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IYRI vs. UTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYRI vs. UTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Real Estate High Income ETF (IYRI) and Reaves Utility Income Trust (UTG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYRI achieves a 4.71% return, which is significantly lower than UTG's 17.89% return.


IYRI

1D
-0.47%
1M
-1.40%
YTD
4.71%
6M
5.51%
1Y
8.01%
3Y*
5Y*
10Y*

UTG

1D
2.23%
1M
-0.58%
YTD
17.89%
6M
20.01%
1Y
28.68%
3Y*
23.31%
5Y*
11.90%
10Y*
10.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYRI vs. UTG - Yearly Performance Comparison


2026 (YTD)2025
IYRI
NEOS Real Estate High Income ETF
4.71%6.99%
UTG
Reaves Utility Income Trust
17.89%21.62%

Correlation

The correlation between IYRI and UTG is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2025

0.40

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Return for Risk

IYRI vs. UTG — Risk / Return Rank

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

IYRI
IYRI Risk / Return Rank: 2323
Overall Rank
IYRI Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IYRI Sortino Ratio Rank: 2020
Sortino Ratio Rank
IYRI Omega Ratio Rank: 2121
Omega Ratio Rank
IYRI Calmar Ratio Rank: 2323
Calmar Ratio Rank
IYRI Martin Ratio Rank: 2828
Martin Ratio Rank

UTG
UTG Risk / Return Rank: 8080
Overall Rank
UTG Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
UTG Sortino Ratio Rank: 8080
Sortino Ratio Rank
UTG Omega Ratio Rank: 7979
Omega Ratio Rank
UTG Calmar Ratio Rank: 8080
Calmar Ratio Rank
UTG Martin Ratio Rank: 7878
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.

IYRI vs. UTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Real Estate High Income ETF (IYRI) and Reaves Utility Income Trust (UTG). 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.


IYRIUTGDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.14

1.29

-0.15

Calmar ratioReturn relative to maximum drawdown

1.06

2.52

-1.47

Martin ratioReturn relative to average drawdown

3.78

5.48

-1.70

IYRI vs. UTG - Sharpe Ratio Comparison

The current IYRI Sharpe Ratio is 0.74, which is lower than the UTG Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of IYRI and UTG, 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

IYRI vs. UTG - Drawdown Comparison

The maximum IYRI drawdown since its inception was -12.12%, smaller than the maximum UTG drawdown of -67.77%. Use the drawdown chart below to compare losses from any high point for IYRI and UTG.


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Drawdown Indicators


IYRIUTGDifference

Max Drawdown

Largest peak-to-trough decline

-12.12%

-67.77%

+55.65%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

-11.59%

+4.06%

Max Drawdown (3Y)

Largest decline over 3 years

-15.03%

Max Drawdown (5Y)

Largest decline over 5 years

-26.54%

Max Drawdown (10Y)

Largest decline over 10 years

-47.91%

Current Drawdown

Current decline from peak

-2.72%

-2.65%

-0.07%

Average Drawdown

Average peak-to-trough decline

-1.69%

-8.73%

+7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

5.33%

-3.23%

Volatility

IYRI vs. UTG - Volatility Comparison

The current volatility for NEOS Real Estate High Income ETF (IYRI) is 4.02%, while Reaves Utility Income Trust (UTG) has a volatility of 6.16%. This indicates that IYRI experiences smaller price fluctuations and is considered to be less risky than UTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IYRIUTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

6.16%

-2.14%

Volatility (6M)

Calculated over the trailing 6-month period

7.82%

13.51%

-5.69%

Volatility (1Y)

Calculated over the trailing 1-year period

10.69%

17.27%

-6.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.18%

16.94%

-3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.18%

21.63%

-8.45%

Dividends

IYRI vs. UTG - Dividend Comparison

IYRI's dividend yield for the trailing twelve months is around 12.23%, more than UTG's 5.70% yield.


PositionTTM20252024202320222021202020192018201720162015
IYRI
NEOS Real Estate High Income ETF
12.23%11.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UTG
Reaves Utility Income Trust
5.70%6.42%7.19%8.53%8.07%6.35%6.59%5.69%6.86%6.21%9.02%6.86%

Frequently Asked Questions


IYRI and UTG have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTG has higher volatility (6.16%) compared to IYRI (4.02%). In terms of maximum drawdown, IYRI dropped -12.12% vs UTG's -67.77%.

UTG currently has the higher Sharpe Ratio (1.70 vs 0.74), 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.

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