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IYR vs. REZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, IYR achieves a 9.06% return, which is significantly lower than REZ's 9.54% return. Over the past 10 years, IYR has underperformed REZ with an annualized return of 5.61%, while REZ has yielded a comparatively higher 6.61% annualized return.


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%

REZ

1D
1.06%
1M
-1.63%
YTD
9.54%
6M
9.75%
1Y
12.37%
3Y*
11.60%
5Y*
3.90%
10Y*
6.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYR vs. REZ - 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%
REZ
iShares Residential Real Estate ETF
9.54%4.80%12.73%10.97%-28.31%47.86%-6.62%24.49%3.89%3.87%

Correlation

The correlation between IYR and REZ is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.91

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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since May 4, 2007

0.90

The correlation between IYR and REZ has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

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Return for Risk

IYR vs. REZ — 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

REZ
REZ Risk / Return Rank: 2626
Overall Rank
REZ Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
REZ Sortino Ratio Rank: 2222
Sortino Ratio Rank
REZ Omega Ratio Rank: 2222
Omega Ratio Rank
REZ Calmar Ratio Rank: 2929
Calmar Ratio Rank
REZ Martin Ratio Rank: 3131
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. REZ - Risk-Adjusted Trends 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.

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.


IYRREZDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.13

1.15

-0.01

Calmar ratioReturn relative to maximum drawdown

1.17

1.42

-0.24

Martin ratioReturn relative to average drawdown

3.64

4.29

-0.65

IYR vs. REZ - Sharpe Ratio Comparison

The current IYR Sharpe Ratio is 0.72, which is comparable to the REZ Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of IYR and REZ, 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. REZ - Drawdown Comparison

The maximum IYR drawdown since its inception was -74.13%, which is greater than REZ's maximum drawdown of -66.87%. Use the drawdown chart below to compare losses from any high point for IYR and REZ.


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Drawdown Indicators


IYRREZDifference

Max Drawdown

Largest peak-to-trough decline

-74.13%

-66.87%

-7.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

-8.76%

+0.22%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-18.39%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

-35.05%

+1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-42.32%

-44.15%

+1.83%

Current Drawdown

Current decline from peak

-2.17%

-2.45%

+0.28%

Average Drawdown

Average peak-to-trough decline

-12.89%

-12.66%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

2.89%

-0.14%

Volatility

IYR vs. REZ - Volatility Comparison

The current volatility for iShares U.S. Real Estate ETF (IYR) is 5.22%, while iShares Residential Real Estate ETF (REZ) has a volatility of 5.73%. This indicates that IYR experiences smaller price fluctuations and is considered to be less risky than REZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYRREZDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

5.73%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

11.43%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

13.90%

14.99%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.77%

18.98%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.37%

21.57%

-1.20%

IYR vs. REZ - Expense Ratio Comparison

IYR has a 0.38% expense ratio, which is lower than REZ's 0.48% expense ratio.


Dividends

IYR vs. REZ - Dividend Comparison

IYR's dividend yield for the trailing twelve months is around 2.23%, more than REZ's 2.10% 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%
REZ
iShares Residential Real Estate ETF
2.10%2.74%2.26%2.94%3.37%1.81%3.17%2.90%3.63%3.57%5.55%3.18%

Frequently Asked Questions


IYR and REZ have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REZ has higher volatility (5.73%) compared to IYR (5.22%). In terms of maximum drawdown, IYR dropped -74.13% vs REZ's -66.87%.

On 10-year performance, REZ leads with 6.61% vs 5.61% for IYR. On fees, IYR is cheaper at 0.38% per year. On volatility, IYR has been the lower-risk option at 5.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, REZ has performed better with a 6.61% return vs 5.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYR is cheaper with a 0.38% expense ratio, compared with 0.48% for REZ.

IYR has the higher dividend yield at 2.23%, compared with 2.10% for REZ.

IYR tracks Dow Jones U.S. Real Estate Capped Index, while REZ tracks FTSE NAREIT All Residential Capped Index. Their fees differ too: 0.38% for IYR and 0.48% for REZ.

REZ currently has the higher Sharpe Ratio (0.83 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 REZ

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