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ROOF vs. MORT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ROOF and MORT is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

ROOF vs. MORT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ US Real Estate Small Cap ETF (ROOF) and VanEck Vectors Mortgage REIT Income ETF (MORT). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
125.81%
61.90%
ROOF
MORT

Key characteristics

Returns By Period


ROOF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

MORT

YTD

-0.19%

1M

-4.57%

6M

-1.28%

1Y

5.31%

5Y*

9.52%

10Y*

1.26%

*Annualized

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ROOF vs. MORT - Expense Ratio Comparison

ROOF has a 0.70% expense ratio, which is higher than MORT's 0.42% expense ratio.


Expense ratio chart for ROOF: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ROOF: 0.70%
Expense ratio chart for MORT: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MORT: 0.42%

Risk-Adjusted Performance

ROOF vs. MORT — Risk-Adjusted Performance Rank

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

ROOF
The Risk-Adjusted Performance Rank of ROOF is 4141
Overall Rank
The Sharpe Ratio Rank of ROOF is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of ROOF is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ROOF is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ROOF is 3131
Calmar Ratio Rank
The Martin Ratio Rank of ROOF is 3535
Martin Ratio Rank

MORT
The Risk-Adjusted Performance Rank of MORT is 4242
Overall Rank
The Sharpe Ratio Rank of MORT is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of MORT is 4343
Sortino Ratio Rank
The Omega Ratio Rank of MORT is 4141
Omega Ratio Rank
The Calmar Ratio Rank of MORT is 3636
Calmar Ratio Rank
The Martin Ratio Rank of MORT is 4545
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.

ROOF vs. MORT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ US Real Estate Small Cap ETF (ROOF) 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.


The chart of Sharpe ratio for ROOF, currently valued at 1.44, compared to the broader market-1.000.001.002.003.004.00
ROOF: 1.44
MORT: 0.36
The chart of Sortino ratio for ROOF, currently valued at 2.14, compared to the broader market-2.000.002.004.006.008.00
ROOF: 2.14
MORT: 0.61
The chart of Omega ratio for ROOF, currently valued at 1.35, compared to the broader market0.501.001.502.002.50
ROOF: 1.35
MORT: 1.08
The chart of Calmar ratio for ROOF, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.0012.00
ROOF: 0.52
MORT: 0.20
The chart of Martin ratio for ROOF, currently valued at 2.53, compared to the broader market0.0020.0040.0060.00
ROOF: 2.53
MORT: 1.26


Rolling 12-month Sharpe Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
1.44
0.36
ROOF
MORT

Dividends

ROOF vs. MORT - Dividend Comparison

ROOF has not paid dividends to shareholders, while MORT's dividend yield for the trailing twelve months is around 12.74%.


TTM20242023202220212020201920182017201620152014
ROOF
IQ US Real Estate Small Cap ETF
1.74%2.15%2.78%4.39%3.61%4.01%5.67%6.81%5.56%5.84%3.36%5.31%
MORT
VanEck Vectors Mortgage REIT Income ETF
12.74%11.54%12.18%13.10%8.21%8.11%7.36%8.19%7.82%8.21%9.91%10.08%

Drawdowns

ROOF vs. MORT - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%December2025FebruaryMarchAprilMay
-17.46%
-30.17%
ROOF
MORT

Volatility

ROOF vs. MORT - Volatility Comparison

The current volatility for IQ US Real Estate Small Cap ETF (ROOF) is 0.00%, while VanEck Vectors Mortgage REIT Income ETF (MORT) has a volatility of 13.38%. This indicates that ROOF experiences smaller price fluctuations and is considered to be less risky than MORT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay0
13.38%
ROOF
MORT