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 799.17 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 Performance6.48%12.88%10.91%
1-Year Performance-5.76%4.41%1.22%
3-Year Performance-2.20%32.96%21.20%
5-Year Performance-13.95%46.88%24.98%
Since Inception (30 Dec 2004)-70.26%106.99%12.35%

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 2,095.07 / 864.26 1,196.59 / 299.56
52-Weeks High/Low316.79 / 273.99 2,095.07 / 1,765.16 1,140.20 / 980.75
Quarter High/Low302.53 / 281.98 2,095.07 / 1,954.85 1,138.91 / 1,062.35
Month High/Low297.38 / 281.98 2,069.91 / 1,954.85 1,123.52 / 1,062.35

Index Correlation and Volatility

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

Index Correlation
MSCI World REITS0.5643
MSCI US REIT0.5932
FTSE NAREIT All REITs0.6170
Index Volatility
22-day Volatility10.83
250-day Volatility12.11

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-4.62%-3.56%1.36%
APOLLO COMMERCIAL REAL ESTATE12.45%23.27%-0.05%
CAPSTEAD MORTGAGE CORP-2.27%15.29%-0.66%
INVESCO MORTGAGE CAPITAL8.28%14.56%0.97%
MFA FINANCIAL INC9.96%17.96%0.00%
PENNYMAC MORTGAGE INVESTMENT19.71%24.16%-0.05%
REDWOOD TRUST INC9.35%16.29%0.67%
STARWOOD PROPERTY TRUST INC24.50%31.21%0.65%
BLACKSTONE MORTGAGE TRUST INC14.60%18.58%0.08%
NEW RESIDENTIAL INVESTMENT CORP-4.79%13.84%0.33%
NEW YORK MORTGAGE TRUST INC12.35%12.07%-0.17%
CHIMERA INVESTMENT CORP19.83%18.39%0.70%
ARMOUR RESIDENTIAL REIT INC-16.07%-9.12%0.18%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC43.16%56.03%-0.79%
LADDER CAPITAL CORP12.15%18.31%-0.35%
WESTERN ASSET MORTGAGE CAPITAL CORP1.34%28.65%1.30%
AG MORTGAGE INVESTMENT TRUST-5.19%3.89%-0.13%
AGNC INVESTMENT CORP-2.40%0.36%1.06%
GRANITE POINT MORTGAGE TRUST INC7.96%8.76%0.05%
TWO HARBORS INVESTMENT CORP-0.06%11.65%-0.07%
ARBOR REALTY TRUST INC26.32%39.94%0.84%
COLONY CREDIT REAL ESTATE INC - A-30.48%-2.30%-0.83%
KKR REAL ESTATE FINANCE TRUS8.64%9.38%0.40%
TPG RE FINANCE TRUST INC10.89%16.73%0.39%
DYNEX CAPITAL INC-11.32%-5.67%-1.60%
Worst 5 Components1-YearYear-to-Date1-Day
ANNALY CAPITAL MANAGEMENT INC-4.62%-3.56%1.36%
APOLLO COMMERCIAL REAL ESTATE12.45%23.27%-0.05%
CAPSTEAD MORTGAGE CORP-2.27%15.29%-0.66%
INVESCO MORTGAGE CAPITAL8.28%14.56%0.97%
MFA FINANCIAL INC9.96%17.96%0.00%
PENNYMAC MORTGAGE INVESTMENT19.71%24.16%-0.05%
REDWOOD TRUST INC9.35%16.29%0.67%
STARWOOD PROPERTY TRUST INC24.50%31.21%0.65%
BLACKSTONE MORTGAGE TRUST INC14.60%18.58%0.08%
NEW RESIDENTIAL INVESTMENT CORP-4.79%13.84%0.33%
NEW YORK MORTGAGE TRUST INC12.35%12.07%-0.17%
CHIMERA INVESTMENT CORP19.83%18.39%0.70%
ARMOUR RESIDENTIAL REIT INC-16.07%-9.12%0.18%
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAPITAL INC43.16%56.03%-0.79%
LADDER CAPITAL CORP12.15%18.31%-0.35%
WESTERN ASSET MORTGAGE CAPITAL CORP1.34%28.65%1.30%
AG MORTGAGE INVESTMENT TRUST-5.19%3.89%-0.13%
AGNC INVESTMENT CORP-2.40%0.36%1.06%
GRANITE POINT MORTGAGE TRUST INC7.96%8.76%0.05%
TWO HARBORS INVESTMENT CORP-0.06%11.65%-0.07%
ARBOR REALTY TRUST INC26.32%39.94%0.84%
COLONY CREDIT REAL ESTATE INC - A-30.48%-2.30%-0.83%
KKR REAL ESTATE FINANCE TRUS8.64%9.38%0.40%
TPG RE FINANCE TRUST INC10.89%16.73%0.39%
DYNEX CAPITAL INC-11.32%-5.67%-1.60%
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