IVRA vs. ABR

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco Real Assets ESG ETF (IVRA) and Arbor Realty Trust, Inc. (ABR).

IVRA is an actively managed fund by Invesco. It was launched on Dec 22, 2020.

Performance

IVRA vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Real Assets ESG ETF (IVRA) and Arbor Realty Trust, Inc. (ABR). The values are adjusted to include any dividend payments, if applicable.

IVRA vs. ABR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
IVRA Invesco Real Assets ESG ETF	11.70%	10.20%	13.07%	9.13%	-10.00%	32.74%	1.58%
ABR Arbor Realty Trust, Inc.	2.99%	-36.65%	3.16%	29.73%	-20.73%	39.42%	1.72%

Returns By Period

In the year-to-date period, IVRA achieves a 11.70% return, which is significantly higher than ABR's 2.99% return.

IVRA

• 1D: 0.00%
• 1M: 0.00%
• YTD: 11.70%
• 6M: 10.98%
• 1Y: 16.21%
• 3Y*: 14.07%
• 5Y*: 9.85%
• 10Y*: —

ABR

• 1D: 4.90%
• 1M: 0.78%
• YTD: 2.99%
• 6M: -32.31%
• 1Y: -25.79%
• 3Y*: -0.88%
• 5Y*: -3.65%
• 10Y*: 12.30%

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

Return for Risk

IVRA vs. ABR — Risk / Return Rank

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

IVRA

IVRA Risk / Return Rank: 66
IVRA Sharpe Ratio Rank: 67
IVRA Sortino Ratio Rank: 66
IVRA Omega Ratio Rank: 68
IVRA Calmar Ratio Rank: 54
IVRA Martin Ratio Rank: 74

ABR

ABR Risk / Return Rank: 17
ABR Sharpe Ratio Rank: 14
ABR Sortino Ratio Rank: 15
ABR Omega Ratio Rank: 16
ABR Calmar Ratio Rank: 20
ABR Martin Ratio Rank: 19

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.

IVRA vs. ABR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Real Assets ESG ETF (IVRA) and Arbor Realty Trust, Inc. (ABR). 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.

	IVRA	ABR	Difference
Sharpe ratio Return per unit of total volatility	1.16	-0.64	+1.80
Sortino ratio Return per unit of downside risk	1.65	-0.73	+2.38
Omega ratio Gain probability vs. loss probability	1.25	0.91	+0.34
Calmar ratio Return relative to maximum drawdown	1.36	-0.64	+1.99
Martin ratio Return relative to average drawdown	7.55	-1.20	+8.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IVRA vs. ABR - Sharpe Ratio Comparison

The current IVRA Sharpe Ratio is 1.16, which is higher than the ABR Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of IVRA and ABR, 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

	IVRA	ABR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.16	-0.64	+1.80
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	-0.10	+0.69
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.31	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	0.08	+0.67

Correlation

The correlation between IVRA and ABR is 0.53, 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

IVRA vs. ABR - Dividend Comparison

IVRA's dividend yield for the trailing twelve months is around 17.39%, more than ABR's 15.56% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IVRA Invesco Real Assets ESG ETF	17.39%	5.68%	3.71%	2.47%	2.30%	3.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ABR Arbor Realty Trust, Inc.	15.56%	17.14%	12.42%	11.07%	11.68%	7.53%	8.67%	7.94%	11.22%	8.33%	8.31%	8.11%

Drawdowns

IVRA vs. ABR - Drawdown Comparison

The maximum IVRA drawdown since its inception was -25.99%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for IVRA and ABR.

Drawdown Indicators

	IVRA	ABR	Difference
Max Drawdown Largest peak-to-trough decline	-25.99%	-97.76%	+71.77%
Max Drawdown (1Y) Largest decline over 1 year	-12.39%	-40.49%	+28.10%
Max Drawdown (5Y) Largest decline over 5 years	-25.99%	-46.72%	+20.73%
Max Drawdown (10Y) Largest decline over 10 years	—	-72.76%	—
Current Drawdown Current decline from peak	-0.92%	-40.61%	+39.69%
Average Drawdown Average peak-to-trough decline	-7.48%	-41.83%	+34.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	21.57%	-19.34%

Volatility

IVRA vs. ABR - Volatility Comparison

The current volatility for Invesco Real Assets ESG ETF (IVRA) is 0.00%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 12.40%. This indicates that IVRA experiences smaller price fluctuations and is considered to be less risky than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IVRA	ABR	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	12.40%	-12.40%
Volatility (6M) Calculated over the trailing 6-month period	7.18%	30.52%	-23.34%
Volatility (1Y) Calculated over the trailing 1-year period	14.14%	40.43%	-26.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.73%	36.10%	-19.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.66%	39.77%	-23.11%