REAX vs. IYR
REAX (Real Brokerage Inc) is a stock, while IYR (iShares U.S. Real Estate ETF) is REIT fund tracking the Dow Jones U.S. Real Estate Capped Index. Over the past 5 years, REAX returned -2.33%/yr vs 2.27%/yr for IYR. Their 0.20 correlation means their historical movements had little consistent relationship.
Performance
REAX vs. IYR - Performance Comparison
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Returns By Period
In the year-to-date period, REAX achieves a -56.16% return, which is significantly lower than IYR's 12.79% return.
REAX
- 1D
- -2.44%
- 1M
- -26.27%
- 6M
- -54.80%
- YTD
- -56.16%
- 1Y
- -58.76%
- 3Y*
- -0.82%
- 5Y*
- -2.33%
- 10Y*
- —
- ALL TIME*
- -28.62%
IYR
- 1D
- -0.55%
- 1M
- 1.04%
- 6M
- 10.07%
- YTD
- 12.79%
- 1Y
- 13.51%
- 3Y*
- 8.91%
- 5Y*
- 2.27%
- 10Y*
- 5.25%
- ALL TIME*
- 8.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $552.74M | $542.01M | $578.13M | |
| $7.04M | $8.46M | $7.60M |
REAX vs. IYR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
REAX Real Brokerage Inc | -56.16% | -20.65% | 187.50% | 52.38% | -71.54% | -59.05% |
IYR iShares U.S. Real Estate ETF | 12.79% | 3.38% | 4.41% | 11.89% | -25.51% | 12.15% |
Correlation
The correlation between REAX and IYR is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2021 | 0.20 |
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Return for Risk
REAX vs. IYR — Risk / Return Rank
REAX
IYR
REAX vs. IYR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Real Brokerage Inc (REAX) 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.
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.
| REAX | IYR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.94 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.17 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 1.57 | -2.42 |
| Martin ratioReturn relative to average drawdown | -1.32 | 5.04 | -6.37 |
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Drawdowns
REAX vs. IYR - Drawdown Comparison
The maximum REAX drawdown since its inception was -89.60%, which is greater than IYR's maximum drawdown of -74.13%. Use the drawdown chart below to compare losses from any high point for REAX and IYR.
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Drawdown Indicators
| REAX | IYR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.60% | -74.13% | -15.47% |
Max Drawdown (1Y)Largest decline over 1 year | -70.45% | -8.54% | -61.91% |
Max Drawdown (3Y)Largest decline over 3 years | -76.13% | -16.91% | -59.22% |
Max Drawdown (5Y)Largest decline over 5 years | -76.13% | -33.75% | -42.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.32% | — |
Current DrawdownCurrent decline from peak | -84.00% | -2.02% | -81.98% |
Average DrawdownAverage peak-to-trough decline | -69.65% | -12.83% | -56.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.99% | 2.65% | +42.34% |
Volatility
REAX vs. IYR - Volatility Comparison
Real Brokerage Inc (REAX) has a higher volatility of 22.32% compared to iShares U.S. Real Estate ETF (IYR) at 4.56%. This indicates that REAX's price experiences larger fluctuations and is considered to be riskier than IYR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REAX | IYR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.32% | 4.56% | +17.76% |
Volatility (6M)Calculated over the trailing 6-month period | 51.53% | 10.87% | +40.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 61.10% | 14.01% | +47.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.07% | 18.82% | +44.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.28% | 20.38% | +50.90% |
Dividends
REAX vs. IYR - Dividend Comparison
REAX has not paid dividends to shareholders, while IYR's dividend yield for the trailing twelve months is around 2.15%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYR iShares U.S. Real Estate ETF | 2.15% | 2.48% | 2.57% | 2.75% | 2.92% | 2.06% | 2.58% | 3.05% | 3.53% | 3.73% | 4.41% | 3.92% |
REAX Real Brokerage Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
REAX and IYR have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
REAX has higher volatility (22.32%) compared to IYR (4.56%). In terms of maximum drawdown, REAX dropped -89.60% vs IYR's -74.13%.
IYR currently has the higher Sharpe Ratio (0.96 vs -0.98), 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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