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USRT vs. IEFA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USRT and IEFA is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

USRT vs. IEFA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. REIT ETF (USRT) and iShares Core MSCI EAFE ETF (IEFA). The values are adjusted to include any dividend payments, if applicable.

100.00%110.00%120.00%130.00%140.00%NovemberDecember2025FebruaryMarchApril
117.58%
128.15%
USRT
IEFA

Key characteristics

Sharpe Ratio

USRT:

0.68

IEFA:

0.66

Sortino Ratio

USRT:

1.03

IEFA:

1.05

Omega Ratio

USRT:

1.14

IEFA:

1.14

Calmar Ratio

USRT:

0.61

IEFA:

0.84

Martin Ratio

USRT:

2.34

IEFA:

2.47

Ulcer Index

USRT:

5.34%

IEFA:

4.70%

Daily Std Dev

USRT:

18.48%

IEFA:

17.63%

Max Drawdown

USRT:

-69.89%

IEFA:

-34.79%

Current Drawdown

USRT:

-10.60%

IEFA:

-0.72%

Returns By Period

In the year-to-date period, USRT achieves a -2.93% return, which is significantly lower than IEFA's 11.10% return. Both investments have delivered pretty close results over the past 10 years, with USRT having a 5.39% annualized return and IEFA not far ahead at 5.49%.


USRT

YTD

-2.93%

1M

-2.89%

6M

-7.69%

1Y

13.11%

5Y*

9.23%

10Y*

5.39%

IEFA

YTD

11.10%

1M

1.27%

6M

6.59%

1Y

11.54%

5Y*

11.61%

10Y*

5.49%

*Annualized

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USRT vs. IEFA - Expense Ratio Comparison

USRT has a 0.08% expense ratio, which is higher than IEFA's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for USRT: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USRT: 0.08%
Expense ratio chart for IEFA: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IEFA: 0.07%

Risk-Adjusted Performance

USRT vs. IEFA — Risk-Adjusted Performance Rank

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

USRT
The Risk-Adjusted Performance Rank of USRT is 6868
Overall Rank
The Sharpe Ratio Rank of USRT is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of USRT is 6969
Sortino Ratio Rank
The Omega Ratio Rank of USRT is 6666
Omega Ratio Rank
The Calmar Ratio Rank of USRT is 7070
Calmar Ratio Rank
The Martin Ratio Rank of USRT is 6666
Martin Ratio Rank

IEFA
The Risk-Adjusted Performance Rank of IEFA is 7070
Overall Rank
The Sharpe Ratio Rank of IEFA is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of IEFA is 6969
Sortino Ratio Rank
The Omega Ratio Rank of IEFA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of IEFA is 7979
Calmar Ratio Rank
The Martin Ratio Rank of IEFA is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USRT vs. IEFA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. REIT ETF (USRT) and iShares Core MSCI EAFE ETF (IEFA). 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.


The chart of Sharpe ratio for USRT, currently valued at 0.68, compared to the broader market-1.000.001.002.003.004.00
USRT: 0.68
IEFA: 0.66
The chart of Sortino ratio for USRT, currently valued at 1.03, compared to the broader market-2.000.002.004.006.008.00
USRT: 1.03
IEFA: 1.05
The chart of Omega ratio for USRT, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
USRT: 1.14
IEFA: 1.14
The chart of Calmar ratio for USRT, currently valued at 0.61, compared to the broader market0.002.004.006.008.0010.0012.00
USRT: 0.61
IEFA: 0.84
The chart of Martin ratio for USRT, currently valued at 2.34, compared to the broader market0.0020.0040.0060.00
USRT: 2.34
IEFA: 2.47

The current USRT Sharpe Ratio is 0.68, which is comparable to the IEFA Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of USRT and IEFA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.68
0.66
USRT
IEFA

Dividends

USRT vs. IEFA - Dividend Comparison

USRT's dividend yield for the trailing twelve months is around 2.90%, less than IEFA's 3.12% yield.


TTM20242023202220212020201920182017201620152014
USRT
iShares Core U.S. REIT ETF
2.90%2.85%3.18%3.47%2.27%3.12%3.34%5.66%3.43%3.98%3.59%3.46%
IEFA
iShares Core MSCI EAFE ETF
3.12%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%3.10%

Drawdowns

USRT vs. IEFA - Drawdown Comparison

The maximum USRT drawdown since its inception was -69.89%, which is greater than IEFA's maximum drawdown of -34.79%. Use the drawdown chart below to compare losses from any high point for USRT and IEFA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.60%
-0.72%
USRT
IEFA

Volatility

USRT vs. IEFA - Volatility Comparison

The current volatility for iShares Core U.S. REIT ETF (USRT) is 10.99%, while iShares Core MSCI EAFE ETF (IEFA) has a volatility of 11.85%. This indicates that USRT experiences smaller price fluctuations and is considered to be less risky than IEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.99%
11.85%
USRT
IEFA