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IYZ vs. IYR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYZ and IYR is 0.64, 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

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.

0.00%200.00%400.00%600.00%December2025FebruaryMarchAprilMay
-19.02%
614.21%
IYZ
IYR

Key characteristics

Sharpe Ratio

IYZ:

1.80

IYR:

0.75

Sortino Ratio

IYZ:

2.37

IYR:

1.12

Omega Ratio

IYZ:

1.36

IYR:

1.15

Calmar Ratio

IYZ:

0.83

IYR:

0.58

Martin Ratio

IYZ:

9.35

IYR:

2.51

Ulcer Index

IYZ:

3.46%

IYR:

5.40%

Daily Std Dev

IYZ:

17.77%

IYR:

18.05%

Max Drawdown

IYZ:

-77.12%

IYR:

-74.13%

Current Drawdown

IYZ:

-19.02%

IYR:

-12.01%

Returns By Period

In the year-to-date period, IYZ achieves a 2.31% return, which is significantly higher than IYR's 1.11% return. Over the past 10 years, IYZ has underperformed IYR with an annualized return of 1.54%, while IYR has yielded a comparatively higher 5.51% annualized return.


IYZ

YTD

2.31%

1M

11.21%

6M

3.48%

1Y

31.69%

5Y*

2.38%

10Y*

1.54%

IYR

YTD

1.11%

1M

10.96%

6M

-3.47%

1Y

13.41%

5Y*

7.29%

10Y*

5.51%

*Annualized

Compare stocks, funds, or ETFs

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IYZ vs. IYR - Expense Ratio Comparison

Both IYZ and IYR have an expense ratio of 0.42%.


Risk-Adjusted Performance

IYZ vs. IYR — Risk-Adjusted Performance Rank

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

IYZ
The Risk-Adjusted Performance Rank of IYZ is 9090
Overall Rank
The Sharpe Ratio Rank of IYZ is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of IYZ is 9292
Sortino Ratio Rank
The Omega Ratio Rank of IYZ is 9393
Omega Ratio Rank
The Calmar Ratio Rank of IYZ is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IYZ is 9393
Martin Ratio Rank

IYR
The Risk-Adjusted Performance Rank of IYR is 6969
Overall Rank
The Sharpe Ratio Rank of IYR is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of IYR is 7171
Sortino Ratio Rank
The Omega Ratio Rank of IYR is 6868
Omega Ratio Rank
The Calmar Ratio Rank of IYR is 6767
Calmar Ratio Rank
The Martin Ratio Rank of IYR is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IYZ vs. IYR - Risk-Adjusted Performance 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.


The current IYZ Sharpe Ratio is 1.80, which is higher than the IYR Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of IYZ and IYR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
1.80
0.75
IYZ
IYR

Dividends

IYZ vs. IYR - Dividend Comparison

IYZ's dividend yield for the trailing twelve months is around 2.00%, less than IYR's 2.58% yield.


TTM20242023202220212020201920182017201620152014
IYZ
iShares U.S. Telecommunications ETF
2.00%1.94%2.28%2.55%2.51%2.60%2.35%2.15%3.54%2.26%1.98%2.25%
IYR
iShares U.S. Real Estate ETF
2.58%2.57%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%3.66%

Drawdowns

IYZ vs. IYR - Drawdown Comparison

The maximum IYZ drawdown since its inception was -77.12%, 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. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-19.02%
-12.01%
IYZ
IYR

Volatility

IYZ vs. IYR - Volatility Comparison

iShares U.S. Telecommunications ETF (IYZ) and iShares U.S. Real Estate ETF (IYR) have volatilities of 7.73% and 7.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
7.73%
7.44%
IYZ
IYR