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SLYV vs. USRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SLYV vs. USRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 600 Small Cap Value ETF (SLYV) and iShares Core U.S. REIT ETF (USRT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SLYV having a 17.46% return and USRT slightly higher at 17.49%. Over the past 10 years, SLYV has outperformed USRT with an annualized return of 10.61%, while USRT has yielded a comparatively lower 6.53% annualized return.


SLYV

1D
-0.21%
1M
2.91%
YTD
17.46%
6M
15.89%
1Y
37.37%
3Y*
15.39%
5Y*
6.20%
10Y*
10.61%

USRT

1D
1.30%
1M
1.84%
YTD
17.49%
6M
17.97%
1Y
18.57%
3Y*
14.08%
5Y*
5.53%
10Y*
6.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SLYV vs. USRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SLYV
SPDR S&P 600 Small Cap Value ETF
17.46%6.54%7.28%14.82%-11.08%30.57%2.68%24.26%-12.77%11.74%
USRT
iShares Core U.S. REIT ETF
17.49%2.44%8.58%13.64%-24.43%43.26%-8.06%25.98%-4.67%5.27%

Correlation

The correlation between SLYV and USRT is 0.55, 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

0.55

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

0.65

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

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since May 4, 2007

0.64

The correlation between SLYV and USRT shifts across timeframes, from 0.55 (1 year) to 0.68 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SLYV vs. USRT — Risk / Return Rank

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

SLYV
SLYV Risk / Return Rank: 7070
Overall Rank
SLYV Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SLYV Sortino Ratio Rank: 6868
Sortino Ratio Rank
SLYV Omega Ratio Rank: 6060
Omega Ratio Rank
SLYV Calmar Ratio Rank: 8080
Calmar Ratio Rank
SLYV Martin Ratio Rank: 7474
Martin Ratio Rank

USRT
USRT Risk / Return Rank: 4242
Overall Rank
USRT Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
USRT Sortino Ratio Rank: 3737
Sortino Ratio Rank
USRT Omega Ratio Rank: 3737
Omega Ratio Rank
USRT Calmar Ratio Rank: 4949
Calmar Ratio Rank
USRT Martin Ratio Rank: 4646
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.

SLYV vs. USRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 600 Small Cap Value ETF (SLYV) and iShares Core U.S. REIT ETF (USRT). 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.


SLYVUSRTDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.35

1.24

+0.12

Calmar ratioReturn relative to maximum drawdown

4.01

2.32

+1.69

Martin ratioReturn relative to average drawdown

13.30

7.44

+5.86

SLYV vs. USRT - Sharpe Ratio Comparison

The current SLYV Sharpe Ratio is 2.06, which is higher than the USRT Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SLYV and USRT, 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

SLYV vs. USRT - Drawdown Comparison

The maximum SLYV drawdown since its inception was -61.15%, smaller than the maximum USRT drawdown of -69.92%. Use the drawdown chart below to compare losses from any high point for SLYV and USRT.


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Drawdown Indicators


SLYVUSRTDifference

Max Drawdown

Largest peak-to-trough decline

-61.15%

-69.92%

+8.77%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

-8.04%

-1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-28.68%

-18.70%

-9.98%

Max Drawdown (5Y)

Largest decline over 5 years

-28.68%

-31.03%

+2.35%

Max Drawdown (10Y)

Largest decline over 10 years

-47.73%

-44.38%

-3.35%

Current Drawdown

Current decline from peak

-1.68%

-0.25%

-1.43%

Average Drawdown

Average peak-to-trough decline

-8.93%

-12.94%

+4.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.50%

+0.32%

Volatility

SLYV vs. USRT - Volatility Comparison

The current volatility for SPDR S&P 600 Small Cap Value ETF (SLYV) is 4.76%, while iShares Core U.S. REIT ETF (USRT) has a volatility of 5.19%. This indicates that SLYV experiences smaller price fluctuations and is considered to be less risky than USRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SLYVUSRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

5.19%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

11.74%

10.06%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

18.28%

13.89%

+4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.91%

18.93%

+2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.94%

21.33%

+2.61%

SLYV vs. USRT - Expense Ratio Comparison

SLYV has a 0.15% expense ratio, which is higher than USRT's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SLYV vs. USRT - Dividend Comparison

SLYV's dividend yield for the trailing twelve months is around 1.87%, less than USRT's 2.57% yield.


PositionTTM20252024202320222021202020192018201720162015
SLYV
SPDR S&P 600 Small Cap Value ETF
1.87%2.02%2.30%2.11%1.47%1.94%1.40%1.67%2.14%5.53%2.18%6.55%
USRT
iShares Core U.S. REIT ETF
2.57%3.07%2.85%3.18%3.46%2.27%3.12%3.34%5.66%3.44%3.98%3.59%

Frequently Asked Questions


SLYV and USRT have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USRT has higher volatility (5.19%) compared to SLYV (4.76%). In terms of maximum drawdown, SLYV dropped -61.15% vs USRT's -69.92%.

On 10-year performance, SLYV leads with 10.61% vs 6.53% for USRT. On fees, USRT is cheaper at 0.08% per year. On volatility, SLYV has been the lower-risk option at 4.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SLYV has performed better with a 10.61% return vs 6.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USRT is cheaper with a 0.08% expense ratio, compared with 0.15% for SLYV.

USRT has the higher dividend yield at 2.57%, compared with 1.87% for SLYV.

SLYV is categorized as Small Cap Value Equities, while USRT is REIT. SLYV tracks S&P SmallCap 600 Value Index, while USRT tracks FTSE Nareit Equity REITS 40 Act Capped Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for SLYV and 0.08% for USRT.

SLYV currently has the higher Sharpe Ratio (2.06 vs 1.35), 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 SLYV and USRT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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