TRREX vs. USXF
Compare and contrast key facts about T. Rowe Price Real Estate Fund (TRREX) and iShares ESG Advanced MSCI USA ETF (USXF).
TRREX is managed by T. Rowe Price. It was launched on Oct 31, 1997. USXF is a passively managed fund by iShares that tracks the performance of the MSCI USA Choice ESG Screened Index. It was launched on Jun 16, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRREX or USXF.
Key characteristics
| TRREX | USXF | |
|---|---|---|
| YTD Return | 8.39% | 31.49% |
| 1Y Return | 21.51% | 42.42% |
| 3Y Return (Ann) | -1.45% | 10.94% |
| Sharpe Ratio | 1.66 | 2.80 |
| Sortino Ratio | 2.43 | 3.70 |
| Omega Ratio | 1.30 | 1.50 |
| Calmar Ratio | 1.06 | 4.49 |
| Martin Ratio | 5.80 | 17.50 |
| Ulcer Index | 4.81% | 2.61% |
| Daily Std Dev | 16.77% | 16.35% |
| Max Drawdown | -74.81% | -29.54% |
| Current Drawdown | -10.20% | -0.54% |
Correlation
The correlation between TRREX and USXF is 0.59, 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.
Performance
TRREX vs. USXF - Performance Comparison
In the year-to-date period, TRREX achieves a 8.39% return, which is significantly lower than USXF's 31.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TRREX vs. USXF - Expense Ratio Comparison
TRREX has a 0.77% expense ratio, which is higher than USXF's 0.10% expense ratio.
Risk-Adjusted Performance
TRREX vs. USXF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Real Estate Fund (TRREX) and iShares ESG Advanced MSCI USA ETF (USXF). 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.
Dividends
TRREX vs. USXF - Dividend Comparison
TRREX's dividend yield for the trailing twelve months is around 2.43%, more than USXF's 0.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRREX T. Rowe Price Real Estate Fund | 2.43% | 2.76% | 2.66% | 1.78% | 3.33% | 2.92% | 2.91% | 2.72% | 2.28% | 2.26% | 2.23% | 2.31% |
USXF iShares ESG Advanced MSCI USA ETF | 0.96% | 1.21% | 1.39% | 0.85% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TRREX vs. USXF - Drawdown Comparison
The maximum TRREX drawdown since its inception was -74.81%, which is greater than USXF's maximum drawdown of -29.54%. Use the drawdown chart below to compare losses from any high point for TRREX and USXF. For additional features, visit the drawdowns tool.
Volatility
TRREX vs. USXF - Volatility Comparison
T. Rowe Price Real Estate Fund (TRREX) has a higher volatility of 5.36% compared to iShares ESG Advanced MSCI USA ETF (USXF) at 4.20%. This indicates that TRREX's price experiences larger fluctuations and is considered to be riskier than USXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.