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 187.25 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 Performance-47.61%-44.73%-45.61%
1-Year Performance-45.77%-39.83%-41.68%
3-Year Performance-50.83%-33.00%-38.97%
5-Year Performance-48.84%-13.25%-26.04%
Since Inception (30 Dec 2004)-83.87%23.67%-34.80%

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/Low331.98 / 96.61 2,415.50 / 719.80 1,293.72 / 382.78
Quarter High/Low167.18 / 161.31 1,281.61 / 1,236.71 675.71 / 652.01
Month High/Low198.17 / 161.31 1,487.45 / 1,233.17 789.24 / 652.01

Index Correlation and Volatility

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

Index Correlation
MSCI World REITS0.6963
MSCI US REIT0.7292
FTSE NAREIT All REITs0.7268
Index Volatility
1-month Volatility63.99
1-year Volatility68.05

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 INC-20.18%-26.33%2.06%
APOLLO COMMERCIAL REAL ESTATE-41.03%-43.37%1.39%
CAPSTEAD MORTGAGE CORP-27.94%-25.84%2.59%
INVESCO MORTGAGE CAPITAL-74.17%-76.17%-4.00%
MFA FINANCIAL INC-62.80%-66.54%1.99%
PENNYMAC MORTGAGE INVESTMENT-11.87%-17.73%5.29%
REDWOOD TRUST INC-55.70%-57.42%2.90%
STARWOOD PROPERTY TRUST INC-29.30%-37.26%-0.07%
BLACKSTONE MORTGAGE TRUST INC-28.67%-34.03%0.04%
NEW RESIDENTIAL INVESTMENT CORP-49.51%-54.26%4.35%
NEW YORK MORTGAGE TRUST INC-55.85%-58.61%1.61%
CHIMERA INVESTMENT CORP-44.79%-51.20%1.75%
ARMOUR RESIDENTIAL REIT INC-45.41%-45.72%3.67%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC7.59%-7.29%1.94%
LADDER CAPITAL CORP-50.25%-55.19%1.31%
AGNC INVESTMENT CORP-14.55%-22.45%1.65%
ORCHID ISLAND CAPITAL INC-14.80%-14.80%0.44%
TWO HARBORS INVESTMENT CORP-57.01%-64.53%3.53%
ARBOR REALTY TRUST INC-22.43%-36.19%-2.26%
COLONY CREDIT REAL ESTATE INC - A-53.20%-47.60%1.69%
KKR REAL ESTATE FINANCE TRUS-10.60%-16.01%1.82%
TPG RE FINANCE TRUST INC-52.64%-56.28%3.77%
DYNEX CAPITAL INC-5.95%-13.06%0.87%
TRINITY MERGER CORP-5.63%-24.22%-1.07%
ELLINGTON FINANCIAL INC-28.41%-32.56%1.94%
Worst 5 Components1-YearYear-to-Date1-Day
ANNALY CAPITAL MANAGEMENT INC-20.18%-26.33%2.06%
APOLLO COMMERCIAL REAL ESTATE-41.03%-43.37%1.39%
CAPSTEAD MORTGAGE CORP-27.94%-25.84%2.59%
INVESCO MORTGAGE CAPITAL-74.17%-76.17%-4.00%
MFA FINANCIAL INC-62.80%-66.54%1.99%
PENNYMAC MORTGAGE INVESTMENT-11.87%-17.73%5.29%
REDWOOD TRUST INC-55.70%-57.42%2.90%
STARWOOD PROPERTY TRUST INC-29.30%-37.26%-0.07%
BLACKSTONE MORTGAGE TRUST INC-28.67%-34.03%0.04%
NEW RESIDENTIAL INVESTMENT CORP-49.51%-54.26%4.35%
NEW YORK MORTGAGE TRUST INC-55.85%-58.61%1.61%
CHIMERA INVESTMENT CORP-44.79%-51.20%1.75%
ARMOUR RESIDENTIAL REIT INC-45.41%-45.72%3.67%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC7.59%-7.29%1.94%
LADDER CAPITAL CORP-50.25%-55.19%1.31%
AGNC INVESTMENT CORP-14.55%-22.45%1.65%
ORCHID ISLAND CAPITAL INC-14.80%-14.80%0.44%
TWO HARBORS INVESTMENT CORP-57.01%-64.53%3.53%
ARBOR REALTY TRUST INC-22.43%-36.19%-2.26%
COLONY CREDIT REAL ESTATE INC - A-53.20%-47.60%1.69%
KKR REAL ESTATE FINANCE TRUS-10.60%-16.01%1.82%
TPG RE FINANCE TRUST INC-52.64%-56.28%3.77%
DYNEX CAPITAL INC-5.95%-13.06%0.87%
TRINITY MERGER CORP-5.63%-24.22%-1.07%
ELLINGTON FINANCIAL INC-28.41%-32.56%1.94%
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