Summary
REZ
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 7.40% Volatility 16.96% Sharpe -0.17
Official loaded data — not a live quote.

iShares Residential and Multisector Real Estate ETF

Symbol: REZ

Exchange: NYSE

Sector: Realestate

Category: Real Estate

Inception date: 01/05/2007

Latest date: 02/06/2026

Current price: $87.89

Expense ratio: 0.48%

Assets under management
$843.4M
-0.20% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-1.92%

Ann. -46.84% (Sharpe / Sortino numerator)

Volatility

16.96%

Sharpe ratio

-2.976

VaR 95%

-1.69%

CVaR 95%: -2.70%
Max drawdown: -8.18%
Sortino ratio: -3.206
Calmar ratio: -5.72

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

-2.46%

Ann. 12.28% (Sharpe / Sortino numerator)

Volatility

15.84%

Sharpe ratio

0.546

VaR 95%

-1.50%

CVaR 95%: -2.12%
Max drawdown: -8.76%
Sortino ratio: 0.713
Calmar ratio: 1.40

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

2.61%

Ann. 4.31% (Sharpe / Sortino numerator)

Volatility

14.51%

Sharpe ratio

0.047

VaR 95%

-1.44%

CVaR 95%: -2.12%
Max drawdown: -8.76%
Sortino ratio: 0.063
Calmar ratio: 0.49

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

7.40%

Ann. 0.78% (Sharpe / Sortino numerator)

Volatility

16.96%

Sharpe ratio

-0.168

VaR 95%

-1.70%

CVaR 95%: -2.59%
Max drawdown: -10.10%
Sortino ratio: -0.221
Calmar ratio: 0.08

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

23.84%

Ann. 12.70% (Sharpe / Sortino numerator)

Volatility

16.61%

Sharpe ratio

0.546

VaR 95%

-1.65%

CVaR 95%: -2.42%
Max drawdown: -15.04%
Sortino ratio: 0.758
Calmar ratio: 0.84

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

32.13%

Ann. 9.14% (Sharpe / Sortino numerator)

Volatility

17.13%

Sharpe ratio

0.322

VaR 95%

-1.72%

CVaR 95%: -2.35%
Max drawdown: -18.39%
Sortino ratio: 0.484
Calmar ratio: 0.50

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.033%

Best day

2.566%

29/07/2025
Worst day

-3.622%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $88.07 $88.07 $87.51 $87.89 14,000
01/06/2026 $89.19 $89.60 $87.91 $87.91 23,900
29/05/2026 $90.64 $90.69 $89.70 $89.75 35,900
28/05/2026 $91.53 $91.89 $91.05 $91.13 17,600
27/05/2026 $92.04 $92.64 $91.78 $91.78 20,300
26/05/2026 $92.10 $92.60 $91.83 $92.19 17,400
22/05/2026 $92.05 $92.19 $91.42 $92.03 19,100
21/05/2026 $91.10 $91.64 $90.90 $91.63 35,900
20/05/2026 $91.13 $91.94 $91.11 $91.94 19,000
19/05/2026 $90.47 $91.10 $90.05 $91.09 30,600