USRT vs. DFAR
Compare and contrast key facts about iShares Core U.S. REIT ETF (USRT) and Dimensional US Real Estate ETF (DFAR).
USRT and DFAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USRT is a passively managed fund by iShares that tracks the performance of the FTSE NAREIT Equity REITs Index. It was launched on May 4, 2007. DFAR is an actively managed fund by Dimensional. It was launched on Feb 23, 2022.
Performance
USRT vs. DFAR - Performance Comparison
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USRT vs. DFAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
USRT iShares Core U.S. REIT ETF | 4.27% | 2.44% | 8.58% | 13.64% | -15.46% |
DFAR Dimensional US Real Estate ETF | 3.46% | 1.31% | 5.25% | 11.04% | -14.30% |
Returns By Period
In the year-to-date period, USRT achieves a 4.27% return, which is significantly higher than DFAR's 3.46% return.
USRT
- 1D
- 1.42%
- 1M
- -6.02%
- YTD
- 4.27%
- 6M
- 2.38%
- 1Y
- 5.82%
- 3Y*
- 8.72%
- 5Y*
- 5.12%
- 10Y*
- 5.42%
DFAR
- 1D
- 1.55%
- 1M
- -6.28%
- YTD
- 3.46%
- 6M
- 0.97%
- 1Y
- 2.53%
- 3Y*
- 6.36%
- 5Y*
- —
- 10Y*
- —
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USRT vs. DFAR - Expense Ratio Comparison
USRT has a 0.08% expense ratio, which is lower than DFAR's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
USRT vs. DFAR — Risk / Return Rank
USRT
DFAR
USRT vs. DFAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. REIT ETF (USRT) and Dimensional US Real Estate ETF (DFAR). 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 | DFAR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 0.16 | +0.19 |
Sortino ratioReturn per unit of downside risk | 0.59 | 0.32 | +0.27 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.04 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.30 | +0.23 |
Martin ratioReturn relative to average drawdown | 2.23 | 1.16 | +1.07 |
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 | DFAR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 0.16 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.06 | +0.11 |
Correlation
The correlation between USRT and DFAR is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
USRT vs. DFAR - Dividend Comparison
USRT's dividend yield for the trailing twelve months is around 2.89%, less than DFAR's 2.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USRT iShares Core U.S. REIT ETF | 2.89% | 3.07% | 2.85% | 3.18% | 3.46% | 2.27% | 3.12% | 3.34% | 5.66% | 3.44% | 3.98% | 3.59% |
DFAR Dimensional US Real Estate ETF | 2.98% | 2.97% | 2.89% | 3.06% | 1.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
USRT vs. DFAR - Drawdown Comparison
The maximum USRT drawdown since its inception was -69.91%, which is greater than DFAR's maximum drawdown of -32.27%. Use the drawdown chart below to compare losses from any high point for USRT and DFAR.
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Drawdown Indicators
| USRT | DFAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.91% | -32.27% | -37.64% |
Max Drawdown (1Y)Largest decline over 1 year | -12.95% | -12.10% | -0.85% |
Max Drawdown (5Y)Largest decline over 5 years | -31.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -44.38% | — | — |
Current DrawdownCurrent decline from peak | -6.38% | -6.75% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -13.08% | -14.76% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 3.13% | -0.04% |
Volatility
USRT vs. DFAR - Volatility Comparison
iShares Core U.S. REIT ETF (USRT) and Dimensional US Real Estate ETF (DFAR) have volatilities of 4.44% and 4.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USRT | DFAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 4.48% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 9.28% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.84% | 16.06% | +0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 19.32% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.28% | 19.32% | +1.96% |