MVIS US Mortgage REITs Index

The modified market cap-weighted index tracks the performance of the largest and most liquid Mortgage REITs companies in the US. The pure-play index contains only REITs that derive at least 50% of their revenues from Mortgage. This includes REITs which are primarily engaged in the purchase or service of commercial or residential mortgage loans or mortgage related securities. The MVIS US Mortgage REITs Index (MVMORT) has been licensed to underlie financial products with currently USD 782.06 million in assets under management.

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 Performance6.81%12.53%10.78%
1-Year Performance-5.96%4.42%1.16%
3-Year Performance0.12%35.87%23.92%
5-Year Performance-14.97%44.69%23.23%
Since Inception (30 Dec 2004)-70.17%106.35%12.21%

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 / 209.15 2,080.54 / 864.26 1,196.59 / 299.56
52-Weeks High/Low324.13 / 273.99 2,080.54 / 1,765.16 1,140.20 / 980.75
Quarter High/Low299.95 / 293.88 2,074.70 / 2,028.50 1,128.25 / 1,103.82
Month High/Low299.95 / 293.88 2,074.70 / 2,002.40 1,128.25 / 1,095.30

Index Correlation and Volatility

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

Index Correlation
MSCI World REITS0.6206
MSCI US REIT0.6614
FTSE NAREIT All REITs0.6871
Index Volatility
22-day Volatility5.02
250-day Volatility11.03

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 INC0.36%0.64%-0.64%
APOLLO COMMERCIAL REAL ESTATE9.02%17.28%-0.27%
CAPSTEAD MORTGAGE CORP9.76%38.63%0.56%
INVESCO MORTGAGE CAPITAL13.95%19.82%-0.30%
MFA FINANCIAL INC3.68%14.01%0.00%
PENNYMAC MORTGAGE INVESTMENT28.63%22.76%-1.00%
REDWOOD TRUST INC7.33%14.17%-0.36%
STARWOOD PROPERTY TRUST INC13.01%21.95%-0.30%
BLACKSTONE MORTGAGE TRUST INC17.06%15.75%-0.56%
NEW RESIDENTIAL INVESTMENT CORP-6.78%13.62%0.93%
NEW YORK MORTGAGE TRUST INC13.25%10.08%-0.16%
CHIMERA INVESTMENT CORP12.62%13.07%-0.10%
ARMOUR RESIDENTIAL REIT INC-11.09%-3.83%-0.86%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC46.83%48.17%-1.08%
LADDER CAPITAL CORP15.14%12.35%-0.12%
WESTERN ASSET MORTGAGE CAPITAL CORP5.77%27.63%-0.20%
AG MORTGAGE INVESTMENT TRUST-7.48%6.09%-0.81%
AGNC INVESTMENT CORP1.97%4.91%-0.63%
GRANITE POINT MORTGAGE TRUST INC12.51%10.96%-0.52%
TWO HARBORS INVESTMENT CORP-5.76%9.65%0.00%
ARBOR REALTY TRUST INC19.42%25.44%-0.16%
COLONY CREDIT REAL ESTATE INC - A-16.87%5.22%-0.44%
KKR REAL ESTATE FINANCE TRUS5.91%9.49%0.00%
TPG RE FINANCE TRUST INC4.06%12.04%-1.01%
DYNEX CAPITAL INC0.48%6.96%-0.75%
Worst 5 Components1-YearYear-to-Date1-Day
ANNALY CAPITAL MANAGEMENT INC0.36%0.64%-0.64%
APOLLO COMMERCIAL REAL ESTATE9.02%17.28%-0.27%
CAPSTEAD MORTGAGE CORP9.76%38.63%0.56%
INVESCO MORTGAGE CAPITAL13.95%19.82%-0.30%
MFA FINANCIAL INC3.68%14.01%0.00%
PENNYMAC MORTGAGE INVESTMENT28.63%22.76%-1.00%
REDWOOD TRUST INC7.33%14.17%-0.36%
STARWOOD PROPERTY TRUST INC13.01%21.95%-0.30%
BLACKSTONE MORTGAGE TRUST INC17.06%15.75%-0.56%
NEW RESIDENTIAL INVESTMENT CORP-6.78%13.62%0.93%
NEW YORK MORTGAGE TRUST INC13.25%10.08%-0.16%
CHIMERA INVESTMENT CORP12.62%13.07%-0.10%
ARMOUR RESIDENTIAL REIT INC-11.09%-3.83%-0.86%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC46.83%48.17%-1.08%
LADDER CAPITAL CORP15.14%12.35%-0.12%
WESTERN ASSET MORTGAGE CAPITAL CORP5.77%27.63%-0.20%
AG MORTGAGE INVESTMENT TRUST-7.48%6.09%-0.81%
AGNC INVESTMENT CORP1.97%4.91%-0.63%
GRANITE POINT MORTGAGE TRUST INC12.51%10.96%-0.52%
TWO HARBORS INVESTMENT CORP-5.76%9.65%0.00%
ARBOR REALTY TRUST INC19.42%25.44%-0.16%
COLONY CREDIT REAL ESTATE INC - A-16.87%5.22%-0.44%
KKR REAL ESTATE FINANCE TRUS5.91%9.49%0.00%
TPG RE FINANCE TRUST INC4.06%12.04%-1.01%
DYNEX CAPITAL INC0.48%6.96%-0.75%
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