iShares Core U.S. REIT ETF

10-Year Study

usrt.US · · US · ETF

Executive Summary: iShares Core U.S. REIT ETF has compounded at 6.1% annually over the last 10 years, with a maximum drawdown of 29.4% and an annualized volatility of 19.5%.

1Y CAGR
+16.3%
3Y CAGR
+12.5%
5Y CAGR
+5.0%
10Y CAGR
+6.1%

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 →
29.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.25
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +43.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -24.4%
% 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.
20263.06.5——————————9.7%
20250.93.6-3.5-2.92.2-0.4-1.04.51.0-1.82.3-2.32.4%
2024-4.32.02.1-7.04.72.86.36.32.6-2.94.4-7.58.6%
202310.7-4.9-2.50.8-3.15.02.9-3.2-6.8-4.510.610.013.6%
2022-7.0-3.06.5-4.3-6.2-7.59.1-5.9-12.24.85.8-5.1-24.4%
20210.14.14.68.01.22.54.71.9-5.47.5-0.68.843.3%
20201.1-7.8-22.18.40.32.94.20.7-3.4-2.611.03.2-8.1%
201911.80.83.2-0.30.21.41.23.33.01.4-1.5-0.626.0%
2018-4.1-7.73.71.44.04.40.73.0-2.6-3.14.9-8.2-4.7%
20170.13.5-2.30.2-0.82.11.4-0.50.1-1.02.6-0.35.3%
2016———-2.62.76.33.6-3.7-0.9-5.6-1.14.32.4%

