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ICF vs. WTRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ICF vs. WTRE

Last updated Jun 4, 2026

ICF (iShares Cohen & Steers REIT ETF) and WTRE (WisdomTree New Economy Real Estate ETF) are both REIT funds - ICF tracks the Cohen & Steers Realty Majors Index while WTRE tracks the CenterSquare New Economy Real Estate Index. Both are passively managed. Over the past 10 years, ICF returned 5.54%/yr vs 3.90%/yr for WTRE. A 0.62 correlation means they provide meaningful diversification when combined. ICF charges 0.34%/yr vs 0.58%/yr for WTRE.

Performance

ICF vs. WTRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Cohen & Steers REIT ETF (ICF) and WisdomTree New Economy Real Estate ETF (WTRE). 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 12.19% return, which is significantly lower than WTRE's 23.34% return. Over the past 10 years, ICF has outperformed WTRE with an annualized return of 5.54%, while WTRE has yielded a comparatively lower 3.90% annualized return.

ICF

1D
0.17%
1M
-0.92%
YTD
12.19%
6M
11.56%
1Y
11.29%
3Y*
10.12%
5Y*
3.01%
10Y*
5.54%

WTRE

1D
-1.36%
1M
6.43%
YTD
23.34%
6M
23.21%
1Y
46.82%
3Y*
18.73%
5Y*
1.80%
10Y*
3.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICF vs. WTRE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ICF
iShares Cohen & Steers REIT ETF		12.19%1.85%5.30%10.36%-26.12%44.17%-5.43%25.48%-2.55%4.90%
WTRE
WisdomTree New Economy Real Estate ETF		23.34%26.36%-3.27%14.07%-31.68%1.00%-15.74%22.28%-11.21%37.80%

Correlation

The correlation between ICF and WTRE 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

0.75

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

0.75

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2007

0.62

The correlation between ICF and WTRE shifts across timeframes, from 0.48 (1 year) to 0.75 (5 years), reflecting how their relationship changes across market environments.

ICF vs. WTRE - Sectors Allocation Comparison

Sectors
ICF
WTRE

Real Estate

100.0%
64.0%

Basic Materials

-

-

Communication Services

-

14.3%

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

5.8%

Healthcare

-

-

Industrials

-

-

Technology

-

11.8%

Utilities

-

-

Real Estate

ICF
100.0%
WTRE
64.0%

Basic Materials

ICF

-

WTRE

-

Communication Services

ICF

-

WTRE
14.3%

Consumer Cyclical

ICF

-

WTRE

-

Consumer Defensive

ICF

-

WTRE

-

Energy

ICF

-

WTRE

-

Financial Services

ICF

-

WTRE
5.8%

Healthcare

ICF

-

WTRE

-

Industrials

ICF

-

WTRE

-

Technology

ICF

-

WTRE
11.8%

Utilities

ICF

-

WTRE

-

Compare stocks, funds, or ETFs

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iShares Cohen & Steers REIT ETF

WisdomTree New Economy Real Estate ETF

Often compared with ICF:
ICF vs. VNQICF vs. USRTICF vs. IYRICF vs. FRELICF vs. ICFIICF vs. SDIVICF vs. XLRE
Often compared with WTRE:
WTRE vs. REMXWTRE vs. PPTYWTRE vs. VNQWTRE vs. USRTWTRE vs. VNQIWTRE vs. UCONWTRE vs. WELL

Return for Risk

ICF vs. WTRE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ICF
ICF Risk / Return Rank: 2525
Overall Rank
ICF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ICF Sortino Ratio Rank: 2222
Sortino Ratio Rank
ICF Omega Ratio Rank: 2222
Omega Ratio Rank
ICF Calmar Ratio Rank: 2828
Calmar Ratio Rank
ICF Martin Ratio Rank: 2828
Martin Ratio Rank
WTRE
WTRE Risk / Return Rank: 6262
Overall Rank
WTRE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
WTRE Sortino Ratio Rank: 6363
Sortino Ratio Rank
WTRE Omega Ratio Rank: 6060
Omega Ratio Rank
WTRE Calmar Ratio Rank: 6666
Calmar Ratio Rank
WTRE Martin Ratio Rank: 5353
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. WTRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Cohen & Steers REIT ETF (ICF) and WisdomTree New Economy Real Estate ETF (WTRE). 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.

