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REM vs. IYR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REM vs. IYR - Performance Comparison

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

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Returns By Period

In the year-to-date period, REM achieves a -1.08% return, which is significantly lower than IYR's 9.06% return. Over the past 10 years, REM has underperformed IYR with an annualized return of 2.77%, while IYR has yielded a comparatively higher 5.61% annualized return.


REM

1D
-0.79%
1M
0.25%
YTD
-1.08%
6M
-2.10%
1Y
10.93%
3Y*
7.74%
5Y*
-2.41%
10Y*
2.77%

IYR

1D
1.15%
1M
-0.59%
YTD
9.06%
6M
9.39%
1Y
9.98%
3Y*
10.10%
5Y*
2.37%
10Y*
5.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REM vs. IYR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REM
iShares Mortgage Real Estate ETF
-1.08%13.30%-1.00%14.43%-27.56%16.14%-19.99%21.34%-3.09%18.43%
IYR
iShares U.S. Real Estate ETF
9.06%3.38%4.41%11.89%-25.51%38.74%-5.23%28.21%-4.33%9.31%

Correlation

The correlation between REM and IYR is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.65

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

0.67

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

0.62

Correlation (All Time)
Calculated using the full available price history since May 4, 2007

0.67

The correlation between REM and IYR has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.

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Return for Risk

REM vs. IYR — Risk / Return Rank

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

REM
REM Risk / Return Rank: 1818
Overall Rank
REM Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
REM Sortino Ratio Rank: 1818
Sortino Ratio Rank
REM Omega Ratio Rank: 1818
Omega Ratio Rank
REM Calmar Ratio Rank: 1818
Calmar Ratio Rank
REM Martin Ratio Rank: 1818
Martin Ratio Rank

IYR
IYR Risk / Return Rank: 2323
Overall Rank
IYR Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IYR Sortino Ratio Rank: 2020
Sortino Ratio Rank
IYR Omega Ratio Rank: 1919
Omega Ratio Rank
IYR Calmar Ratio Rank: 2525
Calmar Ratio Rank
IYR Martin Ratio Rank: 2828
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.

REM vs. IYR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Mortgage Real Estate ETF (REM) 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.


REMIYRDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.12

1.13

-0.01

Calmar ratioReturn relative to maximum drawdown

0.77

1.17

-0.40

Martin ratioReturn relative to average drawdown

2.08

3.64

-1.56

REM vs. IYR - Sharpe Ratio Comparison

The current REM Sharpe Ratio is 0.65, which is comparable to the IYR Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of REM and IYR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

REM vs. IYR - Drawdown Comparison

The maximum REM drawdown since its inception was -74.73%, roughly equal to the maximum IYR drawdown of -74.13%. Use the drawdown chart below to compare losses from any high point for REM and IYR.


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Drawdown Indicators


REMIYRDifference

Max Drawdown

Largest peak-to-trough decline

-74.73%

-74.13%

-0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-8.54%

-5.71%

Max Drawdown (3Y)

Largest decline over 3 years

-21.91%

-17.52%

-4.39%

Max Drawdown (5Y)

Largest decline over 5 years

-43.31%

-33.75%

-9.56%

Max Drawdown (10Y)

Largest decline over 10 years

-68.52%

-42.32%

-26.20%

Current Drawdown

Current decline from peak

-23.06%

-2.17%

-20.89%

Average Drawdown

Average peak-to-trough decline

-38.30%

-12.89%

-25.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

2.75%

+2.52%

Volatility

REM vs. IYR - Volatility Comparison

The current volatility for iShares Mortgage Real Estate ETF (REM) is 4.73%, while iShares U.S. Real Estate ETF (IYR) has a volatility of 5.22%. This indicates that REM 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.


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Volatility by Period


REMIYRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

5.22%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

10.28%

+3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

13.90%

+3.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.57%

18.77%

+4.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.30%

20.37%

+7.93%

REM vs. IYR - Expense Ratio Comparison

REM has a 0.48% expense ratio, which is higher than IYR's 0.38% expense ratio.


Dividends

REM vs. IYR - Dividend Comparison

REM's dividend yield for the trailing twelve months is around 9.11%, more than IYR's 2.23% yield.


PositionTTM20252024202320222021202020192018201720162015
IYR
iShares U.S. Real Estate ETF
2.23%2.48%2.57%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%
REM
iShares Mortgage Real Estate ETF
9.11%8.70%9.61%9.46%11.13%7.29%7.72%8.16%10.00%9.97%10.03%11.99%

Frequently Asked Questions


REM and IYR have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYR has higher volatility (5.22%) compared to REM (4.73%). In terms of maximum drawdown, REM dropped -74.73% vs IYR's -74.13%.

On 10-year performance, IYR leads with 5.61% vs 2.77% for REM. On fees, IYR is cheaper at 0.38% per year. On volatility, REM has been the lower-risk option at 4.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IYR has performed better with a 5.61% return vs 2.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYR is cheaper with a 0.38% expense ratio, compared with 0.48% for REM.

REM has the higher dividend yield at 9.11%, compared with 2.23% for IYR.

REM tracks FTSE NAREIT All Mortgage Capped Index, while IYR tracks Dow Jones U.S. Real Estate Capped Index. Their fees differ too: 0.48% for REM and 0.38% for IYR.

IYR currently has the higher Sharpe Ratio (0.72 vs 0.65), 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 REM and IYR

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