USRT vs. EIPCX
USRT (iShares Core U.S. REIT ETF) and EIPCX (Parametric Commodity Strategy Fund Class I) are both funds - USRT is a REIT fund tracking the FTSE NAREIT Equity REITs Index, while EIPCX is a Commodities fund managed by Eaton Vance. Over the past 10 years, USRT returned 6.67%/yr vs 10.30%/yr for EIPCX. At a 0.15 correlation, their price movements are largely independent. USRT charges 0.08%/yr vs 0.66%/yr for EIPCX.
Performance
USRT vs. EIPCX - Performance Comparison
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Returns By Period
In the year-to-date period, USRT achieves a 17.79% return, which is significantly higher than EIPCX's 16.44% return. Over the past 10 years, USRT has underperformed EIPCX with an annualized return of 6.67%, while EIPCX has yielded a comparatively higher 10.30% annualized return.
USRT
- 1D
- 0.94%
- 1M
- 3.13%
- YTD
- 17.79%
- 6M
- 17.95%
- 1Y
- 19.33%
- 3Y*
- 12.69%
- 5Y*
- 5.06%
- 10Y*
- 6.67%
EIPCX
- 1D
- -0.13%
- 1M
- -8.64%
- YTD
- 16.44%
- 6M
- 18.84%
- 1Y
- 32.48%
- 3Y*
- 16.67%
- 5Y*
- 13.32%
- 10Y*
- 10.30%
USRT vs. EIPCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USRT iShares Core U.S. REIT ETF | 17.79% | 2.44% | 8.58% | 13.64% | -24.43% | 43.26% | -8.06% | 25.98% | -4.67% | 5.27% |
EIPCX Parametric Commodity Strategy Fund Class I | 16.44% | 22.27% | 9.97% | -4.70% | 17.76% | 30.13% | 7.83% | 9.58% | -9.45% | 7.07% |
Correlation
The correlation between USRT and EIPCX is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since May 26, 2011 | 0.15 |
The correlation between USRT and EIPCX shifts across timeframes, from -0.03 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USRT vs. EIPCX — Risk / Return Rank
USRT
EIPCX
USRT vs. EIPCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. REIT ETF (USRT) and Parametric Commodity Strategy Fund Class I (EIPCX). 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.
| USRT | EIPCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.03 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.41 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 3.78 | -1.36 |
| Martin ratioReturn relative to average drawdown | 7.79 | 13.79 | -6.00 |
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Drawdowns
USRT vs. EIPCX - Drawdown Comparison
The maximum USRT drawdown since its inception was -69.92%, which is greater than EIPCX's maximum drawdown of -54.05%. Use the drawdown chart below to compare losses from any high point for USRT and EIPCX.
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Drawdown Indicators
| USRT | EIPCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.92% | -54.05% | -15.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.04% | -8.64% | +0.60% |
Max Drawdown (3Y)Largest decline over 3 years | -18.70% | -10.46% | -8.24% |
Max Drawdown (5Y)Largest decline over 5 years | -31.03% | -18.00% | -13.03% |
Max Drawdown (10Y)Largest decline over 10 years | -44.38% | -28.53% | -15.85% |
Current DrawdownCurrent decline from peak | 0.00% | -8.64% | +8.64% |
Average DrawdownAverage peak-to-trough decline | -12.96% | -24.20% | +11.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.36% | +0.13% |
Volatility
USRT vs. EIPCX - Volatility Comparison
iShares Core U.S. REIT ETF (USRT) has a higher volatility of 4.71% compared to Parametric Commodity Strategy Fund Class I (EIPCX) at 3.79%. This indicates that USRT's price experiences larger fluctuations and is considered to be riskier than EIPCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USRT | EIPCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 3.79% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | 11.89% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.57% | 14.04% | -0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.92% | 14.66% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.30% | 13.27% | +8.03% |
USRT vs. EIPCX - Expense Ratio Comparison
USRT has a 0.08% expense ratio, which is lower than EIPCX's 0.66% expense ratio.
Dividends
USRT vs. EIPCX - Dividend Comparison
USRT's dividend yield for the trailing twelve months is around 2.56%, less than EIPCX's 11.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EIPCX Parametric Commodity Strategy Fund Class I | 11.45% | 13.33% | 5.65% | 3.69% | 14.93% | 13.83% | 3.10% | 1.54% | 0.87% | 5.14% | 6.59% | 0.00% |
USRT iShares Core U.S. REIT ETF | 2.56% | 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 EIPCX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USRT has higher volatility (4.71%) compared to EIPCX (3.79%). In terms of maximum drawdown, USRT dropped -69.92% vs EIPCX's -54.05%.
EIPCX currently has the higher Sharpe Ratio (2.32 vs 1.43), 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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