PortfoliosLab logoPortfoliosLab logo
ICF vs. SLYV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ICF vs. SLYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Cohen & Steers REIT ETF (ICF) and SPDR S&P 600 Small Cap Value ETF (SLYV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ICF achieves a 16.93% return, which is significantly lower than SLYV's 19.47% return. Over the past 10 years, ICF has underperformed SLYV with an annualized return of 5.99%, while SLYV has yielded a comparatively higher 10.65% annualized 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%

SLYV

1D
1.09%
1M
6.39%
YTD
19.47%
6M
16.63%
1Y
41.92%
3Y*
14.32%
5Y*
6.28%
10Y*
10.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICF vs. SLYV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICF
iShares Cohen & Steers REIT ETF
16.93%1.85%5.30%10.36%-26.12%44.17%-5.43%25.48%-2.55%4.90%
SLYV
SPDR S&P 600 Small Cap Value ETF
19.47%6.54%7.28%14.82%-11.08%30.57%2.68%24.26%-12.77%11.74%

Correlation

The correlation between ICF and SLYV is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.51

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2001

0.60

The correlation between ICF and SLYV shifts across timeframes, from 0.48 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ICF vs. SLYV — 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

SLYV
SLYV Risk / Return Rank: 7979
Overall Rank
SLYV Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
SLYV Sortino Ratio Rank: 7979
Sortino Ratio Rank
SLYV Omega Ratio Rank: 7272
Omega Ratio Rank
SLYV Calmar Ratio Rank: 8686
Calmar Ratio Rank
SLYV Martin Ratio Rank: 8181
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. SLYV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and SPDR S&P 600 Small Cap Value ETF (SLYV). 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.


ICFSLYVDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.19

1.37

-0.17

Calmar ratioReturn relative to maximum drawdown

1.82

4.20

-2.37

Martin ratioReturn relative to average drawdown

5.18

13.96

-8.78

ICF vs. SLYV - Sharpe Ratio Comparison

The current ICF Sharpe Ratio is 1.07, which is lower than the SLYV Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of ICF and SLYV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ICF vs. SLYV - Drawdown Comparison

The maximum ICF drawdown since its inception was -76.74%, which is greater than SLYV's maximum drawdown of -61.15%. Use the drawdown chart below to compare losses from any high point for ICF and SLYV.


Loading charts...

Drawdown Indicators


ICFSLYVDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-61.15%

-15.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-9.36%

+1.16%

Max Drawdown (3Y)

Largest decline over 3 years

-17.25%

-28.68%

+11.43%

Max Drawdown (5Y)

Largest decline over 5 years

-34.74%

-28.68%

-6.06%

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

-47.73%

+7.51%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-14.16%

-8.93%

-5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.82%

+0.07%

Volatility

ICF vs. SLYV - Volatility Comparison

iShares Cohen & Steers REIT ETF (ICF) and SPDR S&P 600 Small Cap Value ETF (SLYV) have volatilities of 4.74% and 4.81%, 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.


Loading charts...

Volatility by Period


ICFSLYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

4.81%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

11.59%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.94%

18.31%

-4.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.95%

21.97%

-3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.60%

23.96%

-3.36%

ICF vs. SLYV - Expense Ratio Comparison

ICF has a 0.34% expense ratio, which is higher than SLYV's 0.15% expense ratio.


Dividends

ICF vs. SLYV - Dividend Comparison

ICF's dividend yield for the trailing twelve months is around 2.38%, more than SLYV's 1.75% 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%
SLYV
SPDR S&P 600 Small Cap Value ETF
1.75%2.02%2.30%2.11%1.47%1.94%1.40%1.67%2.14%5.53%2.18%6.55%

Frequently Asked Questions


ICF and SLYV have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SLYV has higher volatility (4.81%) compared to ICF (4.74%). In terms of maximum drawdown, ICF dropped -76.74% vs SLYV's -61.15%.

On 10-year performance, SLYV leads with 10.65% vs 5.99% for ICF. On fees, SLYV is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SLYV has performed better with a 10.65% return vs 5.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SLYV is cheaper with a 0.15% expense ratio, compared with 0.34% for ICF.

ICF has the higher dividend yield at 2.38%, compared with 1.75% for SLYV.

ICF is categorized as REIT, while SLYV is Small Cap Value Equities. ICF tracks Cohen & Steers Realty Majors Index, while SLYV tracks S&P SmallCap 600 Value Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.34% for ICF and 0.15% for SLYV.

SLYV currently has the higher Sharpe Ratio (2.15 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 SLYV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer