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REZ vs. AIFD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REZ vs. AIFD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Residential and Multisector Real Estate ETF (REZ) and TCW Artificial Intelligence ETF (AIFD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REZ achieves a 16.94% return, which is significantly lower than AIFD's 30.44% return.


REZ

1D
0.01%
1M
-1.36%
6M
15.00%
YTD
16.94%
1Y
20.55%
3Y*
12.14%
5Y*
3.89%
10Y*
6.74%
ALL TIME*
7.32%

AIFD

1D
1.48%
1M
-5.02%
6M
27.69%
YTD
30.44%
1Y
55.82%
3Y*
5Y*
10Y*
ALL TIME*
34.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$710.64K$728.72K$1.19M
$3.79M$3.86M$3.20M

REZ vs. AIFD - Yearly Performance Comparison


2026 (YTD)20252024
REZ
iShares Residential and Multisector Real Estate ETF
16.94%4.80%14.55%
AIFD
TCW Artificial Intelligence ETF
30.44%28.30%15.22%

Correlation

The correlation between REZ and AIFD is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.17

Correlation (All Time)
Calculated using the full available price history since May 6, 2024

-0.05

The correlation between REZ and AIFD shifts across timeframes, from -0.17 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

REZ vs. AIFD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

REZ
REZ Risk / Return Rank: 6161
Overall Rank
REZ Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
REZ Sortino Ratio Rank: 5555
Sortino Ratio Rank
REZ Omega Ratio Rank: 5555
Omega Ratio Rank
REZ Calmar Ratio Rank: 7070
Calmar Ratio Rank
REZ Martin Ratio Rank: 6464
Martin Ratio Rank

AIFD
AIFD Risk / Return Rank: 7373
Overall Rank
AIFD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AIFD Sortino Ratio Rank: 6969
Sortino Ratio Rank
AIFD Omega Ratio Rank: 6767
Omega Ratio Rank
AIFD Calmar Ratio Rank: 7474
Calmar Ratio Rank
AIFD Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

REZ vs. AIFD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Residential and Multisector Real Estate ETF (REZ) and TCW Artificial Intelligence ETF (AIFD). 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.


REZAIFDDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.24

1.28

-0.04

Calmar ratioReturn relative to maximum drawdown

2.43

2.60

-0.17

Martin ratioReturn relative to average drawdown

7.59

10.64

-3.05

REZ vs. AIFD - Sharpe Ratio Comparison

The current REZ Sharpe Ratio is 1.38, which is comparable to the AIFD Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of REZ and AIFD, 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

REZ vs. AIFD - Drawdown Comparison

The maximum REZ drawdown since its inception was -66.87%, which is greater than AIFD's maximum drawdown of -33.20%. Use the drawdown chart below to compare losses from any high point for REZ and AIFD.


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Drawdown Indicators


REZAIFDDifference

Max Drawdown

Largest peak-to-trough decline

-66.87%

-33.20%

-33.67%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-20.22%

+11.46%

Max Drawdown (3Y)

Largest decline over 3 years

-15.40%

Max Drawdown (5Y)

Largest decline over 5 years

-35.05%

Max Drawdown (10Y)

Largest decline over 10 years

-44.15%

Current Drawdown

Current decline from peak

-3.23%

-14.44%

+11.21%

Average Drawdown

Average peak-to-trough decline

-12.59%

-5.98%

-6.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

4.93%

-2.13%

Volatility

REZ vs. AIFD - Volatility Comparison

The current volatility for iShares Residential and Multisector Real Estate ETF (REZ) is 5.95%, while TCW Artificial Intelligence ETF (AIFD) has a volatility of 11.69%. This indicates that REZ experiences smaller price fluctuations and is considered to be less risky than AIFD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REZAIFDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

11.69%

-5.74%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

25.06%

-12.71%

Volatility (1Y)

Calculated over the trailing 1-year period

15.55%

30.35%

-14.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.06%

30.57%

-11.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.62%

30.57%

-8.95%

REZ vs. AIFD - Expense Ratio Comparison

REZ has a 0.48% expense ratio, which is lower than AIFD's 0.75% expense ratio.


Dividends

REZ vs. AIFD - Dividend Comparison

REZ's dividend yield for the trailing twelve months is around 1.96%, while AIFD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AIFD
TCW Artificial Intelligence ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
REZ
iShares Residential and Multisector Real Estate ETF
1.96%2.74%2.26%2.94%3.37%1.81%3.17%2.90%3.63%3.57%5.55%3.18%

Frequently Asked Questions


REZ and AIFD have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AIFD has higher volatility (11.69%) compared to REZ (5.95%). In terms of maximum drawdown, REZ dropped -66.87% vs AIFD's -33.20%.

On 1-year performance, AIFD leads with 55.82% vs 20.55% for REZ. On fees, REZ is cheaper at 0.48% per year. On volatility, REZ has been the lower-risk option at 5.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AIFD has performed better with a 55.82% return vs 20.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REZ is cheaper with a 0.48% expense ratio, compared with 0.75% for AIFD.

REZ has the higher dividend yield at 1.96%, compared with 0.00% for AIFD.

REZ is categorized as REIT, while AIFD is Artificial Intelligence. They also come from different issuers: iShares and TCW. Their fees differ too: 0.48% for REZ and 0.75% for AIFD.

AIFD currently has the higher Sharpe Ratio (1.73 vs 1.38), 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 REZ and AIFD

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