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 735.38 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 Performance6.89%9.92%9.00%
1-Year Performance-3.15%7.54%4.18%
3-Year Performance3.11%40.37%27.90%
5-Year Performance-14.30%45.69%24.11%
Since Inception (30 Dec 2004)-70.15%101.57%10.41%

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/Low308.62 / 298.52 2,080.54 / 2,015.66 1,140.20 / 1,104.12
Month High/Low308.62 / 298.52 2,080.54 / 2,015.66 1,140.20 / 1,104.12

Index Correlation and Volatility

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

Index Correlation
MSCI World REITS0.6088
MSCI US REIT0.6561
FTSE NAREIT All REITs0.6810
Index Volatility
22-day Volatility9.37
250-day Volatility10.91

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 INC2.18%-1.84%-1.89%
APOLLO COMMERCIAL REAL ESTATE11.63%13.97%-0.86%
CAPSTEAD MORTGAGE CORP-1.75%27.27%-1.18%
DYNEX CAPITAL INC1.71%5.82%-1.85%
INVESCO MORTGAGE CAPITAL12.98%14.62%-0.49%
MFA FINANCIAL INC6.59%12.30%-0.27%
PENNYMAC MORTGAGE INVESTMENT25.68%15.97%-0.47%
REDWOOD TRUST INC6.14%9.35%0.06%
STARWOOD PROPERTY TRUST INC15.45%17.43%-0.31%
BLACKSTONE MORTGAGE TRUST INC23.37%14.52%-0.28%
NEW RESIDENTIAL INVESTMENT CORP3.99%20.48%-0.84%
NEW YORK MORTGAGE TRUST INC11.93%6.10%-0.33%
CHIMERA INVESTMENT CORP16.77%8.76%-0.21%
ARMOUR RESIDENTIAL REIT INC-10.34%-7.12%-2.84%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC47.61%39.24%-1.21%
LADDER CAPITAL CORP18.14%7.18%-0.06%
WESTERN ASSET MORTGAGE CAPITAL CORP9.36%22.55%-1.10%
AG MORTGAGE INVESTMENT TRUST-2.01%4.77%-1.88%
AGNC INVESTMENT CORP3.69%3.09%-1.03%
GRANITE POINT MORTGAGE TRUST INC16.94%8.50%-0.67%
TWO HARBORS INVESTMENT CORP-3.61%5.65%-1.80%
ARBOR REALTY TRUST INC53.56%32.80%1.16%
COLONY CREDIT REAL ESTATE INC - A-8.89%3.85%-0.88%
KKR REAL ESTATE FINANCE TRUS9.62%7.96%-0.25%
TPG RE FINANCE TRUST INC5.45%9.18%-0.51%
Worst 5 Components1-YearYear-to-Date1-Day
ANNALY CAPITAL MANAGEMENT INC2.18%-1.84%-1.89%
APOLLO COMMERCIAL REAL ESTATE11.63%13.97%-0.86%
CAPSTEAD MORTGAGE CORP-1.75%27.27%-1.18%
DYNEX CAPITAL INC1.71%5.82%-1.85%
INVESCO MORTGAGE CAPITAL12.98%14.62%-0.49%
MFA FINANCIAL INC6.59%12.30%-0.27%
PENNYMAC MORTGAGE INVESTMENT25.68%15.97%-0.47%
REDWOOD TRUST INC6.14%9.35%0.06%
STARWOOD PROPERTY TRUST INC15.45%17.43%-0.31%
BLACKSTONE MORTGAGE TRUST INC23.37%14.52%-0.28%
NEW RESIDENTIAL INVESTMENT CORP3.99%20.48%-0.84%
NEW YORK MORTGAGE TRUST INC11.93%6.10%-0.33%
CHIMERA INVESTMENT CORP16.77%8.76%-0.21%
ARMOUR RESIDENTIAL REIT INC-10.34%-7.12%-2.84%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC47.61%39.24%-1.21%
LADDER CAPITAL CORP18.14%7.18%-0.06%
WESTERN ASSET MORTGAGE CAPITAL CORP9.36%22.55%-1.10%
AG MORTGAGE INVESTMENT TRUST-2.01%4.77%-1.88%
AGNC INVESTMENT CORP3.69%3.09%-1.03%
GRANITE POINT MORTGAGE TRUST INC16.94%8.50%-0.67%
TWO HARBORS INVESTMENT CORP-3.61%5.65%-1.80%
ARBOR REALTY TRUST INC53.56%32.80%1.16%
COLONY CREDIT REAL ESTATE INC - A-8.89%3.85%-0.88%
KKR REAL ESTATE FINANCE TRUS9.62%7.96%-0.25%
TPG RE FINANCE TRUST INC5.45%9.18%-0.51%
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