USRT vs. CBRE
USRT (iShares Core U.S. REIT ETF) is REIT fund tracking the FTSE NAREIT Equity REITs Index, while CBRE (CBRE Group, Inc.) is a stock. Over the past 10 years, USRT returned 6.21%/yr vs 15.38%/yr for CBRE. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
USRT vs. CBRE - 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 CBRE's -21.62% return. Over the past 10 years, USRT has underperformed CBRE with an annualized return of 6.21%, while CBRE has yielded a comparatively higher 15.38% 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%
CBRE
- 1D
- -1.43%
- 1M
- -10.01%
- YTD
- -21.62%
- 6M
- -22.34%
- 1Y
- 0.87%
- 3Y*
- 17.78%
- 5Y*
- 7.46%
- 10Y*
- 15.38%
USRT vs. CBRE - 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% |
CBRE CBRE Group, Inc. | -21.62% | 22.47% | 41.04% | 20.96% | -29.08% | 73.01% | 2.33% | 53.07% | -7.55% | 37.54% |
Correlation
The correlation between USRT and CBRE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since May 7, 2007 | 0.59 |
The correlation between USRT and CBRE shifts across timeframes, from 0.54 (1 year) to 0.65 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
USRT vs. CBRE — Risk / Return Rank
USRT
CBRE
USRT vs. CBRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. REIT ETF (USRT) and CBRE Group, Inc. (CBRE). 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 | CBRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.13 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.03 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 0.03 | +1.87 |
| Martin ratioReturn relative to average drawdown | 6.15 | 0.08 | +6.07 |
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 | CBRE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 0.03 | +1.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.25 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.47 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.29 | -0.11 |
Drawdowns
USRT vs. CBRE - Drawdown Comparison
The maximum USRT drawdown since its inception was -69.91%, smaller than the maximum CBRE drawdown of -94.31%. Use the drawdown chart below to compare losses from any high point for USRT and CBRE.
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Drawdown Indicators
| USRT | CBRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.91% | -94.31% | +24.40% |
Max Drawdown (1Y)Largest decline over 1 year | -8.04% | -27.37% | +19.33% |
Max Drawdown (3Y)Largest decline over 3 years | -18.70% | -27.37% | +8.67% |
Max Drawdown (5Y)Largest decline over 5 years | -31.03% | -40.38% | +9.35% |
Max Drawdown (10Y)Largest decline over 10 years | -44.38% | -53.57% | +9.19% |
Current DrawdownCurrent decline from peak | -3.01% | -26.56% | +23.55% |
Average DrawdownAverage peak-to-trough decline | -12.97% | -26.59% | +13.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 11.18% | -8.69% |
Volatility
USRT vs. CBRE - Volatility Comparison
The current volatility for iShares Core U.S. REIT ETF (USRT) is 3.92%, while CBRE Group, Inc. (CBRE) has a volatility of 9.04%. This indicates that USRT experiences smaller price fluctuations and is considered to be less risky than CBRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USRT | CBRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.92% | 9.04% | -5.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 25.49% | -16.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.28% | 30.31% | -17.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.89% | 30.22% | -11.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.28% | 32.99% | -11.71% |
Dividends
USRT vs. CBRE - Dividend Comparison
USRT's dividend yield for the trailing twelve months is around 2.67%, while CBRE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBRE CBRE Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USRT iShares Core U.S. REIT ETF | 2.67% | 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
USRT and CBRE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CBRE has higher volatility (9.04%) compared to USRT (3.92%). In terms of maximum drawdown, USRT dropped -69.91% vs CBRE's -94.31%.
USRT currently has the higher Sharpe Ratio (1.15 vs 0.03), 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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