USRT vs. ^DWRTF
USRT (iShares Core U.S. REIT ETF) is REIT fund tracking the FTSE NAREIT Equity REITs Index, while ^DWRTF (Dow Jones U.S. Select REIT Index) is an index. Over the past 10 years, USRT returned 6.21%/yr vs 1.65%/yr for ^DWRTF. With a 0.97 correlation, they move nearly in lockstep.
Performance
USRT vs. ^DWRTF - Performance Comparison
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Returns By Period
In the year-to-date period, USRT achieves a 12.59% return, which is significantly higher than ^DWRTF's 10.71% return. Over the past 10 years, USRT has outperformed ^DWRTF with an annualized return of 6.21%, while ^DWRTF has yielded a comparatively lower 1.65% annualized return.
USRT
- 1D
- 0.08%
- 1M
- -0.19%
- YTD
- 12.59%
- 6M
- 11.36%
- 1Y
- 15.26%
- 3Y*
- 11.53%
- 5Y*
- 4.73%
- 10Y*
- 6.21%
^DWRTF
- 1D
- 0.25%
- 1M
- -0.72%
- YTD
- 10.71%
- 6M
- 8.55%
- 1Y
- 11.71%
- 3Y*
- 7.32%
- 5Y*
- 0.81%
- 10Y*
- 1.65%
USRT vs. ^DWRTF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USRT iShares Core U.S. REIT ETF | 12.59% | 2.44% | 8.58% | 13.64% | -24.43% | 43.26% | -8.06% | 25.98% | -4.67% | 5.27% |
^DWRTF Dow Jones U.S. Select REIT Index | 10.71% | -0.33% | 4.06% | 9.32% | -28.53% | 41.64% | -14.64% | 18.60% | -8.02% | -0.08% |
Correlation
The correlation between USRT and ^DWRTF is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since May 19, 2010 | 0.97 |
The correlation between USRT and ^DWRTF has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.
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Return for Risk
USRT vs. ^DWRTF — Risk / Return Rank
USRT
^DWRTF
USRT vs. ^DWRTF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. REIT ETF (USRT) and Dow Jones U.S. Select REIT Index (^DWRTF). 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.
| USRT | ^DWRTF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.16 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.46 | +0.44 |
| Martin ratioReturn relative to average drawdown | 6.15 | 4.57 | +1.58 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| USRT | ^DWRTF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.88 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.04 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.08 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.22 | -0.04 |
Drawdowns
USRT vs. ^DWRTF - Drawdown Comparison
The maximum USRT drawdown since its inception was -69.91%, which is greater than ^DWRTF's maximum drawdown of -44.52%. Use the drawdown chart below to compare losses from any high point for USRT and ^DWRTF.
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Drawdown Indicators
| USRT | ^DWRTF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.91% | -44.52% | -25.39% |
Max Drawdown (1Y)Largest decline over 1 year | -8.04% | -8.04% | 0.00% |
Max Drawdown (3Y)Largest decline over 3 years | -18.70% | -19.92% | +1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -31.03% | -36.72% | +5.69% |
Max Drawdown (10Y)Largest decline over 10 years | -44.38% | -44.52% | +0.14% |
Current DrawdownCurrent decline from peak | -3.01% | -10.28% | +7.27% |
Average DrawdownAverage peak-to-trough decline | -12.97% | -11.71% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.57% | -0.08% |
Volatility
USRT vs. ^DWRTF - Volatility Comparison
The current volatility for iShares Core U.S. REIT ETF (USRT) is 3.92%, while Dow Jones U.S. Select REIT Index (^DWRTF) has a volatility of 4.13%. This indicates that USRT experiences smaller price fluctuations and is considered to be less risky than ^DWRTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USRT | ^DWRTF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 4.13% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 9.44% | -0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.28% | 13.37% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.89% | 19.10% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.28% | 21.53% | -0.25% |
Frequently Asked Questions
With a correlation of 0.99, USRT and ^DWRTF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
^DWRTF has higher volatility (4.13%) compared to USRT (3.92%). In terms of maximum drawdown, USRT dropped -69.91% vs ^DWRTF's -44.52%.
USRT currently has the higher Sharpe Ratio (1.15 vs 0.88), 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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