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IYR vs. ACR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYR vs. ACR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Real Estate ETF (IYR) and ACRES Commercial Realty Corp. (ACR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYR achieves a 6.81% return, which is significantly higher than ACR's -10.54% return. Over the past 10 years, IYR has outperformed ACR with an annualized return of 5.47%, while ACR has yielded a comparatively lower -4.70% annualized return.


IYR

1D
0.01%
1M
-1.60%
YTD
6.81%
6M
5.67%
1Y
8.44%
3Y*
8.68%
5Y*
2.02%
10Y*
5.47%

ACR

1D
-6.38%
1M
-12.31%
YTD
-10.54%
6M
-15.23%
1Y
2.58%
3Y*
30.85%
5Y*
2.91%
10Y*
-4.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYR vs. ACR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYR
iShares U.S. Real Estate ETF
6.81%3.38%4.41%11.89%-25.51%38.74%-5.23%28.21%-4.33%9.31%
ACR
ACRES Commercial Realty Corp.
-10.54%32.14%67.88%16.46%-33.76%4.18%-66.22%28.24%12.00%14.79%

Correlation

The correlation between IYR and ACR is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

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

0.23

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

0.25

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

0.31

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2006

0.45

The correlation between IYR and ACR shifts across timeframes, from 0.23 (3 years) to 0.45 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IYR vs. ACR — Risk / Return Rank

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

IYR
IYR Risk / Return Rank: 2020
Overall Rank
IYR Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IYR Sortino Ratio Rank: 1818
Sortino Ratio Rank
IYR Omega Ratio Rank: 1818
Omega Ratio Rank
IYR Calmar Ratio Rank: 2121
Calmar Ratio Rank
IYR Martin Ratio Rank: 2424
Martin Ratio Rank

ACR
ACR Risk / Return Rank: 4141
Overall Rank
ACR Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
ACR Sortino Ratio Rank: 3838
Sortino Ratio Rank
ACR Omega Ratio Rank: 3737
Omega Ratio Rank
ACR Calmar Ratio Rank: 4343
Calmar Ratio Rank
ACR Martin Ratio Rank: 4242
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.

IYR vs. ACR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Real Estate ETF (IYR) and ACRES Commercial Realty Corp. (ACR). 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.


IYRACRDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.12

1.04

+0.08

Calmar ratioReturn relative to maximum drawdown

0.99

0.10

+0.89

Martin ratioReturn relative to average drawdown

3.10

0.21

+2.89

IYR vs. ACR - Sharpe Ratio Comparison

The current IYR Sharpe Ratio is 0.64, which is higher than the ACR Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of IYR and ACR, 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


IYRACRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.09

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.08

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

-0.08

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

-0.03

+0.35

Drawdowns

IYR vs. ACR - Drawdown Comparison

The maximum IYR drawdown since its inception was -74.13%, smaller than the maximum ACR drawdown of -92.50%. Use the drawdown chart below to compare losses from any high point for IYR and ACR.


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Drawdown Indicators


IYRACRDifference

Max Drawdown

Largest peak-to-trough decline

-74.13%

-92.50%

+18.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

-25.62%

+17.08%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-29.70%

+12.18%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

-61.70%

+27.95%

Max Drawdown (10Y)

Largest decline over 10 years

-42.32%

-91.51%

+49.19%

Current Drawdown

Current decline from peak

-3.91%

-54.97%

+51.06%

Average Drawdown

Average peak-to-trough decline

-12.91%

-40.71%

+27.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

12.46%

-9.73%

Volatility

IYR vs. ACR - Volatility Comparison

The current volatility for iShares U.S. Real Estate ETF (IYR) is 3.69%, while ACRES Commercial Realty Corp. (ACR) has a volatility of 11.81%. This indicates that IYR experiences smaller price fluctuations and is considered to be less risky than ACR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYRACRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

11.81%

-8.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

21.64%

-12.29%

Volatility (1Y)

Calculated over the trailing 1-year period

13.19%

28.96%

-15.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.71%

34.55%

-15.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.31%

60.21%

-39.90%

Dividends

IYR vs. ACR - Dividend Comparison

IYR's dividend yield for the trailing twelve months is around 2.25%, while ACR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ACR
ACRES Commercial Realty Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%8.04%4.74%2.13%15.73%18.34%
IYR
iShares U.S. Real Estate ETF
2.25%2.48%2.57%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%

Frequently Asked Questions


IYR and ACR have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACR has higher volatility (11.81%) compared to IYR (3.69%). In terms of maximum drawdown, IYR dropped -74.13% vs ACR's -92.50%.

IYR currently has the higher Sharpe Ratio (0.64 vs 0.09), 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.

Portfolio Optimizer

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