See what your fund actually adds
iShares Mortgage Real Estate ETF REM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | REM | Replication |
|---|---|---|
| Annualized growth | -5.8% | 5.2% |
| Annualized volatility | 24.6% | 17.4% |
| Sharpe ratio | -0.12 | 0.38 |
| Maximum drawdown | 41.1% | 23.9% |
| Replication fit (R²) | 0.68 · Tracking error 14.0% | |
Replication portfolio
The published portfolio below is the investable basket used to model REM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 56.7% |
| VNQ | Sector · Real Estate | 40.9% |
| VOX | Sector · Communication | 2.4% |