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REZ vs. IYR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between REZ and IYR is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

REZ vs. IYR - Performance Comparison

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

0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
1.35%
1.58%
REZ
IYR

Key characteristics

Sharpe Ratio

REZ:

0.99

IYR:

0.58

Sortino Ratio

REZ:

1.43

IYR:

0.88

Omega Ratio

REZ:

1.17

IYR:

1.11

Calmar Ratio

REZ:

0.58

IYR:

0.37

Martin Ratio

REZ:

3.75

IYR:

2.18

Ulcer Index

REZ:

4.28%

IYR:

4.35%

Daily Std Dev

REZ:

16.24%

IYR:

16.25%

Max Drawdown

REZ:

-66.84%

IYR:

-74.13%

Current Drawdown

REZ:

-11.74%

IYR:

-12.23%

Returns By Period

In the year-to-date period, REZ achieves a -0.32% return, which is significantly lower than IYR's 0.86% return. Over the past 10 years, REZ has outperformed IYR with an annualized return of 5.68%, while IYR has yielded a comparatively lower 4.63% annualized return.


REZ

YTD

-0.32%

1M

0.24%

6M

1.35%

1Y

15.77%

5Y*

3.61%

10Y*

5.68%

IYR

YTD

0.86%

1M

1.59%

6M

1.58%

1Y

8.99%

5Y*

2.37%

10Y*

4.63%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


REZ vs. IYR - Expense Ratio Comparison

REZ has a 0.48% expense ratio, which is higher than IYR's 0.42% expense ratio.


REZ
iShares Residential Real Estate ETF
Expense ratio chart for REZ: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for IYR: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%

Risk-Adjusted Performance

REZ vs. IYR — Risk-Adjusted Performance Rank

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

REZ
The Risk-Adjusted Performance Rank of REZ is 3535
Overall Rank
The Sharpe Ratio Rank of REZ is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of REZ is 3636
Sortino Ratio Rank
The Omega Ratio Rank of REZ is 3434
Omega Ratio Rank
The Calmar Ratio Rank of REZ is 2828
Calmar Ratio Rank
The Martin Ratio Rank of REZ is 3737
Martin Ratio Rank

IYR
The Risk-Adjusted Performance Rank of IYR is 2121
Overall Rank
The Sharpe Ratio Rank of IYR is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of IYR is 2121
Sortino Ratio Rank
The Omega Ratio Rank of IYR is 2020
Omega Ratio Rank
The Calmar Ratio Rank of IYR is 2020
Calmar Ratio Rank
The Martin Ratio Rank of IYR is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

REZ vs. IYR - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for REZ, currently valued at 0.99, compared to the broader market0.002.004.000.990.58
The chart of Sortino ratio for REZ, currently valued at 1.43, compared to the broader market0.005.0010.001.430.88
The chart of Omega ratio for REZ, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.171.11
The chart of Calmar ratio for REZ, currently valued at 0.58, compared to the broader market0.005.0010.0015.0020.000.580.37
The chart of Martin ratio for REZ, currently valued at 3.75, compared to the broader market0.0020.0040.0060.0080.00100.003.752.18
REZ
IYR

The current REZ Sharpe Ratio is 0.99, which is higher than the IYR Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of REZ and IYR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
0.99
0.58
REZ
IYR

Dividends

REZ vs. IYR - Dividend Comparison

REZ's dividend yield for the trailing twelve months is around 2.26%, less than IYR's 2.55% yield.


TTM20242023202220212020201920182017201620152014
REZ
iShares Residential Real Estate ETF
2.26%2.26%2.94%3.37%1.81%3.17%2.90%3.63%3.57%5.54%3.18%3.13%
IYR
iShares U.S. Real Estate ETF
2.55%2.57%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%3.66%

Drawdowns

REZ vs. IYR - Drawdown Comparison

The maximum REZ drawdown since its inception was -66.84%, smaller than the maximum IYR drawdown of -74.13%. Use the drawdown chart below to compare losses from any high point for REZ and IYR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.74%
-12.23%
REZ
IYR

Volatility

REZ vs. IYR - Volatility Comparison

The current volatility for iShares Residential Real Estate ETF (REZ) is 6.24%, while iShares U.S. Real Estate ETF (IYR) has a volatility of 6.78%. This indicates that REZ 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.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
6.24%
6.78%
REZ
IYR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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