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 19.5%. The dominant macroeconomic risk driver is VNQ.US, accounting for 57.2% of variance. Idiosyncratic stock-specific factors contribute 2.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019743.408615773564
2016-05-0110006.720795284578
2016-06-0110636.1304234673
2016-07-0111021.074698064698
2016-08-0110613.479913401838
2016-09-0110521.304921052106
2016-10-019928.044591761736
2016-11-019820.168677662079
2016-12-0110241.948630244724
2017-01-0110256.648582484178
2017-02-0110612.96512908217
2017-03-0110373.619019564667
2017-04-0110399.04364513057
2017-05-0110316.792550498913
2017-06-0110531.600607445496
2017-07-0110674.396057896076
2017-08-0110622.545837253798
2017-09-0110637.331586879865
2017-10-0110535.83327851834
2017-11-0110810.098924386764
2017-12-0110781.471196387358
2018-01-0110338.127500636332
2018-02-019540.554994694861
2018-03-019898.072704705413
2018-04-0110040.810956898255
2018-05-0110442.714514915877
2018-06-0110904.247256628563
2018-07-0110981.893891512065
2018-08-0111314.701954178476
2018-09-0111017.585604342492
2018-10-0110680.544870603244
2018-11-0111199.762055247797
2018-12-0110277.61174394628
2019-01-0111485.267158762344
2019-02-0111581.503227411693
2019-03-0111954.6932600433
2019-04-0111924.635575600369
2019-05-0111945.427142289247
2019-06-0112112.61764966639
2019-07-0112254.640923637467
2019-08-0112664.437841223356
2019-09-0113042.003540572156
2019-10-0113229.814019864956
2019-11-0113025.559041471597
2019-12-0112947.397622268427
2020-01-0113092.080615224462
2020-02-0112067.459625179818
2020-03-019405.996093358997
2020-04-0110193.61610245352
2020-05-0110224.846351180144
2020-06-0110517.958822974253
2020-07-0110958.213812807262
2020-08-0111035.6316546598
2020-09-0110664.843948853317
2020-10-0110391.750867268585
2020-11-0111537.717961110904
2020-12-0111903.243427205209
2021-01-0111918.000577702405
2021-02-0112402.384023382649
2021-03-0112968.017594184083
2021-04-0114000.017159477322
2021-05-0114163.346784456944
2021-06-0114524.353588189704
2021-07-0115211.504857562039
2021-08-0115500.298860896699
2021-09-0114662.573178020999
2021-10-0115767.586319320715
2021-11-0115672.580013212799
2021-12-0117052.83117076254
2022-01-0115861.99204372235
2022-02-0115380.09672225384
2022-03-0116379.37888411919
2022-04-0115672.522814955057
2022-05-0114699.637649037211
2022-06-0113591.907590494793
2022-07-0114823.815066593073
2022-08-0113943.162091282698
2022-09-0112246.146982362918
2022-10-0112833.973477167887
2022-11-0113581.640503230272
2022-12-0112887.282253382562
2023-01-0114265.903260586683
2023-02-0113562.25029385605
2023-03-0113219.861523018011
2023-04-0113327.394247571221
2023-05-0112910.333151252213
2023-06-0113559.04719142255
2023-07-0113954.658941088655
2023-08-0113511.572637497464
2023-09-0112597.74467269727
2023-10-0112037.0015529327
2023-11-0113318.671513265708
2023-12-0114645.01331289449
2024-01-0114013.773340464051
2024-02-0114288.925559327463
2024-03-0114587.70065863794
2024-04-0113568.170313532251
2024-05-0114208.075822010464
2024-06-0114603.773369063178
2024-07-0115525.380296916159
2024-08-0116504.242680767944
2024-09-0116939.149633502166
2024-10-0116452.1636670947
2024-11-0117183.986775762813
2024-12-0115902.316815429802
2025-01-0116049.402135210961
2025-02-0116629.335270447664
2025-03-0116051.661466391733
2025-04-0115589.041957781968
2025-05-0115937.379347425078
2025-06-0115866.653701728246
2025-07-0115712.361401471713
2025-08-0116422.10598265177
2025-09-0116591.81321336952
2025-10-0116286.660508320916
2025-11-0116668.115689196107
2025-12-0116290.063804656511
2026-01-0116779.108908342652
2026-02-0117868.73571831002
Annual Return Matrix
YearAnnual Return
20170.05267772624336464
2018-0.04673383096454509
20190.2597671467687719
2020-0.08064587382929833
20210.43262055212512895
2022-0.24427315767494984
20230.13639268737600374
20240.0858519876815882
20250.024383050201243872
20260.09691011235955038
Total Factor Risk
0.19481913193469824
VTI.US Exposure
-0.10134481250238803
VEA.US Exposure
-0.0551876983986561
VWO.US Exposure
0.001183317363233607
QQQ.US Exposure
0.10623208887755146
VTV.US Exposure
0.10021453248330087
IJR.US Exposure
0.005613893954732654
QUAL.US Exposure
-0.03648677005530934
SHV.US Exposure
0.3677133329811683
TLT.US Exposure
0.03125644148562163
LQD.US Exposure
-0.041091356864259354
HYG.US Exposure
0.01174364432716708
GLD.US Exposure
-0.009527502147941553
USO.US Exposure
-0.0008482550324691991
VNQ.US Exposure
0.5724089128312687
BTC-USD.CC Exposure
-0.0029539120546723187
CPER.US Exposure
0.0023119370486873935
VIX.INDX Exposure
-0.003992605999993975
UUP.US Exposure
0.02984078237731712
TIP.US Exposure
-0.005096182630612649
Idiosyncratic Exposure
0.028010211956253743
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.5%

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 →34.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.77%
Market Cap$24.4B
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
$0
Avg Yield on Cost
0.00%

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 →
+6.8%
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 →
+9.6%
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 →
0.7% 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 →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Core U.S. REIT ETF a high-risk investment?

iShares Core U.S. REIT ETF (usrt.US) has an annualized volatility of 19.5% and experienced a maximum drawdown of 29.4% over the last 10 years. Its primary macro risk driver is VNQ.US.

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

Over the past 10 years, usrt.US has generated a Compound Annual Growth Rate (CAGR) of 6.1%. 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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