REIT/BDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
REIT/BDC
Last updated Oct 12, 2024
Asset Allocation
Quarterly
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in REIT/BDC, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
REIT/BDC
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Sep 17, 2020, corresponding to the inception date of BNL
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 21.91% | 4.70% | 13.50% | 33.69% | 14.40% | 11.99% |
| REIT/BDC | 10.24% | -2.30% | 18.82% | 29.74% | N/A | N/A |
| Portfolio components: | ||||||
REXR Rexford Industrial Realty, Inc. | -13.37% | -5.64% | 6.92% | 0.10% | 3.19% | 15.58% |
LTC LTC Properties, Inc. | 16.53% | -5.10% | 16.49% | 17.86% | -0.88% | 4.81% |
VICI | 6.50% | -2.91% | 21.34% | 18.87% | N/A | N/A |
O Realty Income Corporation | 12.16% | -1.12% | 22.91% | 29.19% | 0.72% | 8.80% |
ARE Alexandria Real Estate Equities, Inc. | -4.19% | -4.46% | 0.87% | 24.06% | -2.11% | 7.30% |
HIW Highwoods Properties, Inc. | 54.81% | 2.34% | 44.27% | 89.69% | 1.00% | 3.22% |
ARCC Ares Capital Corporation | 14.12% | 4.66% | 10.33% | 23.04% | 13.42% | 13.68% |
NSA National Storage Affiliates Trust | 10.86% | -7.34% | 24.90% | 51.10% | 10.25% | N/A |
BRSP BrightSpire Capital, Inc. | -21.25% | -7.07% | -8.70% | -0.97% | -9.92% | N/A |
ADC Agree Realty Corporation | 21.01% | -3.85% | 35.02% | 40.52% | 3.83% | 14.49% |
XLRE | 11.03% | -3.26% | 20.74% | 30.90% | N/A | N/A |
IIPR Innovative Industrial Properties, Inc. | 36.36% | 2.76% | 39.64% | 85.39% | 17.11% | N/A |
FRT Federal Realty Investment Trust | 11.57% | -4.14% | 16.02% | 31.48% | 0.17% | 2.64% |
SAFE | 7.53% | -7.15% | 34.79% | 54.41% | N/A | N/A |
BXMT Blackstone Mortgage Trust, Inc. | -8.80% | -5.54% | 2.89% | -5.75% | -3.90% | 4.88% |
HR Healthcare Realty Trust Incorporated | 6.59% | -7.99% | 29.21% | 26.42% | 0.30% | 6.22% |
MPW Medical Properties Trust, Inc. | 4.30% | -25.43% | 8.04% | 6.36% | -18.72% | -3.06% |
BXP Boston Properties, Inc. | 23.63% | 4.91% | 45.49% | 58.64% | -3.76% | 0.35% |
BDN Brandywine Realty Trust | 18.80% | 8.86% | 41.02% | 58.79% | -8.92% | -2.60% |
FSK FS KKR Capital Corp. | 13.01% | 2.18% | 15.29% | 20.78% | 12.11% | 5.52% |
BNL Broadstone Net Lease, Inc. | 11.08% | -1.16% | 29.80% | 34.47% | N/A | N/A |
WPC | -3.40% | -4.13% | 14.11% | 19.64% | N/A | N/A |
NMFC New Mountain Finance Corporation | -0.62% | -2.42% | -0.52% | 2.00% | 7.90% | 8.52% |
HTGC Hercules Capital, Inc. | 25.49% | 1.29% | 13.99% | 33.53% | 20.52% | 14.98% |
Monthly Returns
The table below presents the monthly returns of REIT/BDC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.42% | -1.13% | 3.99% | -3.57% | 3.42% | 0.89% | 7.49% | 2.95% | 3.29% | 10.24% | |||
| 2023 | 9.06% | -4.37% | -6.31% | -1.83% | -2.84% | 5.32% | 5.62% | -2.92% | -6.73% | -5.69% | 10.37% | 10.97% | 8.44% |
| 2022 | -4.70% | -1.85% | 4.94% | -6.22% | -2.46% | -6.82% | 9.70% | -6.04% | -13.61% | 8.60% | 2.95% | -5.22% | -21.06% |
| 2021 | -1.29% | 5.25% | 3.49% | 6.89% | 0.76% | 2.07% | 5.03% | 2.07% | -4.65% | 7.20% | -2.73% | 7.05% | 34.87% |
| 2020 | -2.72% | -3.24% | 16.86% | 5.00% | 15.49% |
Expense Ratio
REIT/BDC has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
The portfolio doesn't hold funds that charge fees
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of REIT/BDC is 12, indicating that it is in the bottom 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Combined Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
REXR Rexford Industrial Realty, Inc. | -0.05 | 0.11 | 1.01 | -0.03 | -0.10 |
LTC LTC Properties, Inc. | 0.95 | 1.32 | 1.18 | 0.61 | 4.30 |
VICI | 0.88 | 1.37 | 1.17 | 0.92 | 2.32 |
O Realty Income Corporation | 1.48 | 2.10 | 1.27 | 0.82 | 4.28 |
ARE Alexandria Real Estate Equities, Inc. | 0.65 | 1.23 | 1.14 | 0.37 | 2.52 |
HIW Highwoods Properties, Inc. | 2.37 | 3.18 | 1.38 | 1.42 | 17.50 |
ARCC Ares Capital Corporation | 1.77 | 2.52 | 1.33 | 3.06 | 12.56 |
NSA National Storage Affiliates Trust | 1.63 | 2.46 | 1.30 | 0.87 | 5.49 |
BRSP BrightSpire Capital, Inc. | -0.12 | 0.05 | 1.01 | -0.10 | -0.25 |
ADC Agree Realty Corporation | 2.17 | 3.01 | 1.37 | 1.37 | 7.32 |
XLRE | 1.65 | 2.42 | 1.30 | 0.85 | 6.88 |
IIPR Innovative Industrial Properties, Inc. | 2.82 | 3.70 | 1.45 | 1.17 | 15.54 |
FRT Federal Realty Investment Trust | 1.39 | 2.09 | 1.25 | 0.82 | 8.01 |
SAFE | 1.13 | 1.95 | 1.22 | 0.60 | 3.88 |
BXMT Blackstone Mortgage Trust, Inc. | -0.27 | -0.16 | 0.98 | -0.25 | -0.69 |
HR Healthcare Realty Trust Incorporated | 0.91 | 1.41 | 1.17 | 0.52 | 2.48 |
MPW Medical Properties Trust, Inc. | -0.05 | 0.51 | 1.06 | -0.05 | -0.20 |
BXP Boston Properties, Inc. | 1.46 | 2.24 | 1.26 | 0.95 | 5.88 |
BDN Brandywine Realty Trust | 1.31 | 2.07 | 1.24 | 0.78 | 4.07 |
FSK FS KKR Capital Corp. | 1.39 | 1.82 | 1.27 | 1.85 | 5.92 |
BNL Broadstone Net Lease, Inc. | 1.35 | 1.97 | 1.24 | 0.70 | 3.56 |
WPC | 0.85 | 1.32 | 1.16 | 0.52 | 1.71 |
NMFC New Mountain Finance Corporation | 0.23 | 0.40 | 1.05 | 0.41 | 1.13 |
HTGC Hercules Capital, Inc. | 1.47 | 1.79 | 1.30 | 1.79 | 6.20 |
REIT/BDC
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
REIT/BDC granted a 7.16% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| REIT/BDC | 7.16% | 7.64% | 8.53% | 5.17% | 6.01% | 5.50% | 6.16% | 4.78% | 4.60% | 5.02% | 38,979.85% | 71,142.00% |
| Portfolio components: | ||||||||||||
REXR Rexford Industrial Realty, Inc. | 3.45% | 2.71% | 2.31% | 1.18% | 1.75% | 1.62% | 2.17% | 1.99% | 2.33% | 3.12% | 3.06% | 1.59% |
LTC LTC Properties, Inc. | 6.41% | 7.10% | 6.42% | 6.68% | 5.86% | 5.09% | 5.47% | 5.24% | 4.66% | 4.80% | 4.73% | 5.38% |
VICI | 5.15% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
O Realty Income Corporation | 5.04% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
