PortfoliosLab logoPortfoliosLab logo
IYZ vs. IYR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYZ vs. IYR - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, IYZ achieves a 24.39% return, which is significantly higher than IYR's 9.06% return. Over the past 10 years, IYZ has underperformed IYR with an annualized return of 5.30%, while IYR has yielded a comparatively higher 5.61% annualized return.


IYZ

1D
0.62%
1M
-6.02%
YTD
24.39%
6M
23.91%
1Y
51.48%
3Y*
28.45%
5Y*
7.11%
10Y*
5.30%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYZ vs. IYR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IYZ
iShares U.S. Telecommunications ETF
24.39%29.28%20.53%3.90%-30.29%11.69%4.13%16.14%-8.59%-11.86%
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%

Correlation

The correlation between IYZ and IYR is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.46

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

0.57

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

0.53

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2000

0.52

Over the past year, the correlation between IYZ and IYR has dropped to 0.29 - well below their long-term average of 0.52, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IYZ vs. IYR — Risk / Return Rank

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

IYZ
IYZ Risk / Return Rank: 8888
Overall Rank
IYZ Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
IYZ Sortino Ratio Rank: 8585
Sortino Ratio Rank
IYZ Omega Ratio Rank: 8484
Omega Ratio Rank
IYZ Calmar Ratio Rank: 9191
Calmar Ratio Rank
IYZ Martin Ratio Rank: 9191
Martin Ratio Rank

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
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.

IYZ vs. IYR - Risk-Adjusted Trends Comparison

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


IYZIYRDifference
Sharpe ratioReturn per unit of total volatility

+2.04

Sortino ratioReturn per unit of downside risk

+2.58

Omega ratioGain probability vs. loss probability

1.48

1.13

+0.35

Calmar ratioReturn relative to maximum drawdown

5.66

1.17

+4.48

Martin ratioReturn relative to average drawdown

21.21

3.64

+17.57

IYZ vs. IYR - Sharpe Ratio Comparison

The current IYZ Sharpe Ratio is 2.76, which is higher than the IYR Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of IYZ and IYR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

IYZ vs. IYR - Drawdown Comparison

The maximum IYZ drawdown since its inception was -77.11%, roughly equal to the maximum IYR drawdown of -74.13%. Use the drawdown chart below to compare losses from any high point for IYZ and IYR.


Loading charts...

Drawdown Indicators


IYZIYRDifference

Max Drawdown

Largest peak-to-trough decline

-77.11%

-74.13%

-2.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

-8.54%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-13.85%

-17.52%

+3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-39.74%

-33.75%

-5.99%

Max Drawdown (10Y)

Largest decline over 10 years

-39.74%

-42.32%

+2.58%

Current Drawdown

Current decline from peak

-8.58%

-2.17%

-6.41%

Average Drawdown

Average peak-to-trough decline

-40.07%

-12.89%

-27.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.75%

-0.32%

Volatility

IYZ vs. IYR - Volatility Comparison

iShares U.S. Telecommunications ETF (IYZ) has a higher volatility of 8.28% compared to iShares U.S. Real Estate ETF (IYR) at 5.22%. This indicates that IYZ's price experiences larger fluctuations and is considered to be riskier than IYR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IYZIYRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

5.22%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

15.56%

10.28%

+5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

13.90%

+4.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.90%

18.77%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.31%

20.37%

-1.06%

IYZ vs. IYR - Expense Ratio Comparison

IYZ has a 0.42% expense ratio, which is higher than IYR's 0.38% expense ratio.


Dividends

IYZ vs. IYR - Dividend Comparison

IYZ's dividend yield for the trailing twelve months is around 1.68%, less than IYR's 2.23% 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%
IYZ
iShares U.S. Telecommunications ETF
1.68%2.04%1.94%2.27%2.55%2.51%2.60%2.36%2.15%3.54%2.27%1.98%

Frequently Asked Questions


IYZ and IYR have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYZ has higher volatility (8.28%) compared to IYR (5.22%). In terms of maximum drawdown, IYZ dropped -77.11% vs IYR's -74.13%.

On 10-year performance, IYR leads with 5.61% vs 5.30% for IYZ. 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, IYR has performed better with a 5.61% return vs 5.30%. 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 0.42% for IYZ.

IYR has the higher dividend yield at 2.23%, compared with 1.68% for IYZ.

IYZ is categorized as Communications Equities, while IYR is REIT. IYZ tracks Dow Jones U.S. Select Telecommunications Index, while IYR tracks Dow Jones U.S. Real Estate Capped Index. Their fees differ too: 0.42% for IYZ and 0.38% for IYR.

IYZ currently has the higher Sharpe Ratio (2.76 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 IYZ and IYR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer