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IFGL vs. IYRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IFGL vs. IYRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Developed Real Estate ETF (IFGL) and NEOS Real Estate High Income ETF (IYRI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IFGL achieves a -2.22% return, which is significantly lower than IYRI's 4.71% return.


IFGL

1D
-0.36%
1M
-3.00%
YTD
-2.22%
6M
-0.82%
1Y
3.70%
3Y*
6.47%
5Y*
-2.30%
10Y*
1.45%

IYRI

1D
-0.47%
1M
-1.30%
YTD
4.71%
6M
5.51%
1Y
8.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IFGL vs. IYRI - Yearly Performance Comparison


Correlation

The correlation between IFGL and IYRI is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2025

0.55

The correlation between IFGL and IYRI has been stable across timeframes, ranging from 0.53 to 0.55 - a consistent structural relationship.

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Return for Risk

IFGL vs. IYRI — Risk / Return Rank

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

IFGL
IFGL Risk / Return Rank: 1111
Overall Rank
IFGL Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IFGL Sortino Ratio Rank: 1111
Sortino Ratio Rank
IFGL Omega Ratio Rank: 1111
Omega Ratio Rank
IFGL Calmar Ratio Rank: 1111
Calmar Ratio Rank
IFGL Martin Ratio Rank: 1111
Martin Ratio Rank

IYRI
IYRI Risk / Return Rank: 2323
Overall Rank
IYRI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IYRI Sortino Ratio Rank: 2020
Sortino Ratio Rank
IYRI Omega Ratio Rank: 2121
Omega Ratio Rank
IYRI Calmar Ratio Rank: 2323
Calmar Ratio Rank
IYRI Martin Ratio Rank: 2828
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.

IFGL vs. IYRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Real Estate ETF (IFGL) and NEOS Real Estate High Income ETF (IYRI). 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.


IFGLIYRIDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.05

1.14

-0.08

Calmar ratioReturn relative to maximum drawdown

0.24

1.06

-0.82

Martin ratioReturn relative to average drawdown

0.66

3.78

-3.12

IFGL vs. IYRI - Sharpe Ratio Comparison

The current IFGL Sharpe Ratio is 0.25, which is lower than the IYRI Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of IFGL and IYRI, 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

IFGL vs. IYRI - Drawdown Comparison

The maximum IFGL drawdown since its inception was -68.93%, which is greater than IYRI's maximum drawdown of -12.12%. Use the drawdown chart below to compare losses from any high point for IFGL and IYRI.


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Drawdown Indicators


IFGLIYRIDifference

Max Drawdown

Largest peak-to-trough decline

-68.93%

-12.12%

-56.81%

Max Drawdown (1Y)

Largest decline over 1 year

-14.38%

-7.53%

-6.85%

Max Drawdown (3Y)

Largest decline over 3 years

-18.77%

Max Drawdown (5Y)

Largest decline over 5 years

-38.00%

Max Drawdown (10Y)

Largest decline over 10 years

-40.38%

Current Drawdown

Current decline from peak

-14.97%

-2.72%

-12.25%

Average Drawdown

Average peak-to-trough decline

-17.31%

-1.69%

-15.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.21%

2.10%

+3.11%

Volatility

IFGL vs. IYRI - Volatility Comparison

iShares International Developed Real Estate ETF (IFGL) has a higher volatility of 4.36% compared to NEOS Real Estate High Income ETF (IYRI) at 4.02%. This indicates that IFGL's price experiences larger fluctuations and is considered to be riskier than IYRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IFGLIYRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

4.02%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.84%

7.82%

+4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

13.93%

10.69%

+3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

13.18%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

13.18%

+3.42%

IFGL vs. IYRI - Expense Ratio Comparison

IFGL has a 0.48% expense ratio, which is lower than IYRI's 0.68% expense ratio.


Dividends

IFGL vs. IYRI - Dividend Comparison

IFGL's dividend yield for the trailing twelve months is around 4.20%, less than IYRI's 12.23% yield.


PositionTTM20252024202320222021202020192018201720162015
IFGL
iShares International Developed Real Estate ETF
4.20%3.71%4.83%1.82%2.79%3.25%2.17%7.60%4.10%4.90%7.68%3.70%
IYRI
NEOS Real Estate High Income ETF
12.23%11.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IFGL and IYRI have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IFGL has higher volatility (4.36%) compared to IYRI (4.02%). In terms of maximum drawdown, IFGL dropped -68.93% vs IYRI's -12.12%.

On 1-year performance, IYRI leads with 8.01% vs 3.70% for IFGL. On fees, IFGL is cheaper at 0.48% per year. On volatility, IYRI has been the lower-risk option at 4.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IYRI has performed better with a 8.01% return vs 3.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IFGL is cheaper with a 0.48% expense ratio, compared with 0.68% for IYRI.

IYRI has the higher dividend yield at 12.23%, compared with 4.20% for IFGL.

IFGL is categorized as REIT, while IYRI is Derivative Income. They also come from different issuers: iShares and Neos. Their fees differ too: 0.48% for IFGL and 0.68% for IYRI.

IYRI currently has the higher Sharpe Ratio (0.74 vs 0.25), 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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