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REZ vs. IVRA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REZ vs. IVRA - Performance Comparison

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

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Returns By Period


REZ

1D
1.13%
1M
4.09%
6M
15.55%
YTD
16.89%
1Y
18.32%
3Y*
11.11%
5Y*
4.35%
10Y*
6.73%

IVRA

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

REZ vs. IVRA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
REZ
iShares Residential and Multisector Real Estate ETF
16.89%4.80%12.73%10.97%-28.31%47.86%2.11%
IVRA
Invesco Real Assets ESG ETF
11.70%10.20%13.07%9.13%-10.00%32.74%1.28%

Correlation

The correlation between REZ and IVRA is 0.54, 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

0.54

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

0.73

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

0.77

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2020

0.76

Over the past year, the correlation between REZ and IVRA has dropped to 0.54 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

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Return for Risk

REZ vs. IVRA — Risk / Return Rank

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

REZ
REZ Risk / Return Rank: 4444
Overall Rank
REZ Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
REZ Sortino Ratio Rank: 3939
Sortino Ratio Rank
REZ Omega Ratio Rank: 3838
Omega Ratio Rank
REZ Calmar Ratio Rank: 5353
Calmar Ratio Rank
REZ Martin Ratio Rank: 4848
Martin Ratio Rank

IVRA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

REZ vs. IVRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Residential and Multisector Real Estate ETF (REZ) and Invesco Real Assets ESG ETF (IVRA). 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.


REZIVRADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

2.10

Martin ratioReturn relative to average drawdown

6.33

REZ vs. IVRA - Sharpe Ratio Comparison


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Drawdowns

REZ vs. IVRA - Drawdown Comparison


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Drawdown Indicators


REZIVRADifference

Max Drawdown

Largest peak-to-trough decline

-66.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

Max Drawdown (3Y)

Largest decline over 3 years

-18.39%

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

-1.53%

Average Drawdown

Average peak-to-trough decline

-12.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

Volatility

REZ vs. IVRA - Volatility Comparison


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Volatility by Period


REZIVRADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

Volatility (6M)

Calculated over the trailing 6-month period

11.95%

Volatility (1Y)

Calculated over the trailing 1-year period

15.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

REZ vs. IVRA - Expense Ratio Comparison

REZ has a 0.48% expense ratio, which is lower than IVRA's 0.59% expense ratio.


Dividends

REZ vs. IVRA - Dividend Comparison

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


PositionTTM20252024202320222021202020192018201720162015
IVRA
Invesco Real Assets ESG ETF
16.80%5.68%3.71%2.47%2.30%3.01%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 IVRA have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, REZ is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

REZ is cheaper with a 0.48% expense ratio, compared with 0.59% for IVRA.

IVRA has the higher dividend yield at 16.80%, compared with 1.96% for REZ.

REZ is categorized as REIT, while IVRA is ESG. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.48% for REZ and 0.59% for IVRA.

Portfolio Optimizer

Find the right allocation for REZ and IVRA

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