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IYR vs. PSR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYR vs. PSR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Real Estate ETF (IYR) and Invesco Active U.S. Real Estate Fund (PSR). 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 9.06% return, which is significantly lower than PSR's 14.74% return. Both investments have delivered pretty close results over the past 10 years, with IYR having a 5.61% annualized return and PSR not far ahead at 5.73%.


IYR

1D
1.15%
1M
-0.59%
YTD
9.06%
6M
9.39%
1Y
9.98%
3Y*
10.10%
5Y*
2.37%
10Y*
5.61%

PSR

1D
1.10%
1M
0.20%
YTD
14.74%
6M
15.23%
1Y
14.47%
3Y*
10.60%
5Y*
2.48%
10Y*
5.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYR vs. PSR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYR
iShares U.S. Real Estate ETF
9.06%3.38%4.41%11.89%-25.51%38.74%-5.23%28.21%-4.33%9.31%
PSR
Invesco Active U.S. Real Estate Fund
14.74%2.63%1.79%8.34%-25.52%41.71%-6.04%28.76%-4.58%11.95%

Correlation

The correlation between IYR and PSR 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 (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2008

0.86

The correlation between IYR and PSR shifts across timeframes, from 0.86 (all time) to 0.98 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IYR vs. PSR — Risk / Return Rank

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

IYR
IYR Risk / Return Rank: 2323
Overall Rank
IYR Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IYR Sortino Ratio Rank: 2020
Sortino Ratio Rank
IYR Omega Ratio Rank: 1919
Omega Ratio Rank
IYR Calmar Ratio Rank: 2525
Calmar Ratio Rank
IYR Martin Ratio Rank: 2828
Martin Ratio Rank

PSR
PSR Risk / Return Rank: 3232
Overall Rank
PSR Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PSR Sortino Ratio Rank: 2828
Sortino Ratio Rank
PSR Omega Ratio Rank: 2929
Omega Ratio Rank
PSR Calmar Ratio Rank: 3636
Calmar Ratio Rank
PSR Martin Ratio Rank: 3636
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. PSR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Real Estate ETF (IYR) and Invesco Active U.S. Real Estate Fund (PSR). 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.


IYRPSRDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.13

1.19

-0.06

Calmar ratioReturn relative to maximum drawdown

1.17

1.74

-0.57

Martin ratioReturn relative to average drawdown

3.64

5.45

-1.81

IYR vs. PSR - Sharpe Ratio Comparison

The current IYR Sharpe Ratio is 0.72, which is lower than the PSR Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of IYR and PSR, 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. PSR - Drawdown Comparison

The maximum IYR drawdown since its inception was -74.13%, which is greater than PSR's maximum drawdown of -42.31%. Use the drawdown chart below to compare losses from any high point for IYR and PSR.


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Drawdown Indicators


IYRPSRDifference

Max Drawdown

Largest peak-to-trough decline

-74.13%

-42.31%

-31.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

-8.33%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-16.58%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

-34.81%

+1.06%

Max Drawdown (10Y)

Largest decline over 10 years

-42.32%

-42.31%

-0.01%

Current Drawdown

Current decline from peak

-2.17%

-3.28%

+1.11%

Average Drawdown

Average peak-to-trough decline

-12.89%

-9.31%

-3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.66%

+0.09%

Volatility

IYR vs. PSR - Volatility Comparison

iShares U.S. Real Estate ETF (IYR) and Invesco Active U.S. Real Estate Fund (PSR) have volatilities of 5.22% and 5.14%, 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


IYRPSRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

5.14%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

10.40%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

13.90%

13.76%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.77%

18.57%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.37%

20.35%

+0.02%

IYR vs. PSR - Expense Ratio Comparison

IYR has a 0.38% expense ratio, which is higher than PSR's 0.35% expense ratio.


Dividends

IYR vs. PSR - Dividend Comparison

IYR's dividend yield for the trailing twelve months is around 2.23%, less than PSR's 3.14% yield.


PositionTTM20252024202320222021202020192018201720162015
IYR
iShares U.S. Real Estate ETF
2.23%2.48%2.57%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%
PSR
Invesco Active U.S. Real Estate Fund
2.57%2.56%3.06%2.93%2.95%2.12%3.09%2.55%2.64%0.14%3.60%3.20%

Frequently Asked Questions


With a correlation of 0.97, IYR and PSR 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 (5.22%) compared to PSR (5.14%). In terms of maximum drawdown, IYR dropped -74.13% vs PSR's -42.31%.

On 10-year performance, PSR leads with 5.73% vs 5.61% for IYR. On fees, PSR is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PSR has performed better with a 5.73% return vs 5.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSR is cheaper with a 0.35% expense ratio, compared with 0.38% for IYR.

PSR has the higher dividend yield at 3.14%, compared with 2.23% for IYR.

They also come from different issuers: iShares and Invesco. Their fees differ too: 0.38% for IYR and 0.35% for PSR.

PSR currently has the higher Sharpe Ratio (1.06 vs 0.72), 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 PSR

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