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IYR vs. IYE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYR vs. IYE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Real Estate ETF (IYR) and iShares U.S. Energy ETF (IYE). 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 11.47% return, which is significantly lower than IYE's 28.97% return. Over the past 10 years, IYR has underperformed IYE with an annualized return of 5.97%, while IYE has yielded a comparatively higher 8.66% annualized return.


IYR

1D
0.89%
1M
3.00%
YTD
11.47%
6M
11.46%
1Y
12.40%
3Y*
9.71%
5Y*
2.47%
10Y*
5.97%

IYE

1D
0.76%
1M
-0.93%
YTD
28.97%
6M
27.79%
1Y
33.59%
3Y*
15.75%
5Y*
19.07%
10Y*
8.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYR vs. IYE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYR
iShares U.S. Real Estate ETF
11.47%3.38%4.41%11.89%-25.51%38.74%-5.23%28.21%-4.33%9.31%
IYE
iShares U.S. Energy ETF
28.97%7.33%6.06%-2.21%60.21%53.42%-33.49%10.03%-19.37%-1.80%

Correlation

The correlation between IYR and IYE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.23

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

0.27

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2000

0.37

Over the past year, the correlation between IYR and IYE has dropped to 0.07 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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Return for Risk

IYR vs. IYE — Risk / Return Rank

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

IYR
IYR Risk / Return Rank: 2828
Overall Rank
IYR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IYR Sortino Ratio Rank: 2525
Sortino Ratio Rank
IYR Omega Ratio Rank: 2525
Omega Ratio Rank
IYR Calmar Ratio Rank: 3131
Calmar Ratio Rank
IYR Martin Ratio Rank: 3232
Martin Ratio Rank

IYE
IYE Risk / Return Rank: 6060
Overall Rank
IYE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IYE Sortino Ratio Rank: 5757
Sortino Ratio Rank
IYE Omega Ratio Rank: 5454
Omega Ratio Rank
IYE Calmar Ratio Rank: 6969
Calmar Ratio Rank
IYE Martin Ratio Rank: 5555
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. IYE - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IYRIYEDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.15

Omega ratioGain probability vs. loss probability

1.15

1.29

-0.14

Calmar ratioReturn relative to maximum drawdown

1.34

3.03

-1.69

Martin ratioReturn relative to average drawdown

4.19

8.58

-4.39

IYR vs. IYE - Sharpe Ratio Comparison

The current IYR Sharpe Ratio is 0.84, which is lower than the IYE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of IYR and IYE, 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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Drawdowns

IYR vs. IYE - Drawdown Comparison

The maximum IYR drawdown since its inception was -74.13%, roughly equal to the maximum IYE drawdown of -73.74%. Use the drawdown chart below to compare losses from any high point for IYR and IYE.


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Drawdown Indicators


IYRIYEDifference

Max Drawdown

Largest peak-to-trough decline

-74.13%

-73.74%

-0.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

-11.92%

+3.38%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-20.37%

+2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

-25.61%

-8.14%

Max Drawdown (10Y)

Largest decline over 10 years

-42.32%

-68.59%

+26.27%

Current Drawdown

Current decline from peak

0.00%

-7.87%

+7.87%

Average Drawdown

Average peak-to-trough decline

-12.89%

-19.35%

+6.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

4.21%

-1.48%

Volatility

IYR vs. IYE - Volatility Comparison

The current volatility for iShares U.S. Real Estate ETF (IYR) is 4.80%, while iShares U.S. Energy ETF (IYE) has a volatility of 6.96%. This indicates that IYR experiences smaller price fluctuations and is considered to be less risky than IYE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYRIYEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

6.96%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

16.36%

-6.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

20.04%

-6.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.76%

25.75%

-6.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.34%

29.51%

-9.17%

IYR vs. IYE - Expense Ratio Comparison

Both IYR and IYE have an expense ratio of 0.42%.


Dividends

IYR vs. IYE - Dividend Comparison

IYR's dividend yield for the trailing twelve months is around 2.15%, less than IYE's 2.18% yield.


PositionTTM20252024202320222021202020192018201720162015
IYE
iShares U.S. Energy ETF
2.18%2.85%2.75%2.99%3.37%2.98%4.75%6.60%3.16%2.66%2.11%3.39%
IYR
iShares U.S. Real Estate ETF
2.15%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 IYE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYE has higher volatility (6.96%) compared to IYR (4.80%). In terms of maximum drawdown, IYR dropped -74.13% vs IYE's -73.74%.

On 10-year performance, IYE leads with 8.66% vs 5.97% for IYR. Both ETFs have the same 0.42% expense ratio. On volatility, IYR has been the lower-risk option at 4.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IYE has performed better with a 8.66% return vs 5.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYR and IYE have the same expense ratio: 0.42% per year.

IYE has the higher dividend yield at 2.18%, compared with 2.15% for IYR.

IYR is categorized as REIT, while IYE is Energy Equities. IYR tracks Dow Jones U.S. Real Estate Index, while IYE tracks Dow Jones U.S. Oil & Gas Index.

IYE currently has the higher Sharpe Ratio (1.81 vs 0.84), 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 IYE

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