PLYM vs. USRT

Last updated Apr 1, 2026

Compare and contrast key facts about Plymouth Industrial REIT, Inc. (PLYM) and iShares Core U.S. REIT ETF (USRT).

USRT is a passively managed fund by iShares that tracks the performance of the FTSE NAREIT Equity REITs Index. It was launched on May 4, 2007.

Performance

PLYM vs. USRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Plymouth Industrial REIT, Inc. (PLYM) and iShares Core U.S. REIT ETF (USRT). The values are adjusted to include any dividend payments, if applicable.

PLYM vs. USRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PLYM Plymouth Industrial REIT, Inc.	0.46%	27.97%	-22.52%	30.76%	-37.29%	121.67%	-11.82%	58.65%	-24.78%	5.09%
USRT iShares Core U.S. REIT ETF	4.27%	2.44%	8.58%	13.64%	-24.43%	43.26%	-8.06%	25.98%	-4.67%	2.67%

Returns By Period

PLYM

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

USRT

• 1D: 1.42%
• 1M: -6.02%
• YTD: 4.27%
• 6M: 2.38%
• 1Y: 5.82%
• 3Y*: 8.72%
• 5Y*: 5.12%
• 10Y*: 5.42%

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

Return for Risk

PLYM vs. USRT — Risk / Return Rank

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

USRT

USRT Risk / Return Rank: 25
USRT Sharpe Ratio Rank: 23
USRT Sortino Ratio Rank: 23
USRT Omega Ratio Rank: 23
USRT Calmar Ratio Rank: 26
USRT Martin Ratio Rank: 29

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.

PLYM vs. USRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Plymouth Industrial REIT, Inc. (PLYM) and iShares Core U.S. REIT ETF (USRT). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	PLYM	USRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.35	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.27	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.26	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.17	—

Correlation

The correlation between PLYM and USRT is 0.52, 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.

Dividends

PLYM vs. USRT - Dividend Comparison

PLYM's dividend yield for the trailing twelve months is around 2.18%, less than USRT's 2.89% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PLYM Plymouth Industrial REIT, Inc.	2.18%	3.29%	5.39%	3.74%	4.59%	2.59%	6.50%	8.16%	11.90%	4.41%	0.00%	0.00%
USRT iShares Core U.S. REIT ETF	2.89%	3.07%	2.85%	3.18%	3.46%	2.27%	3.12%	3.34%	5.66%	3.44%	3.98%	3.59%

Drawdowns

Drawdown Indicators

	PLYM	USRT	Difference
Max Drawdown Largest peak-to-trough decline	—	-69.91%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-12.95%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.03%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.38%	—
Current Drawdown Current decline from peak	—	-6.38%	—
Average Drawdown Average peak-to-trough decline	—	-13.08%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.09%	—

Volatility

Volatility by Period

	PLYM	USRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.44%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.21%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	16.84%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	18.92%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	21.28%	—