USXF vs. TRREX
USXF (iShares ESG Advanced MSCI USA ETF) and TRREX (T. Rowe Price Real Estate Fund) are both funds - USXF is a Large Cap Growth Equities fund tracking the MSCI USA Choice ESG Screened Index, while TRREX is a REIT fund managed by T. Rowe Price. Over the past 5 years, USXF returned 14.32%/yr vs 2.59%/yr for TRREX. A 0.50 correlation means they provide meaningful diversification when combined. USXF charges 0.10%/yr vs 0.77%/yr for TRREX.
Performance
USXF vs. TRREX - Performance Comparison
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Returns By Period
In the year-to-date period, USXF achieves a 17.64% return, which is significantly higher than TRREX's 14.15% return.
USXF
- 1D
- -1.72%
- 1M
- 0.12%
- 6M
- 14.63%
- YTD
- 17.64%
- 1Y
- 25.16%
- 3Y*
- 23.84%
- 5Y*
- 14.32%
- 10Y*
- —
TRREX
- 1D
- 0.50%
- 1M
- -0.33%
- 6M
- 13.09%
- YTD
- 14.15%
- 1Y
- 14.12%
- 3Y*
- 8.01%
- 5Y*
- 2.59%
- 10Y*
- 5.16%
USXF vs. TRREX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
USXF iShares ESG Advanced MSCI USA ETF | 17.64% | 16.97% | 26.16% | 31.65% | -21.20% | 27.14% | 23.07% |
TRREX T. Rowe Price Real Estate Fund | 14.15% | -0.04% | 3.54% | 13.00% | -26.08% | 47.34% | 7.54% |
Correlation
The correlation between USXF and TRREX 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 | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2020 | 0.50 |
Over the past year, the correlation between USXF and TRREX has dropped to 0.08 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
USXF vs. TRREX — Risk / Return Rank
USXF
TRREX
USXF vs. TRREX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI USA ETF (USXF) and T. Rowe Price Real Estate Fund (TRREX). 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.
| USXF | TRREX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.18 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.48 | 1.80 | +0.69 |
| Martin ratioReturn relative to average drawdown | 9.28 | 5.57 | +3.71 |
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Drawdowns
USXF vs. TRREX - Drawdown Comparison
The maximum USXF drawdown since its inception was -29.54%, smaller than the maximum TRREX drawdown of -75.30%. Use the drawdown chart below to compare losses from any high point for USXF and TRREX.
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Drawdown Indicators
| USXF | TRREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.54% | -75.30% | +45.76% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -7.96% | -2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -20.93% | -18.10% | -2.83% |
Max Drawdown (5Y)Largest decline over 5 years | -29.54% | -33.21% | +3.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.28% | — |
Current DrawdownCurrent decline from peak | -3.08% | -2.12% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -6.35% | -12.70% | +6.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.56% | +0.16% |
Volatility
USXF vs. TRREX - Volatility Comparison
iShares ESG Advanced MSCI USA ETF (USXF) has a higher volatility of 7.55% compared to T. Rowe Price Real Estate Fund (TRREX) at 4.95%. This indicates that USXF's price experiences larger fluctuations and is considered to be riskier than TRREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USXF | TRREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.55% | 4.95% | +2.60% |
Volatility (6M)Calculated over the trailing 6-month period | 15.16% | 10.68% | +4.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.17% | 14.05% | +4.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 18.98% | +0.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 21.89% | -2.52% |
USXF vs. TRREX - Expense Ratio Comparison
USXF has a 0.10% expense ratio, which is lower than TRREX's 0.77% expense ratio.
Dividends
USXF vs. TRREX - Dividend Comparison
USXF's dividend yield for the trailing twelve months is around 0.82%, less than TRREX's 6.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRREX T. Rowe Price Real Estate Fund | 6.34% | 7.15% | 9.44% | 11.63% | 25.52% | 15.42% | 41.93% | 32.33% | 5.73% | 2.61% | 2.28% | 2.26% |
USXF iShares ESG Advanced MSCI USA ETF | 0.82% | 0.93% | 1.00% | 1.21% | 1.39% | 0.86% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
USXF and TRREX 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.
USXF has higher volatility (7.55%) compared to TRREX (4.95%). In terms of maximum drawdown, USXF dropped -29.54% vs TRREX's -75.30%.
USXF currently has the higher Sharpe Ratio (1.39 vs 1.02), 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.
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