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USRT vs. PIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USRT vs. PIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. REIT ETF (USRT) and VanEck Commodity Strategy ETF (PIT). 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 15.99% return, which is significantly lower than PIT's 27.31% return.


USRT

1D
1.25%
1M
0.53%
YTD
15.99%
6M
16.17%
1Y
18.66%
3Y*
13.59%
5Y*
5.17%
10Y*
6.39%

PIT

1D
-0.75%
1M
-10.60%
YTD
27.31%
6M
26.74%
1Y
38.33%
3Y*
19.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USRT vs. PIT - Yearly Performance Comparison


2026 (YTD)2025202420232022
USRT
iShares Core U.S. REIT ETF
15.99%2.44%8.58%13.64%0.06%
PIT
VanEck Commodity Strategy ETF
27.31%21.63%6.77%-4.54%1.67%

Correlation

The correlation between USRT and PIT is -0.08, 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

-0.08

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2022

0.03

The correlation between USRT and PIT shifts across timeframes, from -0.08 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

USRT vs. PIT — Risk / Return Rank

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

USRT
USRT Risk / Return Rank: 4141
Overall Rank
USRT Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
USRT Sortino Ratio Rank: 3737
Sortino Ratio Rank
USRT Omega Ratio Rank: 3636
Omega Ratio Rank
USRT Calmar Ratio Rank: 4848
Calmar Ratio Rank
USRT Martin Ratio Rank: 4646
Martin Ratio Rank

PIT
PIT Risk / Return Rank: 5555
Overall Rank
PIT Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PIT Sortino Ratio Rank: 4848
Sortino Ratio Rank
PIT Omega Ratio Rank: 5252
Omega Ratio Rank
PIT Calmar Ratio Rank: 5757
Calmar Ratio Rank
PIT Martin Ratio Rank: 6262
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. PIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. REIT ETF (USRT) and VanEck Commodity Strategy ETF (PIT). 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.


USRTPITDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.24

1.32

-0.08

Calmar ratioReturn relative to maximum drawdown

2.33

2.74

-0.41

Martin ratioReturn relative to average drawdown

7.48

10.88

-3.40

USRT vs. PIT - Sharpe Ratio Comparison

The current USRT Sharpe Ratio is 1.35, which is comparable to the PIT Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of USRT and PIT, 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. PIT - Drawdown Comparison

The maximum USRT drawdown since its inception was -69.92%, which is greater than PIT's maximum drawdown of -14.05%. Use the drawdown chart below to compare losses from any high point for USRT and PIT.


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Drawdown Indicators


USRTPITDifference

Max Drawdown

Largest peak-to-trough decline

-69.92%

-14.05%

-55.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-14.05%

+6.01%

Max Drawdown (3Y)

Largest decline over 3 years

-18.70%

-14.05%

-4.65%

Max Drawdown (5Y)

Largest decline over 5 years

-31.03%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

Current Drawdown

Current decline from peak

-1.53%

-14.05%

+12.52%

Average Drawdown

Average peak-to-trough decline

-12.95%

-4.07%

-8.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

3.59%

-1.09%

Volatility

USRT vs. PIT - Volatility Comparison

iShares Core U.S. REIT ETF (USRT) has a higher volatility of 5.04% compared to VanEck Commodity Strategy ETF (PIT) at 4.67%. This indicates that USRT's price experiences larger fluctuations and is considered to be riskier than PIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USRTPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

4.67%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

19.36%

-9.35%

Volatility (1Y)

Calculated over the trailing 1-year period

13.86%

21.66%

-7.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

17.50%

+1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.33%

17.50%

+3.83%

USRT vs. PIT - Expense Ratio Comparison

USRT has a 0.08% expense ratio, which is lower than PIT's 0.55% expense ratio.


Dividends

USRT vs. PIT - Dividend Comparison

USRT's dividend yield for the trailing twelve months is around 2.60%, less than PIT's 7.00% yield.


PositionTTM20252024202320222021202020192018201720162015
PIT
VanEck Commodity Strategy ETF
7.00%8.92%3.59%6.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USRT
iShares Core U.S. REIT ETF
2.60%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 PIT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USRT has higher volatility (5.04%) compared to PIT (4.67%). In terms of maximum drawdown, USRT dropped -69.92% vs PIT's -14.05%.

On 3-year performance, PIT leads with 19.51% vs 13.59% for USRT. On fees, USRT is cheaper at 0.08% per year. On volatility, PIT has been the lower-risk option at 4.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PIT has performed better with a 19.51% return vs 13.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USRT is cheaper with a 0.08% expense ratio, compared with 0.55% for PIT.

PIT has the higher dividend yield at 7.00%, compared with 2.60% for USRT.

USRT is categorized as REIT, while PIT is Commodities. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.08% for USRT and 0.55% for PIT.

PIT currently has the higher Sharpe Ratio (1.78 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 PIT

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