iShares Residential and Multisector Real Estate ETF
Ticker
REZ
ISIN
US4642885622
Price
USD 86.80
Change Today
-0.68 / -0.773 %
Price 1 year ago
65.44 / 32.656 %
Morningstar
4
52 Week Low
66.65
52 Week High
90.69
200 Day Moving Average 78.68
78.68
50-day Moving Average
87.08
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.78 |
| Sortino Ratio | 0.24 |
| Maximum Drawdown | -3.2% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -18.85 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.72 |
| Volatility | 7.105% |
| Alpha | -10.11 |
| Beta | None |
| R Squared | +70.90 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 11.464% |
| Average Annual Volatility | 29.964% |
| Sharpe Ratio | 0.38 |
| Sortino Ratio | 0.37 |
| Maximum Drawdown | -65.0% |
| Maximum Drawdown Date | 2009-03-05 |
| Calmar Ratio | -0.19 |
Company information
Summary
The investment seeks to track the investment results of the FTSE Nareit All Residential Capped Index composed of U.S. residential, healthcare and self-storage real estate equities. The fund generally will invest at least 80% of its assets in the component securities of the underlying index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents. The underlying index measures the performance of the residential apartments, manufactured homes, healthcare and self-storage real estate sectors of the U.S. equity market. The fund is non-diversified.
Market
US
Category
Real Estate
Expense Ratio
0.48%
Fund family
iShares
Morningstar
4
Yield
0.0219
Exchange
PCX
| Sector | Weight |
|---|---|
| Realestate | 99.53% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
| Country | Ratio |
|---|---|
| United States | 100.00 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
| China | 0.00 |
| Colombia | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| PSA | Public Storage | 9.86% |
| WELL | Welltower Inc | 7.59% |
| AVB | AvalonBay Communities Inc | 6.64% |
| EQR | Equity Residential | 6.48% |
| INVH | Invitation Homes Inc | 4.83% |
| MAA | Mid-America Apartment Communities Inc | 4.79% |
| EXR | Extra Space Storage Inc | 4.77% |
| SUI | Sun Communities Inc | 4.71% |
| VTR | Ventas Inc | 4.69% |
| PEAK | Healthpeak Properties Inc | 4.51% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| EWRE | Invesco S&P 500 Equal Weight Real Estate ETF | IE00BM8QRY6 | PCX | 0.40% | 4 | -3.17 | |
| INDS | Pacer Benchmark Industrial Real Estate SCTR ETF | US69374H766 | PCX | 0.60% | 5 | -7.76 | -- |
| PSR | Invesco Active U.S. Real Estate Fund | US46090A101 | PCX | 0.35% | 4 | -1.18 | |
| REZ | iShares Residential and Multisector Real Estate ETF | US4642885622 | PCX | 0.48% | 4 | -10.11 | |
| TREG.L | VanEck Global Real Estate UCITS ETF | NL000969023 | LSE | 0.25% | 4 | ||
| TRET.AS | VanEck Global Real Estate UCITS ETF | NL0009690239 | AMS | 0.25% | 4 | -1.84 | |
| TRET.L | VanEck Global Real Estate UCITS ETF | NL000969023 | LSE | 0.25% | 4 | ||
| XLRE | The Real Estate Select Sector SPDR Fund | US81369Y860 | PCX | 0.10% | 5 | -2.68 | |
| XRES.L | Invesco Real Estate S&P US Select Sector UCITS ETF | IE00BYM8JD5 | LSE | 0.14% | 4 | -1.34 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.