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USRT vs. FRI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USRT vs. FRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. REIT ETF (USRT) and First Trust S&P REIT Index Fund (FRI). The values are adjusted to include any dividend payments, if applicable.

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USRT vs. FRI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USRT
iShares Core U.S. REIT ETF
4.27%2.44%8.58%13.64%-24.43%43.26%-8.06%25.98%-4.67%5.27%
FRI
First Trust S&P REIT Index Fund
4.55%2.80%7.84%13.33%-24.66%42.55%-7.90%23.67%-4.28%3.86%

Returns By Period

In the year-to-date period, USRT achieves a 4.27% return, which is significantly lower than FRI's 4.55% return. Over the past 10 years, USRT has outperformed FRI with an annualized return of 5.42%, while FRI has yielded a comparatively lower 4.97% annualized 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%

FRI

1D
1.58%
1M
-5.55%
YTD
4.55%
6M
2.82%
1Y
6.47%
3Y*
8.59%
5Y*
5.00%
10Y*
4.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USRT vs. FRI - Expense Ratio Comparison

USRT has a 0.08% expense ratio, which is lower than FRI's 0.50% expense ratio.


Return for Risk

USRT vs. FRI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USRT
USRT Risk / Return Rank: 2525
Overall Rank
USRT Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
USRT Sortino Ratio Rank: 2323
Sortino Ratio Rank
USRT Omega Ratio Rank: 2323
Omega Ratio Rank
USRT Calmar Ratio Rank: 2626
Calmar Ratio Rank
USRT Martin Ratio Rank: 2929
Martin Ratio Rank

FRI
FRI Risk / Return Rank: 2525
Overall Rank
FRI Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FRI Sortino Ratio Rank: 2323
Sortino Ratio Rank
FRI Omega Ratio Rank: 2424
Omega Ratio Rank
FRI Calmar Ratio Rank: 2626
Calmar Ratio Rank
FRI Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USRT vs. FRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. REIT ETF (USRT) and First Trust S&P REIT Index Fund (FRI). 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.


USRTFRIDifference

Sharpe ratio

Return per unit of total volatility

0.35

0.39

-0.04

Sortino ratio

Return per unit of downside risk

0.59

0.64

-0.05

Omega ratio

Gain probability vs. loss probability

1.08

1.09

-0.01

Calmar ratio

Return relative to maximum drawdown

0.53

0.59

-0.05

Martin ratio

Return relative to average drawdown

2.23

2.57

-0.34

USRT vs. FRI - Sharpe Ratio Comparison

The current USRT Sharpe Ratio is 0.35, which is comparable to the FRI Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of USRT and FRI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USRTFRIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

0.39

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.27

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.24

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.17

0.00

Correlation

The correlation between USRT and FRI is 0.92, 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. FRI - Dividend Comparison

USRT's dividend yield for the trailing twelve months is around 2.89%, more than FRI's 2.78% yield.


TTM20252024202320222021202020192018201720162015
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%
FRI
First Trust S&P REIT Index Fund
2.78%2.99%3.33%3.24%2.52%1.44%3.08%2.28%3.21%2.82%3.27%2.66%

Drawdowns

USRT vs. FRI - Drawdown Comparison

The maximum USRT drawdown since its inception was -69.91%, roughly equal to the maximum FRI drawdown of -71.95%. Use the drawdown chart below to compare losses from any high point for USRT and FRI.


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Drawdown Indicators


USRTFRIDifference

Max Drawdown

Largest peak-to-trough decline

-69.91%

-71.95%

+2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.95%

-13.12%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-31.03%

-31.21%

+0.18%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

-44.16%

-0.22%

Current Drawdown

Current decline from peak

-6.38%

-5.88%

-0.50%

Average Drawdown

Average peak-to-trough decline

-13.08%

-13.82%

+0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

2.99%

+0.10%

Volatility

USRT vs. FRI - Volatility Comparison

iShares Core U.S. REIT ETF (USRT) and First Trust S&P REIT Index Fund (FRI) have volatilities of 4.44% and 4.33%, 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


USRTFRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

4.33%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

9.21%

9.01%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.84%

16.75%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

18.67%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.28%

21.06%

+0.22%