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IYR vs. REZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYR and REZ is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


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Performance

IYR vs. REZ - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
5.30%
4.64%
IYR
REZ

Key characteristics

Sharpe Ratio

IYR:

0.21

REZ:

0.71

Sortino Ratio

IYR:

0.40

REZ:

1.06

Omega Ratio

IYR:

1.05

REZ:

1.13

Calmar Ratio

IYR:

0.14

REZ:

0.41

Martin Ratio

IYR:

0.82

REZ:

2.76

Ulcer Index

IYR:

4.19%

REZ:

4.15%

Daily Std Dev

IYR:

15.99%

REZ:

16.21%

Max Drawdown

IYR:

-74.13%

REZ:

-66.84%

Current Drawdown

IYR:

-14.23%

REZ:

-13.15%

Returns By Period

In the year-to-date period, IYR achieves a -1.44% return, which is significantly higher than REZ's -1.91% return. Over the past 10 years, IYR has underperformed REZ with an annualized return of 4.67%, while REZ has yielded a comparatively higher 5.88% annualized return.


IYR

YTD

-1.44%

1M

-7.49%

6M

5.29%

1Y

4.15%

5Y*

2.48%

10Y*

4.67%

REZ

YTD

-1.91%

1M

-6.64%

6M

4.64%

1Y

12.05%

5Y*

3.93%

10Y*

5.88%

*Annualized

Compare stocks, funds, or ETFs

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IYR vs. REZ - Expense Ratio Comparison

IYR has a 0.42% expense ratio, which is lower than REZ's 0.48% expense ratio.


Expense ratio chart for REZ: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for IYR: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

IYR vs. REZ — Risk-Adjusted Performance Rank

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

IYR
The Risk-Adjusted Performance Rank of IYR is 1616
Overall Rank
The Sharpe Ratio Rank of IYR is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of IYR is 1515
Sortino Ratio Rank
The Omega Ratio Rank of IYR is 1515
Omega Ratio Rank
The Calmar Ratio Rank of IYR is 1616
Calmar Ratio Rank
The Martin Ratio Rank of IYR is 1717
Martin Ratio Rank

REZ
The Risk-Adjusted Performance Rank of REZ is 3434
Overall Rank
The Sharpe Ratio Rank of REZ is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of REZ is 3535
Sortino Ratio Rank
The Omega Ratio Rank of REZ is 3333
Omega Ratio Rank
The Calmar Ratio Rank of REZ is 2828
Calmar Ratio Rank
The Martin Ratio Rank of REZ is 3636
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IYR vs. REZ - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for IYR, currently valued at 0.21, compared to the broader market0.002.004.000.210.71
The chart of Sortino ratio for IYR, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.0010.0012.000.401.06
The chart of Omega ratio for IYR, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.13
The chart of Calmar ratio for IYR, currently valued at 0.14, compared to the broader market0.005.0010.0015.000.140.41
The chart of Martin ratio for IYR, currently valued at 0.82, compared to the broader market0.0020.0040.0060.0080.00100.000.822.76
IYR
REZ

The current IYR Sharpe Ratio is 0.21, which is lower than the REZ Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of IYR and REZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.21
0.71
IYR
REZ

Dividends

IYR vs. REZ - Dividend Comparison

IYR's dividend yield for the trailing twelve months is around 2.61%, more than REZ's 2.30% yield.


TTM20242023202220212020201920182017201620152014
IYR
iShares U.S. Real Estate ETF
2.61%2.57%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%3.66%
REZ
iShares Residential Real Estate ETF
2.30%2.26%2.94%3.37%1.81%3.17%2.90%3.63%3.57%5.54%3.18%3.13%

Drawdowns

IYR vs. REZ - Drawdown Comparison

The maximum IYR drawdown since its inception was -74.13%, which is greater than REZ's maximum drawdown of -66.84%. Use the drawdown chart below to compare losses from any high point for IYR and REZ. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.23%
-13.15%
IYR
REZ

Volatility

IYR vs. REZ - Volatility Comparison

iShares U.S. Real Estate ETF (IYR) and iShares Residential Real Estate ETF (REZ) have volatilities of 5.66% and 5.59%, 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
5.66%
5.59%
IYR
REZ