81%. This indicates that ICF's price experiences larger fluctuations and is considered to be riskier than SFLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICFSFLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

3.81%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

7.29%

+3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

13.94%

9.46%

+4.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

10.28%

+8.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.60%

10.28%

+10.32%

ICF vs. SFLR - Expense Ratio Comparison

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


Dividends

ICF vs. SFLR - Dividend Comparison

ICF's dividend yield for the trailing twelve months is around 2.38%, more than SFLR's 0.32% yield.


PositionTTM20252024202320222021202020192018201720162015
ICF
iShares Cohen & Steers REIT ETF
2.38%2.88%2.66%2.76%2.64%1.82%2.38%2.55%3.20%3.10%4.21%3.30%
SFLR
Innovator Equity Managed Floor ETF
0.32%0.33%0.42%1.16%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ICF and SFLR have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ICF has higher volatility (4.74%) compared to SFLR (3.81%). In terms of maximum drawdown, ICF dropped -76.74% vs SFLR's -12.13%.

On 3-year performance, SFLR leads with 14.88% vs 11.06% for ICF. On fees, ICF is cheaper at 0.34% per year. On volatility, SFLR has been the lower-risk option at 3.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, SFLR has performed better with a 14.88% return vs 11.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

ICF has the higher dividend yield at 2.38%, compared with 0.32% for SFLR.

ICF is categorized as REIT, while SFLR is Options Trading. They also come from different issuers: iShares and Innovator. Their fees differ too: 0.34% for ICF and 0.89% for SFLR.

SFLR currently has the higher Sharpe Ratio (1.72 vs 1.07), 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.

Portfolio Optimizer

Find the right allocation for ICF and SFLR

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