IRET vs. EGGY

Last updated Jun 23, 2026

IRET (iREIT MarketVector Quality REIT Index ETF) and EGGY (NestYield Dynamic Income ETF) are both exchange-traded funds - IRET is a REIT fund tracking the iREIT MarketVector Quality REIT Index, while EGGY is a Derivative Income fund actively managed by NestYield. IRET is passively managed, while EGGY is actively managed. At a 0.04 correlation, their price movements are largely independent. IRET charges 0.60%/yr vs 0.95%/yr for EGGY.

Performance

IRET vs. EGGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iREIT MarketVector Quality REIT Index ETF (IRET) and NestYield Dynamic Income ETF (EGGY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

IRET

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

EGGY

• 1D: 3.47%
• 1M: 17.02%
• YTD: 50.49%
• 6M: 48.12%
• 1Y: 62.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IRET vs. EGGY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IRET iREIT MarketVector Quality REIT Index ETF	14.33%	-0.94%	-1.09%
EGGY NestYield Dynamic Income ETF	50.49%	16.46%	-0.91%

Correlation

The correlation between IRET and EGGY is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.07
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024	0.04

The correlation between IRET and EGGY shifts across timeframes, from -0.07 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

Return for Risk

IRET vs. EGGY — Risk / Return Rank

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

IRET

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EGGY

EGGY Risk / Return Rank: 59
EGGY Sharpe Ratio Rank: 62
EGGY Sortino Ratio Rank: 51
EGGY Omega Ratio Rank: 58
EGGY Calmar Ratio Rank: 70
EGGY Martin Ratio Rank: 51

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.

IRET vs. EGGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iREIT MarketVector Quality REIT Index ETF (IRET) and NestYield Dynamic Income ETF (EGGY). 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.

	IRET	EGGY	Difference
Sharpe ratio: Return per unit of total volatility	—	1.99	—
Sortino ratio: Return per unit of downside risk	—	2.41	—
Omega ratio: Gain probability vs. loss probability	—	1.35	—
Calmar ratio: Return relative to maximum drawdown	—	3.43	—
Martin ratio: Return relative to average drawdown	—	8.52	—

Drawdowns

Drawdown Indicators

	IRET	EGGY	Difference
Max Drawdown Largest peak-to-trough decline	—	-18.34%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-18.34%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-5.22%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.38%	—

Volatility

Volatility by Period

	IRET	EGGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	14.36%	—
Volatility (6M) Calculated over the trailing 6-month period	—	26.34%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	31.63%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	30.04%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	30.04%	—

IRET vs. EGGY - Expense Ratio Comparison

IRET has a 0.60% expense ratio, which is lower than EGGY's 0.95% expense ratio.

Dividends

IRET vs. EGGY - Dividend Comparison

IRET's dividend yield for the trailing twelve months is around 3.79%, less than EGGY's 23.71% yield.

Position	TTM	2025	2024
EGGY NestYield Dynamic Income ETF	23.71%	28.26%	0.00%
IRET iREIT MarketVector Quality REIT Index ETF	3.79%	5.14%	3.52%

Frequently Asked Questions

Can I hold both IRET and EGGY in my portfolio?

IRET and EGGY have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IRET or EGGY?

On fees, IRET is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IRET or EGGY?

IRET is cheaper with a 0.60% expense ratio, compared with 0.95% for EGGY.

Which ETF pays a higher dividend yield, IRET or EGGY?

EGGY has the higher dividend yield at 23.71%, compared with 3.79% for IRET.

What is the main difference between IRET and EGGY?

IRET is categorized as REIT, while EGGY is Derivative Income. They also come from different issuers: iREIT and NestYield. Their fees differ too: 0.60% for IRET and 0.95% for EGGY.