IQQ7.DE vs. USRT

Last updated Apr 2, 2026

Compare and contrast key facts about iShares US Property Yield UCITS ETF (IQQ7.DE) and iShares Core U.S. REIT ETF (USRT).

IQQ7.DE and USRT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQQ7.DE is a passively managed fund by iShares that tracks the performance of the FTSE EPRA/NAREIT United States Dividend+. It was launched on Nov 3, 2006. 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 IQQ7.DE 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.

Performance

IQQ7.DE vs. USRT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares US Property Yield UCITS ETF (IQQ7.DE) and iShares Core U.S. REIT ETF (USRT). The values are adjusted to include any dividend payments, if applicable.

IQQ7.DE vs. USRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IQQ7.DE iShares US Property Yield UCITS ETF	5.68%	-9.38%	10.73%	9.18%	-19.53%	54.15%	-19.20%	24.58%	-0.68%	-8.23%
USRT iShares Core U.S. REIT ETF	6.51%	-9.72%	15.75%	10.23%	-19.75%	53.98%	-15.64%	28.82%	-0.20%	-7.67%

Different Trading Currencies

IQQ7.DE is traded in EUR, while USRT is traded in USD. To make them comparable, the USRT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IQQ7.DE achieves a 5.68% return, which is significantly lower than USRT's 6.51% return. Over the past 10 years, IQQ7.DE has underperformed USRT with an annualized return of 3.62%, while USRT has yielded a comparatively higher 5.32% annualized return.

IQQ7.DE

• 1D: 0.12%
• 1M: -4.67%
• YTD: 5.68%
• 6M: 2.71%
• 1Y: -2.62%
• 3Y*: 5.41%
• 5Y*: 4.19%
• 10Y*: 3.62%

USRT

• 1D: 0.49%
• 1M: -4.83%
• YTD: 6.51%
• 6M: 4.27%
• 1Y: -0.68%
• 3Y*: 6.60%
• 5Y*: 5.62%
• 10Y*: 5.32%

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

IQQ7.DE vs. USRT - Expense Ratio Comparison

IQQ7.DE has a 0.40% expense ratio, which is higher than USRT's 0.08% expense ratio.

IQQ7.DE

iShares US Property Yield UCITS ETF

USRT

iShares Core U.S. REIT ETF

Return for Risk

IQQ7.DE vs. USRT — Risk / Return Rank

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

IQQ7.DE

IQQ7.DE Risk / Return Rank: 8
IQQ7.DE Sharpe Ratio Rank: 9
IQQ7.DE Sortino Ratio Rank: 8
IQQ7.DE Omega Ratio Rank: 8
IQQ7.DE Calmar Ratio Rank: 8
IQQ7.DE Martin Ratio Rank: 7

USRT

USRT Risk / Return Rank: 23
USRT Sharpe Ratio Rank: 22
USRT Sortino Ratio Rank: 22
USRT Omega Ratio Rank: 21
USRT Calmar Ratio Rank: 23
USRT Martin Ratio Rank: 26

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.

IQQ7.DE vs. USRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Property Yield UCITS ETF (IQQ7.DE) 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.

	IQQ7.DE	USRT	Difference
Sharpe ratio Return per unit of total volatility	-0.15	-0.04	-0.12
Sortino ratio Return per unit of downside risk	-0.09	0.08	-0.16
Omega ratio Gain probability vs. loss probability	0.99	1.01	-0.02
Calmar ratio Return relative to maximum drawdown	-0.21	-0.03	-0.18
Martin ratio Return relative to average drawdown	-0.64	-0.07	-0.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IQQ7.DE vs. USRT - Sharpe Ratio Comparison

The current IQQ7.DE Sharpe Ratio is -0.15, which is lower than the USRT Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of IQQ7.DE 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.

Sharpe Ratios by Period

	IQQ7.DE	USRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.15	-0.04	-0.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.31	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.18	0.25	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.21	-0.01

Correlation

The correlation between IQQ7.DE and USRT is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

IQQ7.DE vs. USRT - Dividend Comparison

IQQ7.DE's dividend yield for the trailing twelve months is around 3.17%, more than USRT's 2.87% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IQQ7.DE iShares US Property Yield UCITS ETF	3.17%	3.36%	2.99%	3.21%	3.87%	2.04%	3.54%	3.11%	4.53%	3.38%	3.34%	2.94%
USRT iShares Core U.S. REIT ETF	2.87%	3.07%	2.85%	3.18%	3.46%	2.27%	3.12%	3.34%	5.66%	3.44%	3.98%	3.59%

Drawdowns

IQQ7.DE vs. USRT - Drawdown Comparison

The maximum IQQ7.DE drawdown since its inception was -68.97%, roughly equal to the maximum USRT drawdown of -66.53%. Use the drawdown chart below to compare losses from any high point for IQQ7.DE and USRT.

Drawdown Indicators

	IQQ7.DE	USRT	Difference
Max Drawdown Largest peak-to-trough decline	-68.97%	-69.91%	+0.94%
Max Drawdown (1Y) Largest decline over 1 year	-15.69%	-12.95%	-2.74%
Max Drawdown (5Y) Largest decline over 5 years	-31.10%	-31.03%	-0.07%
Max Drawdown (10Y) Largest decline over 10 years	-45.21%	-44.38%	-0.83%
Current Drawdown Current decline from peak	-12.12%	-5.82%	-6.30%
Average Drawdown Average peak-to-trough decline	-14.90%	-13.08%	-1.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.93%	3.11%	+0.82%

Volatility

IQQ7.DE vs. USRT - Volatility Comparison

iShares US Property Yield UCITS ETF (IQQ7.DE) and iShares Core U.S. REIT ETF (USRT) have volatilities of 4.25% and 4.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IQQ7.DE	USRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.25%	4.08%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	8.96%	9.63%	-0.67%
Volatility (1Y) Calculated over the trailing 1-year period	17.20%	18.61%	-1.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.39%	18.39%	-1.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.12%	21.55%	-1.43%