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USRT vs. IEFA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, USRT achieves a 17.49% return, which is significantly higher than IEFA's 8.47% return. Over the past 10 years, USRT has underperformed IEFA with an annualized return of 6.53%, while IEFA has yielded a comparatively higher 9.96% annualized return.


USRT

1D
1.30%
1M
1.84%
YTD
17.49%
6M
17.97%
1Y
18.57%
3Y*
14.08%
5Y*
5.53%
10Y*
6.53%

IEFA

1D
-1.97%
1M
-0.19%
YTD
8.47%
6M
8.11%
1Y
22.09%
3Y*
16.84%
5Y*
8.24%
10Y*
9.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USRT vs. IEFA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USRT
iShares Core U.S. REIT ETF
17.49%2.44%8.58%13.64%-24.43%43.26%-8.06%25.98%-4.67%5.27%
IEFA
iShares Core MSCI EAFE ETF
8.47%32.08%3.26%17.95%-15.24%11.63%8.18%22.64%-14.14%26.57%

Correlation

The correlation between USRT and IEFA is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2012

0.51

The correlation between USRT and IEFA shifts across timeframes, from 0.44 (1 year) to 0.57 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

USRT vs. IEFA — Risk / Return Rank

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

USRT
USRT Risk / Return Rank: 4242
Overall Rank
USRT Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
USRT Sortino Ratio Rank: 3737
Sortino Ratio Rank
USRT Omega Ratio Rank: 3737
Omega Ratio Rank
USRT Calmar Ratio Rank: 4949
Calmar Ratio Rank
USRT Martin Ratio Rank: 4646
Martin Ratio Rank

IEFA
IEFA Risk / Return Rank: 4242
Overall Rank
IEFA Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IEFA Sortino Ratio Rank: 4242
Sortino Ratio Rank
IEFA Omega Ratio Rank: 4242
Omega Ratio Rank
IEFA Calmar Ratio Rank: 4040
Calmar Ratio Rank
IEFA Martin Ratio Rank: 4646
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. IEFA - Risk-Adjusted Trends 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.

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.


USRTIEFADifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.24

1.26

-0.03

Calmar ratioReturn relative to maximum drawdown

2.32

1.93

+0.39

Martin ratioReturn relative to average drawdown

7.44

7.34

+0.10

USRT vs. IEFA - Sharpe Ratio Comparison

The current USRT Sharpe Ratio is 1.35, which is comparable to the IEFA Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of USRT and IEFA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USRT vs. IEFA - Drawdown Comparison

The maximum USRT drawdown since its inception was -69.92%, which is greater than IEFA's maximum drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for USRT and IEFA.


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Drawdown Indicators


USRTIEFADifference

Max Drawdown

Largest peak-to-trough decline

-69.92%

-34.78%

-35.14%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-11.50%

+3.46%

Max Drawdown (3Y)

Largest decline over 3 years

-18.70%

-13.76%

-4.94%

Max Drawdown (5Y)

Largest decline over 5 years

-31.03%

-30.41%

-0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

-34.78%

-9.60%

Current Drawdown

Current decline from peak

-0.25%

-1.97%

+1.72%

Average Drawdown

Average peak-to-trough decline

-12.94%

-6.67%

-6.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

3.02%

-0.52%

Volatility

USRT vs. IEFA - Volatility Comparison

iShares Core U.S. REIT ETF (USRT) and iShares Core MSCI EAFE ETF (IEFA) have volatilities of 5.19% and 5.26%, 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


USRTIEFADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

5.26%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.06%

13.22%

-3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

13.89%

15.55%

-1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.93%

16.61%

+2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.33%

17.07%

+4.26%

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%.


Dividends

USRT vs. IEFA - Dividend Comparison

USRT's dividend yield for the trailing twelve months is around 2.57%, less than IEFA's 3.44% yield.


PositionTTM20252024202320222021202020192018201720162015
IEFA
iShares Core MSCI EAFE ETF
3.44%3.55%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%
USRT
iShares Core U.S. REIT ETF
2.57%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 IEFA have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEFA has higher volatility (5.26%) compared to USRT (5.19%). In terms of maximum drawdown, USRT dropped -69.92% vs IEFA's -34.78%.

On 10-year performance, IEFA leads with 9.96% vs 6.53% for USRT. On fees, IEFA is cheaper at 0.07% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IEFA has performed better with a 9.96% return vs 6.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEFA is cheaper with a 0.07% expense ratio, compared with 0.08% for USRT.

IEFA has the higher dividend yield at 3.44%, compared with 2.57% for USRT.

USRT is categorized as REIT, while IEFA is Foreign Large Cap Equities. USRT tracks FTSE Nareit Equity REITS 40 Act Capped Index, while IEFA tracks MSCI EAFE IMI Index (Net). Their fees differ too: 0.08% for USRT and 0.07% for IEFA.

IEFA currently has the higher Sharpe Ratio (1.43 vs 1.35), 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.

Portfolio Optimizer

Find the right allocation for USRT and IEFA

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