ARE Alexandria Real Estate Equities, Inc. | 4.37% | 3.91% | 3.24% | 2.01% | 2.38% | 2.48% | 3.24% | 2.64% | 2.91% | 3.38% | 3.25% | 4.10% |
HIW Highwoods Properties, Inc. | 5.95% | 8.71% | 7.15% | 4.40% | 4.84% | 3.88% | 4.78% | 3.46% | 4.85% | 3.84% | 3.78% | 4.63% |
ARCC Ares Capital Corporation | 9.01% | 9.59% | 10.10% | 7.60% | 9.41% | 8.94% | 9.78% | 9.57% | 9.12% | 10.90% | 9.93% | 8.67% |
NSA National Storage Affiliates Trust | 5.07% | 5.38% | 5.95% | 2.30% | 3.75% | 3.78% | 4.38% | 3.82% | 3.99% | 3.15% | 0.00% | 0.00% |
BRSP BrightSpire Capital, Inc. | 14.23% | 10.75% | 12.68% | 5.65% | 4.00% | 12.54% | 10.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ADC Agree Realty Corporation | 4.06% | 4.64% | 3.95% | 3.65% | 3.61% | 3.25% | 3.65% | 3.94% | 4.17% | 5.43% | 5.60% | 5.65% |
XLRE | 3.18% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% |
IIPR Innovative Industrial Properties, Inc. | 5.69% | 7.16% | 7.01% | 2.18% | 2.44% | 3.73% | 2.64% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% |
FRT Federal Realty Investment Trust | 3.92% | 4.21% | 4.26% | 3.12% | 4.96% | 3.22% | 3.42% | 2.98% | 2.70% | 2.48% | 2.47% | 2.98% |
SAFE | 2.89% | 5.03% | 8.43% | 5.05% | 8.27% | 7.04% | 6.63% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% |
BXMT Blackstone Mortgage Trust, Inc. | 13.16% | 11.66% | 11.71% | 8.10% | 9.01% | 6.66% | 7.78% | 7.71% | 8.25% | 8.52% | 6.79% | 2.65% |
HR Healthcare Realty Trust Incorporated | 7.18% | 7.20% | 36.51% | 7.47% | 4.36% | 8.09% | 9.60% | 8.02% | 8.21% | 8.79% | 1,113,586.82% | 2,032,520.32% |
MPW Medical Properties Trust, Inc. | 11.16% | 17.92% | 10.41% | 4.74% | 4.96% | 4.83% | 6.22% | 6.97% | 7.40% | 7.65% | 6.10% | 6.63% |
BXP Boston Properties, Inc. | 4.72% | 5.59% | 5.80% | 3.40% | 4.15% | 2.78% | 3.11% | 2.35% | 2.15% | 3.00% | 5.52% | 4.83% |
BDN Brandywine Realty Trust | 10.56% | 13.33% | 12.36% | 5.65% | 6.38% | 4.83% | 5.59% | 3.52% | 3.76% | 4.39% | 3.75% | 4.26% |
FSK FS KKR Capital Corp. | 14.81% | 14.96% | 15.20% | 11.80% | 15.46% | 12.40% | 16.41% | 11.69% | 8.66% | 9.92% | 8.91% | 0.00% |
BNL Broadstone Net Lease, Inc. | 6.34% | 6.50% | 6.66% | 4.13% | 7.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WPC | 5.80% | 6.17% | 5.43% | 5.12% | 5.91% | 5.17% | 6.26% | 5.82% | 6.65% | 6.48% | 5.26% | 5.70% |
NMFC New Mountain Finance Corporation | 12.14% | 11.71% | 9.86% | 8.76% | 10.92% | 9.90% | 10.81% | 10.04% | 9.65% | 10.45% | 9.91% | 9.84% |
HTGC Hercules Capital, Inc. | 8.56% | 11.40% | 14.90% | 9.34% | 9.57% | 9.49% | 11.40% | 9.45% | 8.79% | 10.17% | 8.33% | 6.77% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
REIT/BDC
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the REIT/BDC. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the REIT/BDC was 31.57%, occurring on Oct 27, 2023. The portfolio has not yet recovered.
