USRT vs. IEFA
Compare and contrast key facts about iShares Core U.S. REIT ETF (USRT) and iShares Core MSCI EAFE ETF (IEFA).
USRT and IEFA 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. IEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Investable Market Index. It was launched on Oct 18, 2012. Both USRT and IEFA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USRT or IEFA.
Performance
USRT vs. IEFA - Performance Comparison
Returns By Period
In the year-to-date period, USRT achieves a 13.82% return, which is significantly higher than IEFA's 4.06% return. Over the past 10 years, USRT has outperformed IEFA with an annualized return of 6.47%, while IEFA has yielded a comparatively lower 5.18% annualized return.
USRT
13.82%
-0.02%
16.99%
28.56%
5.43%
6.47%
IEFA
4.06%
-4.64%
-2.46%
10.80%
5.43%
5.18%
Key characteristics
| USRT | IEFA | |
|---|---|---|
| Sharpe Ratio | 1.71 | 0.81 |
| Sortino Ratio | 2.40 | 1.19 |
| Omega Ratio | 1.30 | 1.14 |
| Calmar Ratio | 1.16 | 1.19 |
| Martin Ratio | 7.80 | 3.70 |
| Ulcer Index | 3.57% | 2.81% |
| Daily Std Dev | 16.29% | 12.80% |
| Max Drawdown | -69.89% | -34.78% |
| Current Drawdown | -2.43% | -8.65% |
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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%.
Correlation
The correlation between USRT and IEFA is 0.51, 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.
Risk-Adjusted Performance
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.
Dividends
USRT vs. IEFA - Dividend Comparison
USRT's dividend yield for the trailing twelve months is around 2.77%, less than IEFA's 3.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USRT iShares Core U.S. REIT ETF | 2.77% | 3.18% | 3.47% | 2.27% | 3.12% | 3.34% | 5.66% | 3.43% | 3.98% | 3.59% | 3.46% | 3.84% |
IEFA iShares Core MSCI EAFE ETF | 3.17% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
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 -34.78%. Use the drawdown chart below to compare losses from any high point for USRT and IEFA. For additional features, visit the drawdowns tool.
Volatility
USRT vs. IEFA - Volatility Comparison
iShares Core U.S. REIT ETF (USRT) has a higher volatility of 4.73% compared to iShares Core MSCI EAFE ETF (IEFA) at 3.81%. This indicates that USRT's price experiences larger fluctuations and is considered to be riskier than IEFA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.