iShares U.S. Real Estate ETF

10-Year Study

IYR.US · · US · ETF

Executive Summary: iShares U.S. Real Estate ETF has compounded at 5.7% annually over the last 10 years, with a maximum drawdown of 31.9% and an annualized volatility of 15.2%.

1Y CAGR
+10.3%
3Y CAGR
+10.2%
5Y CAGR
+2.8%
10Y CAGR
+5.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
31.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +38.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -25.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.55.3-6.67.2————————8.0%
20251.93.8-2.3-2.20.90.80.12.90.1-2.52.4-2.23.4%
2024-5.12.11.9-8.14.91.97.65.43.1-3.54.1-8.34.4%
202310.0-6.0-1.90.9-4.05.71.7-3.1-7.4-3.612.39.011.9%
2022-8.2-4.66.9-4.1-4.4-6.98.9-5.9-12.73.26.2-4.7-25.5%
2021-0.42.45.87.91.02.34.71.9-5.67.3-2.49.538.7%
20201.6-7.6-19.69.31.82.54.10.2-2.3-2.98.62.5-5.2%
201911.50.74.2-0.0-0.11.32.43.41.90.8-1.10.928.2%
2018-3.0-6.73.80.23.44.10.82.4-2.9-2.44.7-7.8-4.3%
20170.14.4-1.50.6-0.12.11.10.7-0.80.12.6-0.19.3%
2016———-1.72.26.23.7-3.3-1.5-5.0-2.34.22.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 15.2%. The dominant macroeconomic risk driver is VNQ.US, accounting for 101.4% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019833.049714773886
2016-05-0110050.104031746907
2016-06-0110677.532587428004
2016-07-0111067.63441452862
2016-08-0110696.978256675946
2016-09-0110539.449389588557
2016-10-0110016.655413784552
2016-11-019782.704549838787
2016-12-0110196.902471959655
2017-01-0110210.164797310332
2017-02-0110656.795133243311
2017-03-0110501.953178824373
2017-04-0110560.824124342053
2017-05-0110548.7846887315
2017-06-0110768.198666188995
2017-07-0110888.334665307135
2017-08-0110961.225783338386
2017-09-0110875.175682751398
2017-10-0110880.618403284923
2017-11-0111159.71284482046
2017-12-0111145.968253093395
2018-01-0110808.881279797173
2018-02-0110089.28817482845
2018-03-0110469.848017196242
2018-04-0110493.427398241794
2018-05-0110847.187009121724
2018-06-0111287.530658362499
2018-07-0111381.383139967482
2018-08-0111651.727891531402
2018-09-0111319.27412020834
2018-10-0111049.084382836829
2018-11-0111568.22691321961
2018-12-0110663.322953123708
2019-01-0111887.03943561055
2019-02-0111973.830159561276
2019-03-0112473.251439909609
2019-04-0112467.515914790421
2019-05-0112448.896987902002
2019-06-0112608.11378730675
2019-07-0112908.47962080084
2019-08-0113351.802987295725
2019-09-0113604.166092540028
2019-10-0113708.886791412902
2019-11-0113554.716565161076
2019-12-0113670.959985669799
2020-01-0113889.788353955963
2020-02-0112836.708049714773
2020-03-0110316.556204701408
2020-04-0111277.471959654975
2020-05-0111480.643894507673
2020-06-0111764.388761815528
2020-07-0112249.531512662938
2020-08-0112277.899109874059
2020-09-0111990.433901948356
2020-10-0111640.515198280376
2020-11-0112639.202744784634
2020-12-0112955.621159092789
2021-01-0112899.643811833439
2021-02-0113212.755256703504
2021-03-0113975.68344035054
2021-04-0115077.73100559429
2021-05-0115229.748256951527
2021-06-0115573.690302312125
2021-07-0116303.962162758013
2021-08-0116620.191115275444
2021-09-0115684.990492462864
2021-10-0116826.256648386476
2021-11-0116420.308926061676
2021-12-0117975.17017113567
2022-01-0116495.559704577397
2022-02-0115738.711522032685
2022-03-0116819.125995535593
2022-04-0116124.40405654918
2022-05-0115407.945683026981
2022-06-0114346.167360211646
2022-07-0115617.335409375259
2022-08-0114701.787141400502
2022-09-0112832.6776807121
2022-10-0113237.746989279909
2022-11-0114054.172293107726
2022-12-0113388.920274478463
2023-01-0114724.780913274726
2023-02-0113846.935541654035
2023-03-0113578.709317386392
2023-04-0113703.461294678536
2023-05-0113151.679664893765
2023-06-0113906.35764874473
2023-07-0114149.00653126464
2023-08-0113713.519993386062
2023-09-0112699.331027640754
2023-10-0112242.64199300025
2023-11-0113747.58866811806
2023-12-0114981.449968308209
2024-01-0114217.712266100809
2024-02-0114520.9028026566
2024-03-0114790.09355967702
2024-04-0113589.129715876212
2024-05-0114258.704908093807
2024-06-0114526.259404194341
2024-07-0115633.853032766556
2024-08-0116478.21533882658
2024-09-0116982.958773114337
2024-10-0116389.461101771984
2024-11-0117056.314933722824
2024-12-0115642.482156144075
2025-01-0115938.318130459946
2025-02-0116541.753933915727
2025-03-0116154.976300052362
2025-04-0115807.417256868852
2025-05-0115950.822608647726
2025-06-0116073.318268250341
2025-07-0116091.988866536225
2025-08-0116560.09728001764
2025-09-0116569.27756496817
2025-10-0116156.233637390802
2025-11-0116538.55030727258
2025-12-0116171.425028247031
2026-01-0116571.017168683
2026-02-0117444.263785928848
2026-03-0116286.824482597076
2026-04-0117458.042825254222
Annual Return Matrix
YearAnnual Return
20170.09307392943529313
2018-0.04330223171376191
20190.2820543882772524
2020-0.0523254275725219
20210.38744178688182407
2022-0.25514361494177973
20230.11894384768765676
20240.04412337852705939
20250.03381451017958792
20260.07956118862498673
Total Factor Risk
0.15235556757009464
VTI.US Exposure
-0.00410047106015609
VEA.US Exposure
-0.013350925378288974
VWO.US Exposure
0.00477710262591155
QQQ.US Exposure
-0.014207902415503494
VTV.US Exposure
-0.018121281712774266
IJR.US Exposure
-0.016539046787784444
QUAL.US Exposure
0.030811495131463123
SHV.US Exposure
0.0015965027499086925
TLT.US Exposure
-0.009182256885417015
LQD.US Exposure
0.014305173324614102
HYG.US Exposure
0.006004026681316139
GLD.US Exposure
-0.000902378848573198
USO.US Exposure
0.0003056677495231652
VNQ.US Exposure
1.0135233612809555
BTC-USD.CC Exposure
0.0007372957761064805
CPER.US Exposure
0.0020952836269989648
VIX.INDX Exposure
0.0018844217888964805
UUP.US Exposure
0.001968653015011954
TIP.US Exposure
-0.003520933955165645
Idiosyncratic Exposure
0.001916213292956661
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$47
Avg Yield on Cost
0.47%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$47.370.47%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.15
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares U.S. Real Estate ETF a high-risk investment?

iShares U.S. Real Estate ETF (IYR.US) has an annualized volatility of 15.2% and experienced a maximum drawdown of 31.9% over the last 10 years. Its primary macro risk driver is VNQ.US.

What is the 10-year return of IYR.US?

Over the past 10 years, IYR.US has generated a Compound Annual Growth Rate (CAGR) of 5.7%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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