PortfoliosLab logoPortfoliosLab logo
PSR vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSR vs. IYW - 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. Technology ETF (IYW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PSR achieves a 16.36% return, which is significantly lower than IYW's 21.96% return. Over the past 10 years, PSR has underperformed IYW with an annualized return of 5.88%, while IYW has yielded a comparatively higher 25.94% annualized return.


PSR

1D
1.41%
1M
1.61%
YTD
16.36%
6M
16.93%
1Y
14.68%
3Y*
11.12%
5Y*
2.80%
10Y*
5.88%

IYW

1D
-3.91%
1M
0.69%
YTD
21.96%
6M
20.43%
1Y
47.04%
3Y*
32.10%
5Y*
20.32%
10Y*
25.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PSR vs. IYW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PSR
Invesco Active U.S. Real Estate Fund
16.36%2.63%1.79%8.34%-25.52%41.71%-6.04%28.76%-4.58%11.95%
IYW
iShares U.S. Technology ETF
21.96%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%

Correlation

The correlation between PSR and IYW is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.00

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

0.18

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

0.36

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

0.35

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2008

0.39

Over the past year, the correlation between PSR and IYW has dropped to 0.00 - well below their long-term average of 0.39, 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

PSR vs. IYW — Risk / Return Rank

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

PSR
PSR Risk / Return Rank: 3333
Overall Rank
PSR Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
PSR Sortino Ratio Rank: 2929
Sortino Ratio Rank
PSR Omega Ratio Rank: 3030
Omega Ratio Rank
PSR Calmar Ratio Rank: 3838
Calmar Ratio Rank
PSR Martin Ratio Rank: 3737
Martin Ratio Rank

IYW
IYW Risk / Return Rank: 5959
Overall Rank
IYW Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 5959
Sortino Ratio Rank
IYW Omega Ratio Rank: 6161
Omega Ratio Rank
IYW Calmar Ratio Rank: 5656
Calmar Ratio Rank
IYW Martin Ratio Rank: 5151
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.

PSR vs. IYW - Risk-Adjusted Trends Comparison

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


PSRIYWDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.18

Omega ratioGain probability vs. loss probability

1.19

1.36

-0.16

Calmar ratioReturn relative to maximum drawdown

1.77

2.65

-0.88

Martin ratioReturn relative to average drawdown

5.53

8.46

-2.94

PSR vs. IYW - Sharpe Ratio Comparison

The current PSR Sharpe Ratio is 1.07, which is lower than the IYW Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of PSR and IYW, 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

PSR vs. IYW - Drawdown Comparison

The maximum PSR drawdown since its inception was -42.31%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for PSR and IYW.


Loading charts...

Drawdown Indicators


PSRIYWDifference

Max Drawdown

Largest peak-to-trough decline

-42.31%

-81.90%

+39.59%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-17.81%

+9.48%

Max Drawdown (3Y)

Largest decline over 3 years

-16.58%

-26.47%

+9.89%

Max Drawdown (5Y)

Largest decline over 5 years

-34.81%

-39.44%

+4.63%

Max Drawdown (10Y)

Largest decline over 10 years

-42.31%

-39.44%

-2.87%

Current Drawdown

Current decline from peak

-1.92%

-6.35%

+4.43%

Average Drawdown

Average peak-to-trough decline

-9.31%

-34.59%

+25.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

5.57%

-2.91%

Volatility

PSR vs. IYW - Volatility Comparison

The current volatility for Invesco Active U.S. Real Estate Fund (PSR) is 5.32%, while iShares U.S. Technology ETF (IYW) has a volatility of 11.15%. This indicates that PSR experiences smaller price fluctuations and is considered to be less risky than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PSRIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

11.15%

-5.83%

Volatility (6M)

Calculated over the trailing 6-month period

10.46%

18.45%

-7.99%

Volatility (1Y)

Calculated over the trailing 1-year period

13.80%

22.34%

-8.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.58%

26.24%

-7.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.36%

25.26%

-4.90%

PSR vs. IYW - Expense Ratio Comparison

PSR has a 0.35% expense ratio, which is lower than IYW's 0.38% expense ratio.


Dividends

PSR vs. IYW - Dividend Comparison

PSR's dividend yield for the trailing twelve months is around 2.54%, more than IYW's 0.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IYW
iShares U.S. Technology ETF
0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%
PSR
Invesco Active U.S. Real Estate Fund
2.54%2.56%3.06%2.93%2.95%2.12%3.09%2.55%2.64%0.14%3.60%3.20%

Frequently Asked Questions


PSR and IYW have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYW has higher volatility (11.15%) compared to PSR (5.32%). In terms of maximum drawdown, PSR dropped -42.31% vs IYW's -81.90%.

On 10-year performance, IYW leads with 25.94% vs 5.88% for PSR. On fees, PSR is cheaper at 0.35% per year. On volatility, PSR has been the lower-risk option at 5.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IYW has performed better with a 25.94% return vs 5.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSR is cheaper with a 0.35% expense ratio, compared with 0.38% for IYW.

PSR has the higher dividend yield at 2.54%, compared with 0.11% for IYW.

PSR is categorized as REIT, while IYW is Technology Equities. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.35% for PSR and 0.38% for IYW.

IYW currently has the higher Sharpe Ratio (2.12 vs 1.07), 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 PSR and IYW

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