IYR vs. IVR
Compare and contrast key facts about iShares U.S. Real Estate ETF (IYR) and Invesco Mortgage Capital Inc. (IVR).
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
IYR vs. IVR - Performance Comparison
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IYR vs. IVR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Returns By Period
In the year-to-date period, IYR achieves a 1.34% return, which is significantly higher than IVR's -0.81% return. Over the past 10 years, IYR has outperformed IVR with an annualized return of 5.06%, while IVR has yielded a comparatively lower -10.38% annualized return.
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%
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%
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Return for Risk
IYR vs. IVR — Risk / Return Rank
IYR
IVR
IYR vs. IVR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Real Estate ETF (IYR) and Invesco Mortgage Capital Inc. (IVR). 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.
| IYR | IVR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.09 | 0.90 | -0.81 |
Sortino ratioReturn per unit of downside risk | 0.23 | 1.33 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.18 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.12 | 1.51 | -1.40 |
Martin ratioReturn relative to average drawdown | 0.45 | 4.60 | -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. | |||
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Sharpe Ratios by Period
| IYR | IVR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 0.90 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | -0.39 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | -0.19 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | -0.08 | +0.39 |
Correlation
The correlation between IYR and IVR 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
IYR vs. IVR - Dividend Comparison
IYR's dividend yield for the trailing twelve months is around 2.37%, less than IVR's 21.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
IYR vs. IVR - Drawdown Comparison
The maximum IYR drawdown since its inception was -74.13%, smaller than the maximum IVR drawdown of -92.55%. Use the drawdown chart below to compare losses from any high point for IYR and IVR.
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Drawdown Indicators
| IYR | IVR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.13% | -92.55% | +18.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.20% | -17.10% | +4.90% |
Max Drawdown (5Y)Largest decline over 5 years | -33.75% | -77.65% | +43.90% |
Max Drawdown (10Y)Largest decline over 10 years | -42.32% | -92.55% | +50.23% |
Current DrawdownCurrent decline from peak | -8.83% | -85.43% | +76.60% |
Average DrawdownAverage peak-to-trough decline | -12.97% | -35.32% | +22.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 5.73% | -2.51% |
Volatility
IYR vs. IVR - Volatility Comparison
The current volatility for iShares U.S. Real Estate ETF (IYR) is 4.61%, while Invesco Mortgage Capital Inc. (IVR) has a volatility of 9.92%. This indicates that IYR experiences smaller price fluctuations and is considered to be less risky than IVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IYR | IVR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 9.92% | -5.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 17.90% | -8.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.21% | 26.87% | -10.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.69% | 36.53% | -17.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.30% | 56.12% | -35.82% |