JPRE vs. ICF
JPRE (JPMorgan Realty Income ETF) and ICF (iShares Cohen & Steers REIT ETF) are both REIT funds. JPRE is actively managed, while ICF is passively managed. Over the past 3 years, JPRE returned 11.27%/yr vs 11.11%/yr for ICF. With a 0.98 correlation, they move nearly in lockstep. JPRE charges 0.50%/yr vs 0.34%/yr for ICF.
Performance
JPRE vs. ICF - Performance Comparison
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Returns By Period
In the year-to-date period, JPRE achieves a 13.89% return, which is significantly lower than ICF's 15.58% return.
JPRE
- 1D
- 0.29%
- 1M
- 0.73%
- YTD
- 13.89%
- 6M
- 13.61%
- 1Y
- 13.80%
- 3Y*
- 11.27%
- 5Y*
- —
- 10Y*
- —
ICF
- 1D
- 0.12%
- 1M
- 0.27%
- YTD
- 15.58%
- 6M
- 15.37%
- 1Y
- 15.45%
- 3Y*
- 11.11%
- 5Y*
- 3.35%
- 10Y*
- 5.69%
JPRE vs. ICF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JPRE JPMorgan Realty Income ETF | 13.89% | 1.36% | 7.43% | 13.41% | -9.60% |
ICF iShares Cohen & Steers REIT ETF | 15.58% | 1.85% | 5.30% | 10.36% | -10.29% |
Correlation
The correlation between JPRE and ICF is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since May 23, 2022 | 0.98 |
The correlation between JPRE and ICF has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.
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Return for Risk
JPRE vs. ICF — Risk / Return Rank
JPRE
ICF
JPRE vs. ICF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Realty Income ETF (JPRE) and iShares Cohen & Steers REIT ETF (ICF). 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.
| JPRE | ICF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 1.89 | -0.09 |
| Martin ratioReturn relative to average drawdown | 4.99 | 5.42 | -0.43 |
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Drawdowns
JPRE vs. ICF - Drawdown Comparison
The maximum JPRE drawdown since its inception was -23.84%, smaller than the maximum ICF drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for JPRE and ICF.
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Drawdown Indicators
| JPRE | ICF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.84% | -76.74% | +52.90% |
Max Drawdown (1Y)Largest decline over 1 year | -7.70% | -8.20% | +0.50% |
Max Drawdown (3Y)Largest decline over 3 years | -16.27% | -17.25% | +0.98% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.22% | — |
Current DrawdownCurrent decline from peak | -0.16% | -1.15% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -8.05% | -14.15% | +6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.86% | -0.09% |
Volatility
JPRE vs. ICF - Volatility Comparison
JPMorgan Realty Income ETF (JPRE) has a higher volatility of 5.55% compared to iShares Cohen & Steers REIT ETF (ICF) at 5.10%. This indicates that JPRE's price experiences larger fluctuations and is considered to be riskier than ICF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPRE | ICF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.55% | 5.10% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 10.41% | 10.63% | -0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.71% | 14.17% | -0.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.29% | 18.97% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 20.62% | -2.33% |
JPRE vs. ICF - Expense Ratio Comparison
JPRE has a 0.50% expense ratio, which is higher than ICF's 0.34% expense ratio.
Dividends
JPRE vs. ICF - Dividend Comparison
JPRE's dividend yield for the trailing twelve months is around 2.23%, less than ICF's 2.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 2.43% | 2.88% | 2.66% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.21% | 3.30% |
JPRE JPMorgan Realty Income ETF | 2.23% | 2.62% | 2.21% | 3.26% | 10.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.98, JPRE and ICF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
JPRE has higher volatility (5.55%) compared to ICF (5.10%). In terms of maximum drawdown, JPRE dropped -23.84% vs ICF's -76.74%.
On 3-year performance, JPRE leads with 11.27% vs 11.11% for ICF. On fees, ICF is cheaper at 0.34% per year. On volatility, ICF has been the lower-risk option at 5.10%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, JPRE has performed better with a 11.27% return vs 11.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ICF is cheaper with a 0.34% expense ratio, compared with 0.50% for JPRE.
ICF has the higher dividend yield at 2.43%, compared with 2.23% for JPRE.
They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.50% for JPRE and 0.34% for ICF.
ICF currently has the higher Sharpe Ratio (1.12 vs 1.03), 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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