MVIS US Mortgage REITs Index

The MVIS US Mortgage REITS Index (MVMORT) tracks the performance of the largest and more liquid companies in the US Mortgage REITS Industry. This is a modified market cap-weighted index, and only includes REITs that derive at least 50% of their revenues from Mortgage, such as REITs that are primarily engaged in the purchase or service of commercial or residential mortgage loans or mortgage related securities. MVMORT covers at least 90% of the investable universe.

Index Performance

Index performance of price, total return net and total return gross indices is displayed in realtime.

PeriodPriceTotal Return GrossTotal Return Net
Year-to-Date Performance8.29%15.91%13.56%
1-Year Performance10.14%20.05%16.98%
3-Year Performance-24.23%1.87%-6.83%
5-Year Performance-21.97%28.35%10.48%
Since Inception (30 Dec 2004)-76.64%101.38%2.50%

Index Records

Index highs and lows of price, total return net and total return gross indices are displayed in realtime.

PeriodPriceTotal Return GrossTotal Return Net
All Time High/Low1,034.79 / 96.61 2,415.50 / 719.80 1,293.72 / 299.56
52-Weeks High/Low263.60 / 209.02 2,177.49 / 1,677.46 1,122.54 / 874.43
Quarter High/Low252.77 / 228.92 2,173.31 / 1,973.25 1,106.96 / 1,004.30
Month High/Low252.77 / 228.92 2,173.31 / 1,973.25 1,106.96 / 1,004.30

Index Correlation and Volatility

Index correlation to selected index peers and index volatility are updated daily.

Index Correlation
MSCI World REITS0.4832
MSCI US REIT0.6008
FTSE NAREIT All REITs0.6045
Index Volatility
1-month Volatility18.38
1-year Volatility19.00

Component Performance

Displayed are the best and worst index components over a selected period of time. Data is updated daily.

Best 5 Components1-YearYear-to-Date1-Day
ANNALY CAPITAL MANAGEMENT INC10.36%4.22%-0.49%
APOLLO COMMERCIAL REAL ESTATE34.39%30.10%-1.67%
INVESCO MORTGAGE CAPITAL-5.63%-3.40%-1.33%
MFA FINANCIAL INC27.24%21.60%-0.22%
PENNYMAC MORTGAGE INVESTMENT11.20%8.97%-0.94%
REDWOOD TRUST INC54.03%53.85%-1.07%
STARWOOD PROPERTY TRUST INC45.57%37.54%-1.88%
BLACKSTONE MORTGAGE TRUST INC18.25%16.44%-1.66%
NEW RESIDENTIAL INVESTMENT CORP22.29%16.23%-0.18%
NEW YORK MORTGAGE TRUST INC9.55%8.11%-1.32%
CHIMERA INVESTMENT CORP64.90%64.10%-1.87%
ARMOUR RESIDENTIAL REIT INC0.05%0.05%-0.41%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC9.56%-9.40%-1.33%
LADDER CAPITAL CORP32.62%26.75%-1.18%
AGNC INVESTMENT CORP8.57%6.42%-0.84%
ORCHID ISLAND CAPITAL INC-6.27%-4.76%-2.25%
TWO HARBORS INVESTMENT CORP0.63%-0.20%-1.50%
ARBOR REALTY TRUST INC38.22%32.57%-1.41%
KKR REAL ESTATE FINANCE TRUS22.78%23.38%-0.53%
DYNEX CAPITAL INC2.27%1.71%-0.18%
READY CAPITAL CORP31.64%38.09%0.83%
BROADMARK REALTY CAPITAL INC-5.47%-4.64%-0.99%
ELLINGTON FINANCIAL INC26.69%25.16%0.41%
ARES COMMERCIAL REAL ESTATE CORP38.63%33.65%-1.46%
BRIGHTSPIRE CAPITAL INC33.36%33.89%-1.54%
Worst 5 Components1-YearYear-to-Date1-Day
ANNALY CAPITAL MANAGEMENT INC10.36%4.22%-0.49%
APOLLO COMMERCIAL REAL ESTATE34.39%30.10%-1.67%
INVESCO MORTGAGE CAPITAL-5.63%-3.40%-1.33%
MFA FINANCIAL INC27.24%21.60%-0.22%
PENNYMAC MORTGAGE INVESTMENT11.20%8.97%-0.94%
REDWOOD TRUST INC54.03%53.85%-1.07%
STARWOOD PROPERTY TRUST INC45.57%37.54%-1.88%
BLACKSTONE MORTGAGE TRUST INC18.25%16.44%-1.66%
NEW RESIDENTIAL INVESTMENT CORP22.29%16.23%-0.18%
NEW YORK MORTGAGE TRUST INC9.55%8.11%-1.32%
CHIMERA INVESTMENT CORP64.90%64.10%-1.87%
ARMOUR RESIDENTIAL REIT INC0.05%0.05%-0.41%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC9.56%-9.40%-1.33%
LADDER CAPITAL CORP32.62%26.75%-1.18%
AGNC INVESTMENT CORP8.57%6.42%-0.84%
ORCHID ISLAND CAPITAL INC-6.27%-4.76%-2.25%
TWO HARBORS INVESTMENT CORP0.63%-0.20%-1.50%
ARBOR REALTY TRUST INC38.22%32.57%-1.41%
KKR REAL ESTATE FINANCE TRUS22.78%23.38%-0.53%
DYNEX CAPITAL INC2.27%1.71%-0.18%
READY CAPITAL CORP31.64%38.09%0.83%
BROADMARK REALTY CAPITAL INC-5.47%-4.64%-0.99%
ELLINGTON FINANCIAL INC26.69%25.16%0.41%
ARES COMMERCIAL REAL ESTATE CORP38.63%33.65%-1.46%
BRIGHTSPIRE CAPITAL INC33.36%33.89%-1.54%
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