iShares Mortgage Real Estate ETF
Symbol: REM
Exchange: BATS
Sector: Realestate
Category: Real Estate
Inception date: 01/05/2007
Latest date: 15/10/2026
Current price: $17.55
Expense ratio: 0.48%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-11.76%
Ann. -38.43% (Sharpe / Sortino numerator)
Volatility
26.05%
Sharpe ratio
-1.614
VaR 95%
-1.88%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-19.58%
Ann. -16.19% (Sharpe / Sortino numerator)
Volatility
21.22%
Sharpe ratio
-0.934
VaR 95%
-1.88%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-19.47%
Ann. 1.18% (Sharpe / Sortino numerator)
Volatility
18.17%
Sharpe ratio
-0.135
VaR 95%
-1.69%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-13.12%
Ann. 5.05% (Sharpe / Sortino numerator)
Volatility
21.20%
Sharpe ratio
0.067
VaR 95%
-1.79%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-9.44%
Ann. 6.55% (Sharpe / Sortino numerator)
Volatility
19.52%
Sharpe ratio
0.150
VaR 95%
-1.88%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
6.81%
Ann. 8.89% (Sharpe / Sortino numerator)
Volatility
21.23%
Sharpe ratio
0.248
VaR 95%
-2.19%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
-0.05%
Best day
2.678%
Worst day
-4.528%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $17.33 | $17.78 | $17.33 | $17.55 | 2,011,800 |
| 14/10/2026 | $17.11 | $17.24 | $16.98 | $17.14 | 2,350,600 |
| 13/10/2026 | $17.50 | $17.64 | $17.04 | $17.27 | 1,384,600 |
| 12/10/2026 | $17.45 | $17.51 | $17.25 | $17.38 | 1,060,600 |
| 09/10/2026 | $17.62 | $17.62 | $17.28 | $17.49 | 1,768,200 |
| 08/10/2026 | $17.23 | $17.61 | $17.13 | $17.56 | 1,911,400 |
| 07/10/2026 | $17.53 | $17.55 | $17.23 | $17.34 | 2,098,500 |
| 06/10/2026 | $17.61 | $17.75 | $17.50 | $17.69 | 1,518,100 |
| 05/10/2026 | $17.78 | $17.83 | $17.51 | $17.60 | 1,734,700 |
| 02/10/2026 | $18.16 | $18.29 | $17.65 | $17.76 | 3,813,000 |