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IYR vs. FPRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYR vs. FPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Real Estate ETF (IYR) and Fidelity Real Estate Investment ETF (FPRO). 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 lower than FPRO's 9.97% 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%

FPRO

1D
0.12%
1M
-1.08%
YTD
9.97%
6M
9.24%
1Y
10.32%
3Y*
9.14%
5Y*
3.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYR vs. FPRO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IYR
iShares U.S. Real Estate ETF
6.81%3.38%4.41%11.89%-25.51%34.93%
FPRO
Fidelity Real Estate Investment ETF
9.97%2.60%5.63%10.93%-25.02%40.13%

Correlation

The correlation between IYR and FPRO is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.98

The correlation between IYR and FPRO has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

IYR vs. FPRO - Sectors Allocation Comparison


Sectors
IYR
FPRO

Real Estate

97.9%
99.4%

Basic Materials

1.3%

-

Communication Services

0.6%
0.6%

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Technology

-

-

Utilities

-

-

Real Estate

IYR
97.9%
FPRO
99.4%

Basic Materials

IYR
1.3%
FPRO

-

Communication Services

IYR
0.6%
FPRO
0.6%

Consumer Cyclical

IYR

-

FPRO

-

Consumer Defensive

IYR

-

FPRO

-

Energy

IYR

-

FPRO

-

Financial Services

IYR

-

FPRO

-

Healthcare

IYR

-

FPRO

-

Industrials

IYR

-

FPRO

-

Technology

IYR

-

FPRO

-

Utilities

IYR

-

FPRO

-

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Return for Risk

IYR vs. FPRO — 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

FPRO
FPRO Risk / Return Rank: 2424
Overall Rank
FPRO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FPRO Sortino Ratio Rank: 2121
Sortino Ratio Rank
FPRO Omega Ratio Rank: 2121
Omega Ratio Rank
FPRO Calmar Ratio Rank: 2828
Calmar Ratio Rank
FPRO Martin Ratio Rank: 2727
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. FPRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Real Estate ETF (IYR) and Fidelity Real Estate Investment ETF (FPRO). 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.


IYRFPRODifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.20

Omega ratioGain probability vs. loss probability

1.12

1.14

-0.02

Calmar ratioReturn relative to maximum drawdown

0.99

1.35

-0.36

Martin ratioReturn relative to average drawdown

3.10

3.88

-0.78

IYR vs. FPRO - Sharpe Ratio Comparison

The current IYR Sharpe Ratio is 0.64, which is comparable to the FPRO Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of IYR and FPRO, 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


IYRFPRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.79

-0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.17

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.35

-0.03

Drawdowns

IYR vs. FPRO - Drawdown Comparison

The maximum IYR drawdown since its inception was -74.13%, which is greater than FPRO's maximum drawdown of -32.81%. Use the drawdown chart below to compare losses from any high point for IYR and FPRO.


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Drawdown Indicators


IYRFPRODifference

Max Drawdown

Largest peak-to-trough decline

-74.13%

-32.81%

-41.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

-7.67%

-0.87%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-16.83%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

-32.81%

-0.94%

Max Drawdown (10Y)

Largest decline over 10 years

-42.32%

Current Drawdown

Current decline from peak

-3.91%

-2.73%

-1.18%

Average Drawdown

Average peak-to-trough decline

-12.91%

-12.66%

-0.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.67%

+0.06%

Volatility

IYR vs. FPRO - Volatility Comparison

iShares U.S. Real Estate ETF (IYR) and Fidelity Real Estate Investment ETF (FPRO) have volatilities of 3.69% and 3.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYRFPRODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.69%

3.54%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.35%

9.13%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

13.19%

13.10%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.71%

18.62%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.31%

18.37%

+1.94%

IYR vs. FPRO - Expense Ratio Comparison

IYR has a 0.42% expense ratio, which is lower than FPRO's 0.59% expense ratio.


Dividends

IYR vs. FPRO - Dividend Comparison

IYR's dividend yield for the trailing twelve months is around 2.25%, less than FPRO's 2.57% yield.


PositionTTM20252024202320222021202020192018201720162015
FPRO
Fidelity Real Estate Investment ETF
2.57%2.69%2.50%2.83%2.67%1.69%0.00%0.00%0.00%0.00%0.00%0.00%
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


With a correlation of 0.97, IYR and FPRO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IYR has higher volatility (3.69%) compared to FPRO (3.54%). In terms of maximum drawdown, IYR dropped -74.13% vs FPRO's -32.81%.

On 5-year performance, FPRO leads with 3.13% vs 2.02% for IYR. On fees, IYR is cheaper at 0.42% per year. On volatility, FPRO has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FPRO has performed better with a 3.13% return vs 2.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYR is cheaper with a 0.42% expense ratio, compared with 0.59% for FPRO.

FPRO has the higher dividend yield at 2.57%, compared with 2.25% for IYR.

They also come from different issuers: iShares and Fidelity. Their fees differ too: 0.42% for IYR and 0.59% for FPRO.

FPRO currently has the higher Sharpe Ratio (0.79 vs 0.64), 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

Find the right allocation for IYR and FPRO

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