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IYR vs. IYT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYR vs. IYT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Real Estate ETF (IYR) and iShares Transportation Average ETF (IYT). 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 IYT's 16.53% return. Over the past 10 years, IYR has underperformed IYT with an annualized return of 5.97%, while IYT has yielded a comparatively higher 11.08% 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%

IYT

1D
0.45%
1M
7.88%
YTD
16.53%
6M
13.90%
1Y
34.06%
3Y*
14.84%
5Y*
6.47%
10Y*
11.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYR vs. IYT - 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%
IYT
iShares Transportation Average ETF
16.53%11.48%4.10%24.62%-21.74%26.41%14.20%20.11%-12.87%18.89%

Correlation

The correlation between IYR and IYT is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.54

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

0.59

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

0.51

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2003

0.58

The correlation between IYR and IYT has been stable across timeframes, ranging from 0.50 to 0.59 - a consistent structural relationship.

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Return for Risk

IYR vs. IYT — 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

IYT
IYT Risk / Return Rank: 5353
Overall Rank
IYT Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IYT Sortino Ratio Rank: 5151
Sortino Ratio Rank
IYT Omega Ratio Rank: 4949
Omega Ratio Rank
IYT Calmar Ratio Rank: 6161
Calmar Ratio Rank
IYT Martin Ratio Rank: 5656
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. IYT - Risk-Adjusted Trends Comparison

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


IYRIYTDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.15

1.27

-0.12

Calmar ratioReturn relative to maximum drawdown

1.34

2.63

-1.29

Martin ratioReturn relative to average drawdown

4.19

8.56

-4.38

IYR vs. IYT - Sharpe Ratio Comparison

The current IYR Sharpe Ratio is 0.84, which is lower than the IYT Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of IYR and IYT, 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. IYT - Drawdown Comparison

The maximum IYR drawdown since its inception was -74.13%, which is greater than IYT's maximum drawdown of -60.39%. Use the drawdown chart below to compare losses from any high point for IYR and IYT.


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Drawdown Indicators


IYRIYTDifference

Max Drawdown

Largest peak-to-trough decline

-74.13%

-60.39%

-13.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

-12.09%

+3.55%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-26.35%

+8.83%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

-29.15%

-4.60%

Max Drawdown (10Y)

Largest decline over 10 years

-42.32%

-41.28%

-1.04%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-12.89%

-9.30%

-3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

3.71%

-0.98%

Volatility

IYR vs. IYT - Volatility Comparison

The current volatility for iShares U.S. Real Estate ETF (IYR) is 4.80%, while iShares Transportation Average ETF (IYT) has a volatility of 6.45%. This indicates that IYR experiences smaller price fluctuations and is considered to be less risky than IYT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYRIYTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

6.45%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

15.94%

-6.07%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

20.61%

-7.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.76%

22.38%

-3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.34%

23.18%

-2.84%

IYR vs. IYT - Expense Ratio Comparison

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


Dividends

IYR vs. IYT - Dividend Comparison

IYR's dividend yield for the trailing twelve months is around 2.15%, more than IYT's 0.93% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
IYT
iShares Transportation Average ETF
0.93%1.00%1.08%1.26%1.40%0.77%0.93%1.29%1.35%0.92%0.96%1.28%

Frequently Asked Questions


IYR and IYT have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYT has higher volatility (6.45%) compared to IYR (4.80%). In terms of maximum drawdown, IYR dropped -74.13% vs IYT's -60.39%.

On 10-year performance, IYT leads with 11.08% 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, IYT has performed better with a 11.08% return vs 5.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IYR has the higher dividend yield at 2.15%, compared with 0.93% for IYT.

IYR is categorized as REIT, while IYT is Transportation Equities. IYR tracks Dow Jones U.S. Real Estate Index, while IYT tracks Dow Jones Transportation Average Index.

IYT currently has the higher Sharpe Ratio (1.54 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 IYT

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