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RLTY vs. IQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RLTY vs. IQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and ProShares Nasdaq-100 High Income ETF (IQQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RLTY achieves a 9.23% return, which is significantly lower than IQQQ's 18.72% return.


RLTY

1D
0.00%
1M
-0.84%
YTD
9.23%
6M
7.48%
1Y
12.21%
3Y*
15.17%
5Y*
10Y*

IQQQ

1D
-0.30%
1M
9.88%
YTD
18.72%
6M
17.39%
1Y
38.70%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RLTY vs. IQQQ - Yearly Performance Comparison


2026 (YTD)20252024
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund
9.23%8.56%12.43%
IQQQ
ProShares Nasdaq-100 High Income ETF
18.72%17.11%13.39%

Correlation

The correlation between RLTY and IQQQ is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2024

0.21

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Return for Risk

RLTY vs. IQQQ — Risk / Return Rank

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

RLTY
RLTY Risk / Return Rank: 6565
Overall Rank
RLTY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
RLTY Sortino Ratio Rank: 6363
Sortino Ratio Rank
RLTY Omega Ratio Rank: 6060
Omega Ratio Rank
RLTY Calmar Ratio Rank: 6262
Calmar Ratio Rank
RLTY Martin Ratio Rank: 6969
Martin Ratio Rank

IQQQ
IQQQ Risk / Return Rank: 7070
Overall Rank
IQQQ Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IQQQ Sortino Ratio Rank: 7070
Sortino Ratio Rank
IQQQ Omega Ratio Rank: 6969
Omega Ratio Rank
IQQQ Calmar Ratio Rank: 6969
Calmar Ratio Rank
IQQQ Martin Ratio Rank: 6666
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.

RLTY vs. IQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and ProShares Nasdaq-100 High Income ETF (IQQQ). 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.


RLTYIQQQDifference
Sharpe ratioReturn per unit of total volatility

-1.59

Sortino ratioReturn per unit of downside risk

-1.86

Omega ratioGain probability vs. loss probability

1.17

1.43

-0.26

Calmar ratioReturn relative to maximum drawdown

1.08

3.49

-2.42

Martin ratioReturn relative to average drawdown

3.57

12.41

-8.83

RLTY vs. IQQQ - Sharpe Ratio Comparison

The current RLTY Sharpe Ratio is 0.94, which is lower than the IQQQ Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of RLTY and IQQQ, 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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Sharpe Ratios by Period


RLTYIQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

2.53

-1.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

1.25

-1.12

Drawdowns

RLTY vs. IQQQ - Drawdown Comparison

The maximum RLTY drawdown since its inception was -35.44%, which is greater than IQQQ's maximum drawdown of -20.41%. Use the drawdown chart below to compare losses from any high point for RLTY and IQQQ.


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Drawdown Indicators


RLTYIQQQDifference

Max Drawdown

Largest peak-to-trough decline

-35.44%

-20.41%

-15.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.40%

-11.13%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-20.81%

Current Drawdown

Current decline from peak

-2.27%

-0.30%

-1.97%

Average Drawdown

Average peak-to-trough decline

-13.76%

-3.64%

-10.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

3.13%

+0.29%

Volatility

RLTY vs. IQQQ - Volatility Comparison

Cohen & Steers Real Estate Opportunities & Income Fund (RLTY) and ProShares Nasdaq-100 High Income ETF (IQQQ) have volatilities of 3.85% and 3.99%, 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


RLTYIQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

3.99%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.07%

11.54%

-1.47%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

15.40%

-2.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.75%

18.57%

+4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.75%

18.57%

+4.18%

Dividends

RLTY vs. IQQQ - Dividend Comparison

RLTY's dividend yield for the trailing twelve months is around 8.52%, more than IQQQ's 4.42% yield.


PositionTTM2025202420232022
IQQQ
ProShares Nasdaq-100 High Income ETF
4.42%10.34%7.27%0.00%0.00%
RLTY
Cohen & Steers Real Estate Opportunities & Income Fund
8.52%8.98%8.93%9.18%6.94%

Frequently Asked Questions


RLTY and IQQQ have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IQQQ has higher volatility (3.99%) compared to RLTY (3.85%). In terms of maximum drawdown, RLTY dropped -35.44% vs IQQQ's -20.41%.

IQQQ currently has the higher Sharpe Ratio (2.53 vs 0.94), 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.

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