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IYR vs. VT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYR vs. VT - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with IYR having a 11.47% return and VT slightly lower at 11.06%. Over the past 10 years, IYR has underperformed VT with an annualized return of 5.97%, while VT has yielded a comparatively higher 12.93% annualized return.


IYR

1D
0.89%
1M
3.00%
YTD
11.47%
6M
11.46%
1Y
12.40%
3Y*
9.71%
5Y*
2.47%
10Y*
5.97%

VT

1D
0.44%
1M
0.17%
YTD
11.06%
6M
11.82%
1Y
27.43%
3Y*
19.71%
5Y*
10.65%
10Y*
12.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYR vs. VT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYR
iShares U.S. Real Estate ETF
11.47%3.38%4.41%11.89%-25.51%38.74%-5.23%28.21%-4.33%9.31%
VT
Vanguard Total World Stock ETF
11.06%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Correlation

The correlation between IYR and VT is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.52

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

0.62

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

0.58

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2008

0.65

Over the past year, the correlation between IYR and VT has dropped to 0.38 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

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Return for Risk

IYR vs. VT — Risk / Return Rank

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

IYR
IYR Risk / Return Rank: 2828
Overall Rank
IYR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IYR Sortino Ratio Rank: 2525
Sortino Ratio Rank
IYR Omega Ratio Rank: 2525
Omega Ratio Rank
IYR Calmar Ratio Rank: 3131
Calmar Ratio Rank
IYR Martin Ratio Rank: 3232
Martin Ratio Rank

VT
VT Risk / Return Rank: 6868
Overall Rank
VT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VT Sortino Ratio Rank: 6868
Sortino Ratio Rank
VT Omega Ratio Rank: 6969
Omega Ratio Rank
VT Calmar Ratio Rank: 6262
Calmar Ratio Rank
VT Martin Ratio Rank: 7272
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. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Real Estate ETF (IYR) and Vanguard Total World Stock ETF (VT). 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.


IYRVTDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.44

Omega ratioGain probability vs. loss probability

1.15

1.35

-0.20

Calmar ratioReturn relative to maximum drawdown

1.34

2.68

-1.34

Martin ratioReturn relative to average drawdown

4.19

11.67

-7.48

IYR vs. VT - Sharpe Ratio Comparison

The current IYR Sharpe Ratio is 0.84, which is lower than the VT Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of IYR and VT, 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. VT - Drawdown Comparison

The maximum IYR drawdown since its inception was -74.13%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for IYR and VT.


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Drawdown Indicators


IYRVTDifference

Max Drawdown

Largest peak-to-trough decline

-74.13%

-50.27%

-23.86%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

-9.67%

+1.13%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-16.51%

-1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

-26.38%

-7.37%

Max Drawdown (10Y)

Largest decline over 10 years

-42.32%

-34.24%

-8.08%

Current Drawdown

Current decline from peak

0.00%

-1.92%

+1.92%

Average Drawdown

Average peak-to-trough decline

-12.89%

-7.01%

-5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

2.22%

+0.51%

Volatility

IYR vs. VT - Volatility Comparison

The current volatility for iShares U.S. Real Estate ETF (IYR) is 4.80%, while Vanguard Total World Stock ETF (VT) has a volatility of 5.26%. This indicates that IYR experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYRVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.80%

5.26%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.87%

11.01%

-1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

13.38%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.76%

16.15%

+2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.34%

17.27%

+3.07%

IYR vs. VT - Expense Ratio Comparison

IYR has a 0.42% expense ratio, which is higher than VT's 0.06% expense ratio.


Dividends

IYR vs. VT - Dividend Comparison

IYR's dividend yield for the trailing twelve months is around 2.15%, more than VT's 1.61% yield.


PositionTTM20252024202320222021202020192018201720162015
IYR
iShares U.S. Real Estate ETF
2.15%2.48%2.57%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%
VT
Vanguard Total World Stock ETF
1.61%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Frequently Asked Questions


IYR and VT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VT has higher volatility (5.26%) compared to IYR (4.80%). In terms of maximum drawdown, IYR dropped -74.13% vs VT's -50.27%.

On 10-year performance, VT leads with 12.93% vs 5.97% for IYR. On fees, VT is cheaper at 0.06% per year. On volatility, IYR has been the lower-risk option at 4.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VT has performed better with a 12.93% return vs 5.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VT is cheaper with a 0.06% expense ratio, compared with 0.42% for IYR.

IYR has the higher dividend yield at 2.15%, compared with 1.61% for VT.

IYR is categorized as REIT, while VT is Global Equities. IYR tracks Dow Jones U.S. Real Estate Index, while VT tracks FTSE Global All Cap Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.42% for IYR and 0.06% for VT.

VT currently has the higher Sharpe Ratio (1.94 vs 0.84), 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 VT

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