IYR vs. VIOV
Compare and contrast key facts about iShares U.S. Real Estate ETF (IYR) and Vanguard S&P Small-Cap 600 Value ETF (VIOV).
IYR and VIOV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VIOV is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 7, 2010. Both IYR and VIOV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IYR or VIOV.
Key characteristics
| IYR | VIOV | |
|---|---|---|
| YTD Return | 9.68% | 12.46% |
| 1Y Return | 23.72% | 28.11% |
| 3Y Return (Ann) | -0.85% | 3.19% |
| 5Y Return (Ann) | 4.05% | 9.85% |
| 10Y Return (Ann) | 6.17% | 8.90% |
| Sharpe Ratio | 1.79 | 1.63 |
| Sortino Ratio | 2.55 | 2.43 |
| Omega Ratio | 1.32 | 1.29 |
| Calmar Ratio | 1.16 | 2.22 |
| Martin Ratio | 6.80 | 7.61 |
| Ulcer Index | 4.47% | 4.66% |
| Daily Std Dev | 16.97% | 21.82% |
| Max Drawdown | -74.13% | -47.36% |
| Current Drawdown | -8.59% | -2.51% |
Correlation
The correlation between IYR and VIOV is 0.57, 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.
Performance
IYR vs. VIOV - Performance Comparison
In the year-to-date period, IYR achieves a 9.68% return, which is significantly lower than VIOV's 12.46% return. Over the past 10 years, IYR has underperformed VIOV with an annualized return of 6.17%, while VIOV has yielded a comparatively higher 8.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IYR vs. VIOV - Expense Ratio Comparison
IYR has a 0.42% expense ratio, which is higher than VIOV's 0.15% expense ratio.
Risk-Adjusted Performance
IYR vs. VIOV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Real Estate ETF (IYR) and Vanguard S&P Small-Cap 600 Value ETF (VIOV). 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.
Dividends
IYR vs. VIOV - Dividend Comparison
IYR's dividend yield for the trailing twelve months is around 2.40%, more than VIOV's 2.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYR iShares U.S. Real Estate ETF | 2.40% | 2.75% | 2.92% | 2.06% | 2.58% | 3.05% | 3.53% | 3.73% | 4.41% | 3.92% | 3.66% | 3.78% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.18% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% | 0.91% |
Drawdowns
IYR vs. VIOV - Drawdown Comparison
The maximum IYR drawdown since its inception was -74.13%, which is greater than VIOV's maximum drawdown of -47.36%. Use the drawdown chart below to compare losses from any high point for IYR and VIOV. For additional features, visit the drawdowns tool.
Volatility
IYR vs. VIOV - Volatility Comparison
The current volatility for iShares U.S. Real Estate ETF (IYR) is 5.58%, while Vanguard S&P Small-Cap 600 Value ETF (VIOV) has a volatility of 7.80%. This indicates that IYR experiences smaller price fluctuations and is considered to be less risky than VIOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.