IVRA vs. ABR

Last updated Jun 4, 2026

IVRA (Invesco Real Assets ESG ETF) is ESG fund actively managed by Invesco, while ABR (Arbor Realty Trust, Inc.) is a stock. Over the past 5 years, IVRA returned 7.62%/yr vs -12.88%/yr for ABR. A 0.52 correlation means they provide meaningful diversification when combined.

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.

Returns By Period

In the year-to-date period, IVRA achieves a 11.70% return, which is significantly higher than ABR's -27.11% return.

IVRA

• 1D: 0.00%
• 1M: 0.00%
• YTD: 11.70%
• 6M: 12.41%
• 1Y: 15.73%
• 3Y*: 15.46%
• 5Y*: 7.62%
• 10Y*: —

ABR

• 1D: -2.21%
• 1M: -30.75%
• YTD: -27.11%
• 6M: -37.77%
• 1Y: -38.26%
• 3Y*: -17.08%
• 5Y*: -12.88%
• 10Y*: 7.91%

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

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.	-27.11%	-36.65%	3.16%	29.73%	-20.73%	39.42%	1.72%

Correlation

The correlation between IVRA and ABR is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.53
Correlation (All Time) Calculated using the full available price history since Dec 23, 2020	0.52

The correlation between IVRA and ABR shifts across timeframes, from 0.37 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.

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: 58
IVRA Sharpe Ratio Rank: 50
IVRA Sortino Ratio Rank: 51
IVRA Omega Ratio Rank: 57
IVRA Calmar Ratio Rank: 69
IVRA Martin Ratio Rank: 66

ABR

ABR Risk / Return Rank: 8
ABR Sharpe Ratio Rank: 6
ABR Sortino Ratio Rank: 8
ABR Omega Ratio Rank: 8
ABR Calmar Ratio Rank: 14
ABR Martin Ratio Rank: 7

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	1.72	-0.94	+2.66
Sortino ratio Return per unit of downside risk	2.49	-1.23	+3.72
Omega ratio Gain probability vs. loss probability	1.36	0.84	+0.52
Calmar ratio Return relative to maximum drawdown	3.46	-0.72	+4.18
Martin ratio Return relative to average drawdown	12.02	-1.43	+13.46
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 1.72, which is higher than the ABR Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of IVRA and ABR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IVRA	ABR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.72	-0.94	+2.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.46	-0.35	+0.81
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	0.05	+0.68

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	-4.60%	-53.05%	+48.45%
Max Drawdown (3Y) Largest decline over 3 years	-15.03%	-57.96%	+42.93%
Max Drawdown (5Y) Largest decline over 5 years	-25.99%	-57.96%	+31.97%
Max Drawdown (10Y) Largest decline over 10 years	—	-72.76%	—
Current Drawdown Current decline from peak	-0.92%	-57.96%	+57.04%
Average Drawdown Average peak-to-trough decline	-7.27%	-41.86%	+34.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.32%	26.77%	-25.45%

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 21.37%. 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%	21.37%	-21.37%
Volatility (6M) Calculated over the trailing 6-month period	5.45%	33.44%	-27.99%
Volatility (1Y) Calculated over the trailing 1-year period	9.27%	40.99%	-31.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.58%	37.09%	-20.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.39%	40.39%	-24.00%

Dividends

IVRA vs. ABR - Dividend Comparison

IVRA's dividend yield for the trailing twelve months is around 16.99%, less than ABR's 20.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABR Arbor Realty Trust, Inc.	20.19%	17.14%	12.42%	11.07%	11.68%	7.53%	8.67%	7.94%	11.22%	8.33%	8.31%	8.11%
IVRA Invesco Real Assets ESG ETF	16.99%	5.68%	3.71%	2.47%	2.30%	3.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IVRA and ABR in my portfolio?

IVRA and ABR have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IVRA or ABR?

ABR has higher volatility (21.37%) compared to IVRA (0.00%). In terms of maximum drawdown, IVRA dropped -25.99% vs ABR's -97.76%.

Which has better risk-adjusted returns?

IVRA currently has the higher Sharpe Ratio (1.72 vs -0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.