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REM vs. MORT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REM vs. MORT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Mortgage Real Estate ETF (REM) and VanEck Vectors Mortgage REIT Income ETF (MORT). 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 higher than MORT's -1.41% return. Over the past 10 years, REM has outperformed MORT with an annualized return of 2.77%, while MORT has yielded a comparatively lower 2.42% 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%

MORT

1D
-0.79%
1M
-0.10%
YTD
-1.41%
6M
-2.52%
1Y
9.84%
3Y*
7.87%
5Y*
-2.32%
10Y*
2.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REM vs. MORT - 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%
MORT
VanEck Vectors Mortgage REIT Income ETF
-1.41%12.17%0.14%14.74%-26.92%15.95%-22.39%21.26%-4.45%18.88%

Correlation

The correlation between REM and MORT is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

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

0.98

Correlation (All Time)
Calculated using the full available price history since Aug 17, 2011

0.97

The correlation between REM and MORT has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

REM vs. MORT — 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

MORT
MORT Risk / Return Rank: 1717
Overall Rank
MORT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MORT Sortino Ratio Rank: 1717
Sortino Ratio Rank
MORT Omega Ratio Rank: 1616
Omega Ratio Rank
MORT Calmar Ratio Rank: 1717
Calmar Ratio Rank
MORT Martin Ratio Rank: 1717
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. MORT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Mortgage Real Estate ETF (REM) and VanEck Vectors Mortgage REIT Income ETF (MORT). 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.


REMMORTDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.12

1.11

+0.01

Calmar ratioReturn relative to maximum drawdown

0.77

0.69

+0.08

Martin ratioReturn relative to average drawdown

2.08

1.81

+0.27

REM vs. MORT - Sharpe Ratio Comparison

The current REM Sharpe Ratio is 0.65, which is comparable to the MORT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of REM and MORT, 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. MORT - Drawdown Comparison

The maximum REM drawdown since its inception was -74.73%, which is greater than MORT's maximum drawdown of -70.13%. Use the drawdown chart below to compare losses from any high point for REM and MORT.


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Drawdown Indicators


REMMORTDifference

Max Drawdown

Largest peak-to-trough decline

-74.73%

-70.13%

-4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-14.25%

-14.27%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-21.91%

-21.98%

+0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-43.31%

-42.48%

-0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-68.52%

-70.13%

+1.61%

Current Drawdown

Current decline from peak

-23.06%

-22.71%

-0.35%

Average Drawdown

Average peak-to-trough decline

-38.30%

-15.33%

-22.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

5.45%

-0.18%

Volatility

REM vs. MORT - Volatility Comparison

iShares Mortgage Real Estate ETF (REM) and VanEck Vectors Mortgage REIT Income ETF (MORT) have volatilities of 4.73% and 4.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REMMORTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

4.74%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

13.18%

+0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

16.84%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.57%

23.70%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.30%

28.88%

-0.58%

REM vs. MORT - Expense Ratio Comparison

REM has a 0.48% expense ratio, which is higher than MORT's 0.42% expense ratio.


Dividends

REM vs. MORT - Dividend Comparison

REM's dividend yield for the trailing twelve months is around 9.11%, less than MORT's 13.20% yield.


PositionTTM20252024202320222021202020192018201720162015
MORT
VanEck Vectors Mortgage REIT Income ETF
13.20%12.76%11.55%12.18%13.09%8.21%8.11%7.36%8.19%7.82%8.21%9.91%
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


With a correlation of 0.99, REM and MORT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MORT has higher volatility (4.74%) compared to REM (4.73%). In terms of maximum drawdown, REM dropped -74.73% vs MORT's -70.13%.

On 10-year performance, REM leads with 2.77% vs 2.42% for MORT. On fees, MORT is cheaper at 0.42% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, REM has performed better with a 2.77% return vs 2.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MORT is cheaper with a 0.42% expense ratio, compared with 0.48% for REM.

MORT has the higher dividend yield at 13.20%, compared with 9.11% for REM.

REM tracks FTSE NAREIT All Mortgage Capped Index, while MORT tracks MVIS Global Mortgage REITs Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.48% for REM and 0.42% for MORT.

REM currently has the higher Sharpe Ratio (0.65 vs 0.59), 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 MORT

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