^DWRTF vs. USRT
Compare and contrast key facts about Dow Jones U.S. Select REIT Index (^DWRTF) and iShares Core U.S. REIT ETF (USRT).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DWRTF or USRT.
Key characteristics
| ^DWRTF | USRT | |
|---|---|---|
| YTD Return | 8.67% | 11.80% |
| 1Y Return | 16.61% | 21.99% |
| 3Y Return (Ann) | -2.56% | 1.61% |
| 5Y Return (Ann) | 0.22% | 4.98% |
| 10Y Return (Ann) | 2.16% | 6.63% |
| Sharpe Ratio | 0.81 | 1.22 |
| Daily Std Dev | 18.74% | 18.53% |
| Max Drawdown | -44.52% | -69.89% |
| Current Drawdown | -15.10% | -3.99% |
Correlation
The correlation between ^DWRTF and USRT is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^DWRTF vs. USRT - Performance Comparison
In the year-to-date period, ^DWRTF achieves a 8.67% return, which is significantly lower than USRT's 11.80% return. Over the past 10 years, ^DWRTF has underperformed USRT with an annualized return of 2.16%, while USRT has yielded a comparatively higher 6.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^DWRTF vs. USRT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Select REIT Index (^DWRTF) and iShares Core U.S. REIT ETF (USRT). 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.
Drawdowns
^DWRTF vs. USRT - Drawdown Comparison
The maximum ^DWRTF drawdown since its inception was -44.52%, smaller than the maximum USRT drawdown of -69.89%. Use the drawdown chart below to compare losses from any high point for ^DWRTF and USRT. For additional features, visit the drawdowns tool.
Volatility
^DWRTF vs. USRT - Volatility Comparison
Dow Jones U.S. Select REIT Index (^DWRTF) and iShares Core U.S. REIT ETF (USRT) have volatilities of 2.99% and 3.01%, 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.