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

Correlation

The correlation between PSR and IYR is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

PSR vs. IYR - Performance Comparison

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

500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
536.18%
509.97%
PSR
IYR

Key characteristics

Sharpe Ratio

PSR:

0.19

IYR:

0.35

Sortino Ratio

PSR:

0.36

IYR:

0.58

Omega Ratio

PSR:

1.04

IYR:

1.07

Calmar Ratio

PSR:

0.10

IYR:

0.23

Martin Ratio

PSR:

0.55

IYR:

1.21

Ulcer Index

PSR:

5.42%

IYR:

4.73%

Daily Std Dev

PSR:

16.05%

IYR:

16.14%

Max Drawdown

PSR:

-42.31%

IYR:

-74.13%

Current Drawdown

PSR:

-18.44%

IYR:

-13.60%

Returns By Period

In the year-to-date period, PSR achieves a 1.06% return, which is significantly lower than IYR's 3.66% return. Over the past 10 years, PSR has underperformed IYR with an annualized return of 4.78%, while IYR has yielded a comparatively higher 5.05% annualized return.


PSR

YTD

1.06%

1M

-6.11%

6M

7.13%

1Y

2.15%

5Y*

1.92%

10Y*

4.78%

IYR

YTD

3.66%

1M

-5.82%

6M

7.66%

1Y

4.73%

5Y*

2.83%

10Y*

5.05%

Compare stocks, funds, or ETFs

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


PSR vs. IYR - Expense Ratio Comparison

PSR has a 0.35% expense ratio, which is lower than IYR's 0.42% expense ratio.


IYR
iShares U.S. Real Estate ETF
Expense ratio chart for IYR: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for PSR: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

PSR vs. IYR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Active U.S. Real Estate Fund (PSR) 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.


Sharpe ratio
The chart of Sharpe ratio for PSR, currently valued at 0.19, compared to the broader market0.002.004.000.190.35
The chart of Sortino ratio for PSR, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.0010.000.360.58
The chart of Omega ratio for PSR, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.07
The chart of Calmar ratio for PSR, currently valued at 0.10, compared to the broader market0.005.0010.0015.000.100.23
The chart of Martin ratio for PSR, currently valued at 0.55, compared to the broader market0.0020.0040.0060.0080.00100.000.551.21
PSR
IYR

The current PSR Sharpe Ratio is 0.19, which is lower than the IYR Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of PSR 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.19
0.35
PSR
IYR

Dividends

PSR vs. IYR - Dividend Comparison

PSR's dividend yield for the trailing twelve months is around 2.30%, less than IYR's 2.59% yield.


TTM20232022202120202019201820172016201520142013
PSR
Invesco Active U.S. Real Estate Fund
2.30%2.93%2.95%2.12%3.09%2.55%2.64%0.14%3.60%2.03%1.24%1.56%
IYR
iShares U.S. Real Estate ETF
2.59%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%3.66%3.78%

Drawdowns

PSR vs. IYR - Drawdown Comparison

The maximum PSR drawdown since its inception was -42.31%, smaller than the maximum IYR drawdown of -74.13%. Use the drawdown chart below to compare losses from any high point for PSR and IYR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-18.44%
-13.60%
PSR
IYR

Volatility

PSR vs. IYR - Volatility Comparison

The current volatility for Invesco Active U.S. Real Estate Fund (PSR) is 5.29%, while iShares U.S. Real Estate ETF (IYR) has a volatility of 5.68%. This indicates that PSR experiences smaller price fluctuations and is considered to be less risky than IYR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.29%
5.68%
PSR
IYR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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