IVR vs. IYR
Compare and contrast key facts about Invesco Mortgage Capital Inc. (IVR) and iShares U.S. Real Estate ETF (IYR).
IYR is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Real Estate Index. It was launched on Jun 12, 2000.
Performance
IVR vs. IYR - Performance Comparison
Loading graphics...
IVR vs. IYR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVR Invesco Mortgage Capital Inc. | -0.81% | 24.87% | 9.03% | -14.30% | -44.56% | -9.34% | -72.54% | 28.97% | -6.81% | 34.61% |
IYR iShares U.S. Real Estate ETF | 1.34% | 3.38% | 4.41% | 11.89% | -25.51% | 38.74% | -5.23% | 28.21% | -4.33% | 9.31% |
Returns By Period
In the year-to-date period, IVR achieves a -0.81% return, which is significantly lower than IYR's 1.34% return. Over the past 10 years, IVR has underperformed IYR with an annualized return of -10.38%, while IYR has yielded a comparatively higher 5.06% annualized return.
IVR
- 1D
- -1.11%
- 1M
- -2.94%
- YTD
- -0.81%
- 6M
- 17.02%
- 1Y
- 24.01%
- 3Y*
- 8.12%
- 5Y*
- -14.03%
- 10Y*
- -10.38%
IYR
- 1D
- 0.34%
- 1M
- -6.30%
- YTD
- 1.34%
- 6M
- -1.15%
- 1Y
- 1.38%
- 3Y*
- 6.47%
- 5Y*
- 2.87%
- 10Y*
- 5.06%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IVR vs. IYR — Risk / Return Rank
IVR
IYR
IVR vs. IYR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Mortgage Capital Inc. (IVR) and iShares U.S. Real Estate ETF (IYR). 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.
| IVR | IYR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 0.09 | +0.81 |
Sortino ratioReturn per unit of downside risk | 1.33 | 0.23 | +1.10 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.03 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 0.12 | +1.40 |
Martin ratioReturn relative to average drawdown | 4.60 | 0.45 | +4.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| IVR | IYR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 0.09 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.39 | 0.15 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.19 | 0.25 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.32 | -0.39 |
Correlation
The correlation between IVR and IYR is 0.48, 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
IVR vs. IYR - Dividend Comparison
IVR's dividend yield for the trailing twelve months is around 21.78%, more than IYR's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVR Invesco Mortgage Capital Inc. | 21.78% | 16.41% | 19.88% | 25.40% | 26.32% | 12.59% | 31.66% | 11.11% | 14.95% | 9.14% | 10.96% | 13.72% |
IYR iShares U.S. Real Estate ETF | 2.37% | 2.48% | 2.57% | 2.75% | 2.92% | 2.06% | 2.58% | 3.05% | 3.53% | 3.73% | 4.41% | 3.92% |
Drawdowns
IVR vs. IYR - Drawdown Comparison
The maximum IVR drawdown since its inception was -92.55%, which is greater than IYR's maximum drawdown of -74.13%. Use the drawdown chart below to compare losses from any high point for IVR and IYR.
Loading graphics...
Drawdown Indicators
| IVR | IYR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.55% | -74.13% | -18.42% |
Max Drawdown (1Y)Largest decline over 1 year | -17.10% | -12.20% | -4.90% |
Max Drawdown (5Y)Largest decline over 5 years | -77.65% | -33.75% | -43.90% |
Max Drawdown (10Y)Largest decline over 10 years | -92.55% | -42.32% | -50.23% |
Current DrawdownCurrent decline from peak | -85.43% | -8.83% | -76.60% |
Average DrawdownAverage peak-to-trough decline | -35.32% | -12.97% | -22.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.73% | 3.22% | +2.51% |
Volatility
IVR vs. IYR - Volatility Comparison
Invesco Mortgage Capital Inc. (IVR) has a higher volatility of 9.92% compared to iShares U.S. Real Estate ETF (IYR) at 4.61%. This indicates that IVR's price experiences larger fluctuations and is considered to be riskier than IYR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| IVR | IYR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.92% | 4.61% | +5.31% |
Volatility (6M)Calculated over the trailing 6-month period | 17.90% | 9.34% | +8.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.87% | 16.21% | +10.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.53% | 18.69% | +17.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.12% | 20.30% | +35.82% |