ICF vs. USRT
Compare and contrast key facts about iShares Cohen & Steers REIT ETF (ICF) and iShares Core U.S. REIT ETF (USRT).
ICF and USRT 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. USRT is a passively managed fund by iShares that tracks the performance of the FTSE NAREIT Equity REITs Index. It was launched on May 4, 2007. Both ICF and USRT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICF or USRT.
Key characteristics
| ICF | USRT | |
|---|---|---|
| YTD Return | 9.81% | 13.09% |
| 1Y Return | 29.54% | 34.41% |
| 3Y Return (Ann) | -1.02% | 1.03% |
| 5Y Return (Ann) | 4.30% | 5.15% |
| 10Y Return (Ann) | 6.22% | 6.53% |
| Sharpe Ratio | 1.70 | 1.93 |
| Sortino Ratio | 2.45 | 2.78 |
| Omega Ratio | 1.31 | 1.34 |
| Calmar Ratio | 0.93 | 1.19 |
| Martin Ratio | 6.91 | 9.33 |
| Ulcer Index | 4.14% | 3.54% |
| Daily Std Dev | 16.87% | 17.10% |
| Max Drawdown | -76.74% | -69.89% |
| Current Drawdown | -10.47% | -3.06% |
Correlation
The correlation between ICF and USRT is 0.92, 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.
Performance
ICF vs. USRT - Performance Comparison
In the year-to-date period, ICF achieves a 9.81% return, which is significantly lower than USRT's 13.09% return. Both investments have delivered pretty close results over the past 10 years, with ICF having a 6.22% annualized return and USRT not far ahead at 6.53%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ICF vs. USRT - Expense Ratio Comparison
ICF has a 0.34% expense ratio, which is higher than USRT's 0.08% expense ratio.
Risk-Adjusted Performance
ICF vs. USRT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and iShares Core U.S. REIT ETF (USRT). 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.
Dividends
ICF vs. USRT - Dividend Comparison
ICF's dividend yield for the trailing twelve months is around 2.60%, less than USRT's 2.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 2.60% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.32% | 3.30% | 3.00% | 3.41% |
USRT iShares Core U.S. REIT ETF | 2.79% | 3.18% | 3.47% | 2.27% | 3.12% | 3.34% | 5.66% | 3.43% | 3.98% | 3.59% | 3.46% | 3.84% |
Drawdowns
ICF vs. USRT - Drawdown Comparison
The maximum ICF drawdown since its inception was -76.74%, which is greater than USRT's maximum drawdown of -69.89%. Use the drawdown chart below to compare losses from any high point for ICF and USRT. For additional features, visit the drawdowns tool.
Volatility
ICF vs. USRT - Volatility Comparison
iShares Cohen & Steers REIT ETF (ICF) has a higher volatility of 5.55% compared to iShares Core U.S. REIT ETF (USRT) at 5.22%. This indicates that ICF's price experiences larger fluctuations and is considered to be riskier than USRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.