INDS vs. UDR

Last updated Apr 1, 2026

Compare and contrast key facts about Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) and UDR, Inc. (UDR).

INDS is a passively managed fund by Pacer that tracks the performance of the Benchmark Industrial Real Estate SCTR Index. It was launched on May 14, 2018.

Performance

INDS vs. UDR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) and UDR, Inc. (UDR). The values are adjusted to include any dividend payments, if applicable.

INDS vs. UDR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
INDS Pacer Benchmark Industrial Real Estate SCTR ETF	0.24%	7.78%	-12.69%	17.72%	-32.68%	54.61%	12.62%	42.25%	-0.54%
UDR UDR, Inc.	-6.82%	-11.75%	18.29%	3.12%	-33.44%	61.12%	-14.54%	21.48%	14.19%

Returns By Period

In the year-to-date period, INDS achieves a 0.24% return, which is significantly higher than UDR's -6.82% return.

INDS

• 1D: 1.98%
• 1M: -10.49%
• YTD: 0.24%
• 6M: 1.21%
• 1Y: 3.16%
• 3Y*: 0.22%
• 5Y*: 1.34%
• 10Y*: —

UDR

• 1D: 0.36%
• 1M: -9.92%
• YTD: -6.82%
• 6M: -7.17%
• 1Y: -21.79%
• 3Y*: -2.16%
• 5Y*: -1.59%
• 10Y*: 2.36%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

INDS vs. UDR — Risk / Return Rank

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

INDS

INDS Risk / Return Rank: 18
INDS Sharpe Ratio Rank: 17
INDS Sortino Ratio Rank: 16
INDS Omega Ratio Rank: 16
INDS Calmar Ratio Rank: 19
INDS Martin Ratio Rank: 20

UDR

UDR Risk / Return Rank: 9
UDR Sharpe Ratio Rank: 6
UDR Sortino Ratio Rank: 8
UDR Omega Ratio Rank: 9
UDR Calmar Ratio Rank: 9
UDR Martin Ratio Rank: 12

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.

INDS vs. UDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) and UDR, Inc. (UDR). 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.

	INDS	UDR	Difference
Sharpe ratio Return per unit of total volatility	0.17	-0.95	+1.12
Sortino ratio Return per unit of downside risk	0.36	-1.28	+1.64
Omega ratio Gain probability vs. loss probability	1.05	0.85	+0.20
Calmar ratio Return relative to maximum drawdown	0.29	-0.88	+1.17
Martin ratio Return relative to average drawdown	1.03	-1.43	+2.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

INDS vs. UDR - Sharpe Ratio Comparison

The current INDS Sharpe Ratio is 0.17, which is higher than the UDR Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of INDS and UDR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	INDS	UDR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.17	-0.95	+1.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	-0.07	+0.14
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.09	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.34	+0.01

Correlation

The correlation between INDS and UDR is 0.70, 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.

Dividends

INDS vs. UDR - Dividend Comparison

INDS's dividend yield for the trailing twelve months is around 3.77%, less than UDR's 5.09% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
INDS Pacer Benchmark Industrial Real Estate SCTR ETF	3.77%	3.70%	3.75%	3.11%	2.63%	1.24%	1.68%	2.26%	1.81%	0.00%	0.00%	0.00%
UDR UDR, Inc.	5.09%	4.68%	3.90%	4.28%	3.88%	2.41%	3.70%	2.89%	3.22%	3.18%	3.19%	2.91%

Drawdowns

INDS vs. UDR - Drawdown Comparison

The maximum INDS drawdown since its inception was -40.17%, smaller than the maximum UDR drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for INDS and UDR.

Drawdown Indicators

	INDS	UDR	Difference
Max Drawdown Largest peak-to-trough decline	-40.17%	-74.67%	+34.50%
Max Drawdown (1Y) Largest decline over 1 year	-14.55%	-23.53%	+8.98%
Max Drawdown (5Y) Largest decline over 5 years	-40.17%	-44.44%	+4.27%
Max Drawdown (10Y) Largest decline over 10 years	—	-44.44%	—
Current Drawdown Current decline from peak	-25.24%	-34.11%	+8.87%
Average Drawdown Average peak-to-trough decline	-15.48%	-11.82%	-3.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.19%	14.50%	-10.31%

Volatility

INDS vs. UDR - Volatility Comparison

Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) has a higher volatility of 5.67% compared to UDR, Inc. (UDR) at 4.74%. This indicates that INDS's price experiences larger fluctuations and is considered to be riskier than UDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INDS	UDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.67%	4.74%	+0.93%
Volatility (6M) Calculated over the trailing 6-month period	10.98%	14.13%	-3.15%
Volatility (1Y) Calculated over the trailing 1-year period	18.71%	23.12%	-4.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.03%	22.88%	-2.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.19%	25.36%	-2.17%