ICFWTREDifference
Sharpe ratioReturn per unit of total volatility
0.84
2.30

-1.47

Sortino ratioReturn per unit of downside risk
1.20
2.98

-1.79

Omega ratioGain probability vs. loss probability

1.15

1.37

-0.22

Calmar ratioReturn relative to maximum drawdown

1.38

3.31

-1.93

Martin ratioReturn relative to average drawdown

3.92

9.18

-5.26

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ICF vs. WTRE - Sharpe Ratio Comparison

The current ICF Sharpe Ratio is 0.84, which is lower than the WTRE Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of ICF and WTRE, 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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Sharpe Ratios by Period

ICFWTREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

2.30

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.09

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.21

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.07

+0.25

Drawdowns

ICF vs. WTRE - Drawdown Comparison

The maximum ICF drawdown since its inception was -76.74%, roughly equal to the maximum WTRE drawdown of -74.18%. Use the drawdown chart below to compare losses from any high point for ICF and WTRE.

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Drawdown Indicators

ICFWTREDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-74.18%

-2.56%

Max Drawdown (1Y)

Largest decline over 1 year

-8.20%

-14.22%

+6.02%

Max Drawdown (3Y)

Largest decline over 3 years

-17.25%

-22.14%

+4.89%

Max Drawdown (5Y)

Largest decline over 5 years

-34.74%

-43.87%

+9.13%

Max Drawdown (10Y)

Largest decline over 10 years

-40.22%

-48.47%

+8.25%

Current Drawdown

Current decline from peak

-2.67%

-2.68%

+0.01%

Average Drawdown

Average peak-to-trough decline

-14.18%

-24.98%

+10.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

5.12%

-2.24%

Volatility

ICF vs. WTRE - Volatility Comparison

The current volatility for iShares Cohen & Steers REIT ETF (ICF) is 3.71%, while WisdomTree New Economy Real Estate ETF (WTRE) has a volatility of 6.54%. This indicates that ICF experiences smaller price fluctuations and is considered to be less risky than WTRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ICFWTREDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

6.54%

-2.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.85%

15.84%

-5.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

20.42%

-6.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.91%

19.31%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.58%

18.49%

+2.09%

ICF vs. WTRE - Expense Ratio Comparison

ICF has a 0.34% expense ratio, which is lower than WTRE's 0.58% expense ratio.

Dividends

ICF vs. WTRE - Dividend Comparison

ICF's dividend yield for the trailing twelve months is around 2.48%, more than WTRE's 1.97% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
WTRE
WisdomTree New Economy Real Estate ETF		1.97%2.33%2.69%2.05%1.68%6.47%2.96%7.88%4.49%6.34%5.96%4.58%

Frequently Asked Questions

ICF and WTRE 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.

WTRE has higher volatility (6.54%) compared to ICF (3.71%). In terms of maximum drawdown, ICF dropped -76.74% vs WTRE's -74.18%.

On 10-year performance, ICF leads with 5.54% vs 3.90% for WTRE. On fees, ICF is cheaper at 0.34% per year. On volatility, ICF has been the lower-risk option at 3.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ICF has performed better with a 5.54% return vs 3.90%. 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 0.58% for WTRE.

ICF has the higher dividend yield at 2.48%, compared with 1.97% for WTRE.

ICF tracks Cohen & Steers Realty Majors Index, while WTRE tracks CenterSquare New Economy Real Estate Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.34% for ICF and 0.58% for WTRE.

WTRE currently has the higher Sharpe Ratio (2.30 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.

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