IYR vs. LINE

Last updated Apr 2, 2026

Compare and contrast key facts about iShares U.S. Real Estate ETF (IYR) and Lineage, Inc. (LINE).

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. LINE - Performance Comparison

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

IYR vs. LINE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IYR iShares U.S. Real Estate ETF	1.34%	3.38%	2.82%
LINE Lineage, Inc.	-4.75%	-37.20%	-26.48%

Returns By Period

In the year-to-date period, IYR achieves a 1.34% return, which is significantly higher than LINE's -4.75% 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%

LINE

• 1D: 0.06%
• 1M: -18.25%
• YTD: -4.75%
• 6M: -14.42%
• 1Y: -38.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

IYR vs. LINE — Risk / Return Rank

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

IYR

IYR Risk / Return Rank: 14
IYR Sharpe Ratio Rank: 13
IYR Sortino Ratio Rank: 13
IYR Omega Ratio Rank: 13
IYR Calmar Ratio Rank: 14
IYR Martin Ratio Rank: 15

LINE

LINE Risk / Return Rank: 8
LINE Sharpe Ratio Rank: 5
LINE Sortino Ratio Rank: 7
LINE Omega Ratio Rank: 8
LINE Calmar Ratio Rank: 5
LINE Martin Ratio Rank: 13

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. LINE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Real Estate ETF (IYR) and Lineage, Inc. (LINE). 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	LINE	Difference
Sharpe ratio Return per unit of total volatility	0.09	-0.94	+1.03
Sortino ratio Return per unit of downside risk	0.23	-1.31	+1.54
Omega ratio Gain probability vs. loss probability	1.03	0.84	+0.19
Calmar ratio Return relative to maximum drawdown	0.12	-0.94	+1.06
Martin ratio Return relative to average drawdown	0.45	-1.35	+1.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IYR vs. LINE - Sharpe Ratio Comparison

The current IYR Sharpe Ratio is 0.09, which is higher than the LINE Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of IYR and LINE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IYR	LINE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.09	-0.94	+1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.25	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	-1.07	+1.39

Correlation

The correlation between IYR and LINE is 0.53, 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. LINE - Dividend Comparison

IYR's dividend yield for the trailing twelve months is around 2.37%, less than LINE's 6.45% 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%
LINE Lineage, Inc.	6.45%	6.03%	1.55%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

IYR vs. LINE - Drawdown Comparison

The maximum IYR drawdown since its inception was -74.13%, which is greater than LINE's maximum drawdown of -61.74%. Use the drawdown chart below to compare losses from any high point for IYR and LINE.

Drawdown Indicators

	IYR	LINE	Difference
Max Drawdown Largest peak-to-trough decline	-74.13%	-61.74%	-12.39%
Max Drawdown (1Y) Largest decline over 1 year	-12.20%	-43.42%	+31.22%
Max Drawdown (5Y) Largest decline over 5 years	-33.75%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.32%	—	—
Current Drawdown Current decline from peak	-8.83%	-59.89%	+51.06%
Average Drawdown Average peak-to-trough decline	-12.97%	-39.72%	+26.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	30.11%	-26.89%

Volatility

IYR vs. LINE - Volatility Comparison

The current volatility for iShares U.S. Real Estate ETF (IYR) is 4.61%, while Lineage, Inc. (LINE) has a volatility of 12.58%. This indicates that IYR experiences smaller price fluctuations and is considered to be less risky than LINE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IYR	LINE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.61%	12.58%	-7.97%
Volatility (6M) Calculated over the trailing 6-month period	9.34%	28.00%	-18.66%
Volatility (1Y) Calculated over the trailing 1-year period	16.21%	41.51%	-25.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.69%	36.29%	-17.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.30%	36.29%	-15.99%