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IQQ7.DE vs. USRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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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 14.24% return, which is significantly lower than USRT's 17.37% return. Over the past 10 years, IQQ7.DE has underperformed USRT with an annualized return of 4.47%, while USRT has yielded a comparatively higher 6.29% annualized return.


IQQ7.DE

1D
-0.04%
1M
-0.03%
YTD
14.24%
6M
13.41%
1Y
12.16%
3Y*
7.46%
5Y*
4.46%
10Y*
4.47%

USRT

1D
1.69%
1M
2.13%
YTD
17.37%
6M
15.78%
1Y
17.30%
3Y*
9.48%
5Y*
6.35%
10Y*
6.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IQQ7.DE vs. USRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQ7.DE
iShares US Property Yield UCITS ETF
14.24%-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
17.37%-9.72%15.75%10.23%-19.75%53.98%-15.64%28.82%-0.20%-7.67%

Correlation

The correlation between IQQ7.DE and USRT is 0.55, 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

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

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

0.57

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

0.61

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.51

The correlation between IQQ7.DE and USRT shifts across timeframes, from 0.51 (all time) to 0.61 (10 years), reflecting how their relationship changes across market environments.

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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: 3030
Overall Rank
IQQ7.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IQQ7.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
IQQ7.DE Omega Ratio Rank: 2626
Omega Ratio Rank
IQQ7.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
IQQ7.DE Martin Ratio Rank: 2929
Martin Ratio Rank

USRT
USRT Risk / Return Rank: 4141
Overall Rank
USRT Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
USRT Sortino Ratio Rank: 3737
Sortino Ratio Rank
USRT Omega Ratio Rank: 3737
Omega Ratio Rank
USRT Calmar Ratio Rank: 4747
Calmar Ratio Rank
USRT Martin Ratio Rank: 4545
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.

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.DEUSRTDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.17

1.24

-0.06

Calmar ratioReturn relative to maximum drawdown

1.96

2.64

-0.68

Martin ratioReturn relative to average drawdown

4.13

6.34

-2.21

IQQ7.DE vs. USRT - Sharpe Ratio Comparison

The current IQQ7.DE Sharpe Ratio is 0.94, which is comparable to the USRT Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of IQQ7.DE and USRT, 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


IQQ7.DEUSRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.30

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.35

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.29

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.26

-0.04

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 -65.71%. Use the drawdown chart below to compare losses from any high point for IQQ7.DE and USRT.


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Drawdown Indicators


IQQ7.DEUSRTDifference

Max Drawdown

Largest peak-to-trough decline

-68.97%

-65.71%

-3.26%

Max Drawdown (1Y)

Largest decline over 1 year

-6.13%

-6.59%

+0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-24.01%

-21.62%

-2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-31.10%

-29.01%

-2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-45.21%

-43.86%

-1.35%

Current Drawdown

Current decline from peak

-5.01%

-0.43%

-4.58%

Average Drawdown

Average peak-to-trough decline

-14.82%

-13.87%

-0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.73%

+0.19%

Volatility

IQQ7.DE vs. USRT - Volatility Comparison

The current volatility for iShares US Property Yield UCITS ETF (IQQ7.DE) is 3.27%, while iShares Core U.S. REIT ETF (USRT) has a volatility of 3.83%. This indicates that IQQ7.DE 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.


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Volatility by Period


IQQ7.DEUSRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

3.83%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.99%

9.42%

-0.43%

Volatility (1Y)

Calculated over the trailing 1-year period

12.78%

13.34%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

18.37%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

21.52%

-1.43%

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.


Dividends

IQQ7.DE vs. USRT - Dividend Comparison

IQQ7.DE's dividend yield for the trailing twelve months is around 2.98%, more than USRT's 2.62% yield.


PositionTTM20252024202320222021202020192018201720162015
IQQ7.DE
iShares US Property Yield UCITS ETF
2.98%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
2.62%3.07%2.85%3.18%3.46%2.27%3.12%3.34%5.66%3.44%3.98%3.59%

Frequently Asked Questions


IQQ7.DE and USRT have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USRT is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USRT is cheaper with a 0.08% expense ratio, compared with 0.40% for IQQ7.DE.

IQQ7.DE tracks FTSE EPRA/NAREIT United States Dividend+, while USRT tracks FTSE NAREIT Equity REITs Index. Their fees differ too: 0.40% for IQQ7.DE and 0.08% for USRT.

Portfolio Optimizer

Find the right allocation for IQQ7.DE and USRT

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