PortfoliosLab logoPortfoliosLab logo
IMBA.L vs. USRT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IMBA.L vs. USRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US Mortgage Backed Securities UCITS ETF (Acc) (IMBA.L) and iShares Core U.S. REIT ETF (USRT). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IMBA.L vs. USRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMBA.L
iShares US Mortgage Backed Securities UCITS ETF (Acc)
-0.36%8.36%1.51%3.65%-11.44%-1.51%3.69%6.24%0.55%0.92%
USRT
iShares Core U.S. REIT ETF
4.27%2.44%8.58%13.64%-24.43%43.26%-8.06%25.98%-4.67%2.12%

Returns By Period

In the year-to-date period, IMBA.L achieves a -0.36% return, which is significantly lower than USRT's 4.27% return.


IMBA.L

1D
0.02%
1M
-2.06%
YTD
-0.36%
6M
1.26%
1Y
5.09%
3Y*
3.79%
5Y*
0.10%
10Y*

USRT

1D
1.42%
1M
-6.02%
YTD
4.27%
6M
2.38%
1Y
5.82%
3Y*
8.72%
5Y*
5.12%
10Y*
5.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


IMBA.L vs. USRT - Expense Ratio Comparison

IMBA.L has a 0.28% expense ratio, which is higher than USRT's 0.08% expense ratio.


Return for Risk

IMBA.L vs. USRT — Risk / Return Rank

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

IMBA.L
IMBA.L Risk / Return Rank: 4545
Overall Rank
IMBA.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IMBA.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
IMBA.L Omega Ratio Rank: 4343
Omega Ratio Rank
IMBA.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
IMBA.L Martin Ratio Rank: 4747
Martin Ratio Rank

USRT
USRT Risk / Return Rank: 2525
Overall Rank
USRT Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
USRT Sortino Ratio Rank: 2323
Sortino Ratio Rank
USRT Omega Ratio Rank: 2323
Omega Ratio Rank
USRT Calmar Ratio Rank: 2626
Calmar Ratio Rank
USRT Martin Ratio Rank: 2929
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.

IMBA.L vs. USRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Mortgage Backed Securities UCITS ETF (Acc) (IMBA.L) 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.


IMBA.LUSRTDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.35

+0.49

Sortino ratio

Return per unit of downside risk

1.17

0.59

+0.58

Omega ratio

Gain probability vs. loss probability

1.17

1.08

+0.09

Calmar ratio

Return relative to maximum drawdown

1.33

0.53

+0.80

Martin ratio

Return relative to average drawdown

4.58

2.23

+2.35

IMBA.L vs. USRT - Sharpe Ratio Comparison

The current IMBA.L Sharpe Ratio is 0.84, which is higher than the USRT Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of IMBA.L and USRT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IMBA.LUSRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.35

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.27

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.17

+0.03

Correlation

The correlation between IMBA.L and USRT is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IMBA.L vs. USRT - Dividend Comparison

IMBA.L has not paid dividends to shareholders, while USRT's dividend yield for the trailing twelve months is around 2.89%.


TTM20252024202320222021202020192018201720162015
IMBA.L
iShares US Mortgage Backed Securities UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USRT
iShares Core U.S. REIT ETF
2.89%3.07%2.85%3.18%3.46%2.27%3.12%3.34%5.66%3.44%3.98%3.59%

Drawdowns

IMBA.L vs. USRT - Drawdown Comparison

The maximum IMBA.L drawdown since its inception was -18.05%, smaller than the maximum USRT drawdown of -69.91%. Use the drawdown chart below to compare losses from any high point for IMBA.L and USRT.


Loading graphics...

Drawdown Indicators


IMBA.LUSRTDifference

Max Drawdown

Largest peak-to-trough decline

-18.05%

-69.91%

+51.86%

Max Drawdown (1Y)

Largest decline over 1 year

-3.56%

-12.95%

+9.39%

Max Drawdown (5Y)

Largest decline over 5 years

-17.67%

-31.03%

+13.36%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

Current Drawdown

Current decline from peak

-2.06%

-6.38%

+4.32%

Average Drawdown

Average peak-to-trough decline

-4.54%

-13.08%

+8.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

3.09%

-2.05%

Volatility

IMBA.L vs. USRT - Volatility Comparison

The current volatility for iShares US Mortgage Backed Securities UCITS ETF (Acc) (IMBA.L) is 1.77%, while iShares Core U.S. REIT ETF (USRT) has a volatility of 4.44%. This indicates that IMBA.L experiences smaller price fluctuations and is considered to be less risky than USRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IMBA.LUSRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

4.44%

-2.67%

Volatility (6M)

Calculated over the trailing 6-month period

3.21%

9.21%

-6.00%

Volatility (1Y)

Calculated over the trailing 1-year period

6.06%

16.84%

-10.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.10%

18.92%

-11.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

21.28%

-15.54%