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

Correlation

The correlation between USRT and VOO is 0.60, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. REIT ETF (USRT) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
193.99%
557.08%
USRT
VOO

Key characteristics

Sharpe Ratio

USRT:

0.68

VOO:

0.54

Sortino Ratio

USRT:

1.03

VOO:

0.88

Omega Ratio

USRT:

1.14

VOO:

1.13

Calmar Ratio

USRT:

0.61

VOO:

0.55

Martin Ratio

USRT:

2.34

VOO:

2.27

Ulcer Index

USRT:

5.34%

VOO:

4.55%

Daily Std Dev

USRT:

18.48%

VOO:

19.19%

Max Drawdown

USRT:

-69.89%

VOO:

-33.99%

Current Drawdown

USRT:

-10.60%

VOO:

-9.90%

Returns By Period

In the year-to-date period, USRT achieves a -2.93% return, which is significantly higher than VOO's -5.74% return. Over the past 10 years, USRT has underperformed VOO with an annualized return of 5.21%, while VOO has yielded a comparatively higher 12.07% annualized return.


USRT

YTD

-2.93%

1M

-3.43%

6M

-7.69%

1Y

13.06%

5Y*

10.04%

10Y*

5.21%

VOO

YTD

-5.74%

1M

-3.16%

6M

-4.28%

1Y

10.88%

5Y*

16.04%

10Y*

12.07%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


USRT vs. VOO - Expense Ratio Comparison

USRT has a 0.08% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

USRT vs. VOO — 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 6666
Overall Rank
The Sharpe Ratio Rank of USRT is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of USRT is 6666
Sortino Ratio Rank
The Omega Ratio Rank of USRT is 6464
Omega Ratio Rank
The Calmar Ratio Rank of USRT is 6868
Calmar Ratio Rank
The Martin Ratio Rank of USRT is 6363
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6161
Overall Rank
The Sharpe Ratio Rank of VOO is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6363
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. REIT ETF (USRT) and Vanguard S&P 500 ETF (VOO). 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
VOO: 0.54
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
VOO: 0.88
The chart of Omega ratio for USRT, currently valued at 1.14, compared to the broader market0.501.001.502.00
USRT: 1.14
VOO: 1.13
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
VOO: 0.55
The chart of Martin ratio for USRT, currently valued at 2.34, compared to the broader market0.0020.0040.0060.00
USRT: 2.34
VOO: 2.27

The current USRT Sharpe Ratio is 0.68, which is comparable to the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of USRT and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.68
0.54
USRT
VOO

Dividends

USRT vs. VOO - Dividend Comparison

USRT's dividend yield for the trailing twelve months is around 2.90%, more than VOO's 1.38% 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%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

USRT vs. VOO - Drawdown Comparison

The maximum USRT drawdown since its inception was -69.89%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for USRT and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.60%
-9.90%
USRT
VOO

Volatility

USRT vs. VOO - Volatility Comparison

The current volatility for iShares Core U.S. REIT ETF (USRT) is 10.99%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.96%. This indicates that USRT experiences smaller price fluctuations and is considered to be less risky than VOO 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%14.00%NovemberDecember2025FebruaryMarchApril
10.99%
13.96%
USRT
VOO