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.
| Period | Price | Total Return Gross | Total Return Net |
| Year-to-Date Performance | 8.29% | 15.91% | 13.56% |
| 1-Year Performance | 10.14% | 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.
| Period | Price | Total Return Gross | Total Return Net |
| All Time High/Low | 1,034.79 / 96.61 | 2,415.50 / 719.80 | 1,293.72 / 299.56 |
| 52-Weeks High/Low | 263.60 / 209.02 | 2,177.49 / 1,677.46 | 1,122.54 / 874.43 |
| Quarter High/Low | 252.77 / 228.92 | 2,173.31 / 1,973.25 | 1,106.96 / 1,004.30 |
| Month High/Low | 252.77 / 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 REITS | 0.4832 |
| MSCI US REIT | 0.6008 |
| FTSE NAREIT All REITs | 0.6045 |
| Index Volatility | |
| 1-month Volatility | 18.38 |
| 1-year Volatility | 19.00 |
Component Performance
Displayed are the best and worst index components over a selected period of time. Data is updated daily.
| Best 5 Components | 1-Year | Year-to-Date | 1-Day |
| ANNALY CAPITAL MANAGEMENT INC | 10.36% | 4.22% | -0.49% |
| APOLLO COMMERCIAL REAL ESTATE | 34.39% | 30.10% | -1.67% |
| INVESCO MORTGAGE CAPITAL | -5.63% | -3.40% | -1.33% |
| MFA FINANCIAL INC | 27.24% | 21.60% | -0.22% |
| PENNYMAC MORTGAGE INVESTMENT | 11.20% | 8.97% | -0.94% |
| REDWOOD TRUST INC | 54.03% | 53.85% | -1.07% |
| STARWOOD PROPERTY TRUST INC | 45.57% | 37.54% | -1.88% |
| BLACKSTONE MORTGAGE TRUST INC | 18.25% | 16.44% | -1.66% |
| NEW RESIDENTIAL INVESTMENT CORP | 22.29% | 16.23% | -0.18% |
| NEW YORK MORTGAGE TRUST INC | 9.55% | 8.11% | -1.32% |
| CHIMERA INVESTMENT CORP | 64.90% | 64.10% | -1.87% |
| ARMOUR RESIDENTIAL REIT INC | 0.05% | 0.05% | -0.41% |
| HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | 9.56% | -9.40% | -1.33% |
| LADDER CAPITAL CORP | 32.62% | 26.75% | -1.18% |
| AGNC INVESTMENT CORP | 8.57% | 6.42% | -0.84% |
| ORCHID ISLAND CAPITAL INC | -6.27% | -4.76% | -2.25% |
| TWO HARBORS INVESTMENT CORP | 0.63% | -0.20% | -1.50% |
| ARBOR REALTY TRUST INC | 38.22% | 32.57% | -1.41% |
| KKR REAL ESTATE FINANCE TRUS | 22.78% | 23.38% | -0.53% |
| DYNEX CAPITAL INC | 2.27% | 1.71% | -0.18% |
| READY CAPITAL CORP | 31.64% | 38.09% | 0.83% |
| BROADMARK REALTY CAPITAL INC | -5.47% | -4.64% | -0.99% |
| ELLINGTON FINANCIAL INC | 26.69% | 25.16% | 0.41% |
| ARES COMMERCIAL REAL ESTATE CORP | 38.63% | 33.65% | -1.46% |
| BRIGHTSPIRE CAPITAL INC | 33.36% | 33.89% | -1.54% |
| Worst 5 Components | 1-Year | Year-to-Date | 1-Day |
| ANNALY CAPITAL MANAGEMENT INC | 10.36% | 4.22% | -0.49% |
| APOLLO COMMERCIAL REAL ESTATE | 34.39% | 30.10% | -1.67% |
| INVESCO MORTGAGE CAPITAL | -5.63% | -3.40% | -1.33% |
| MFA FINANCIAL INC | 27.24% | 21.60% | -0.22% |
| PENNYMAC MORTGAGE INVESTMENT | 11.20% | 8.97% | -0.94% |
| REDWOOD TRUST INC | 54.03% | 53.85% | -1.07% |
| STARWOOD PROPERTY TRUST INC | 45.57% | 37.54% | -1.88% |
| BLACKSTONE MORTGAGE TRUST INC | 18.25% | 16.44% | -1.66% |
| NEW RESIDENTIAL INVESTMENT CORP | 22.29% | 16.23% | -0.18% |
| NEW YORK MORTGAGE TRUST INC | 9.55% | 8.11% | -1.32% |
| CHIMERA INVESTMENT CORP | 64.90% | 64.10% | -1.87% |
| ARMOUR RESIDENTIAL REIT INC | 0.05% | 0.05% | -0.41% |
| HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC | 9.56% | -9.40% | -1.33% |
| LADDER CAPITAL CORP | 32.62% | 26.75% | -1.18% |
| AGNC INVESTMENT CORP | 8.57% | 6.42% | -0.84% |
| ORCHID ISLAND CAPITAL INC | -6.27% | -4.76% | -2.25% |
| TWO HARBORS INVESTMENT CORP | 0.63% | -0.20% | -1.50% |
| ARBOR REALTY TRUST INC | 38.22% | 32.57% | -1.41% |
| KKR REAL ESTATE FINANCE TRUS | 22.78% | 23.38% | -0.53% |
| DYNEX CAPITAL INC | 2.27% | 1.71% | -0.18% |
| READY CAPITAL CORP | 31.64% | 38.09% | 0.83% |
| BROADMARK REALTY CAPITAL INC | -5.47% | -4.64% | -0.99% |
| ELLINGTON FINANCIAL INC | 26.69% | 25.16% | 0.41% |
| ARES COMMERCIAL REAL ESTATE CORP | 38.63% | 33.65% | -1.46% |
| BRIGHTSPIRE CAPITAL INC | 33.36% | 33.89% | -1.54% |