The current REIT/BDC drawdown is 5.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.57% | Jan 5, 2022 | 456 | Oct 27, 2023 | — | — | — |
| -8.88% | Oct 9, 2020 | 14 | Oct 28, 2020 | 8 | Nov 9, 2020 | 22 |
| -6.43% | Sep 18, 2020 | 4 | Sep 23, 2020 | 7 | Oct 2, 2020 | 11 |
| -6.07% | Sep 3, 2021 | 19 | Sep 30, 2021 | 14 | Oct 20, 2021 | 33 |
| -5.9% | Nov 16, 2021 | 11 | Dec 1, 2021 | 17 | Dec 27, 2021 | 28 |
Volatility
Volatility Chart
The current REIT/BDC volatility is 3.05%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
REIT/BDC
Benchmark (^GSPC)
Portfolio components
Diversification
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| NMFC | HTGC | IIPR | ARCC | FSK | MPW | NSA | ADC | BRSP | LTC | SAFE | HR | BNL | BXMT | REXR | VICI | O | WPC | BXP | BDN | ARE | HIW | FRT | XLRE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NMFC | 1.00 | 0.63 | 0.38 | 0.66 | 0.62 | 0.31 | 0.32 | 0.27 | 0.51 | 0.33 | 0.39 | 0.29 | 0.34 | 0.50 | 0.36 | 0.42 | 0.34 | 0.34 | 0.44 | 0.45 | 0.39 | 0.43 | 0.44 | 0.40 |
| HTGC | 0.63 | 1.00 | 0.38 | 0.66 | 0.63 | 0.32 | 0.32 | 0.28 | 0.49 | 0.35 | 0.42 | 0.32 | 0.32 | 0.51 | 0.41 | 0.43 | 0.32 | 0.35 | 0.45 | 0.45 | 0.40 | 0.45 | 0.45 | 0.43 |
| IIPR | 0.38 | 0.38 | 1.00 | 0.35 | 0.37 | 0.40 | 0.42 | 0.38 | 0.46 | 0.34 | 0.51 | 0.43 | 0.44 | 0.49 | 0.51 | 0.49 | 0.40 | 0.40 | 0.46 | 0.47 | 0.52 | 0.48 | 0.46 | 0.54 |
| ARCC | 0.66 | 0.66 | 0.35 | 1.00 | 0.68 | 0.34 | 0.34 | 0.31 | 0.51 | 0.36 | 0.41 | 0.33 | 0.38 | 0.54 | 0.41 | 0.48 | 0.37 | 0.37 | 0.44 | 0.46 | 0.40 | 0.45 | 0.47 | 0.46 |
| FSK | 0.62 | 0.63 | 0.37 | 0.68 | 1.00 | 0.35 | 0.35 | 0.29 | 0.54 | 0.39 | 0.45 | 0.35 | 0.38 | 0.54 | 0.35 | 0.46 | 0.37 | 0.36 | 0.48 | 0.50 | 0.40 | 0.49 | 0.50 | 0.44 |
| MPW | 0.31 | 0.32 | 0.40 | 0.34 | 0.35 | 1.00 | 0.42 | 0.48 | 0.43 | 0.54 | 0.45 | 0.55 | 0.45 | 0.48 | 0.47 | 0.47 | 0.52 | 0.50 | 0.53 | 0.54 | 0.54 | 0.56 | 0.53 | 0.57 |
| NSA | 0.32 | 0.32 | 0.42 | 0.34 | 0.35 | 0.42 | 1.00 | 0.54 | 0.41 | 0.44 | 0.51 | 0.52 | 0.54 | 0.43 | 0.65 | 0.54 | 0.59 | 0.59 | 0.48 | 0.45 | 0.62 | 0.50 | 0.54 | 0.73 |
| ADC | 0.27 | 0.28 | 0.38 | 0.31 | 0.29 | 0.48 | 0.54 | 1.00 | 0.38 | 0.55 | 0.44 | 0.58 | 0.57 | 0.41 | 0.56 | 0.59 | 0.73 | 0.69 | 0.47 | 0.46 | 0.57 | 0.50 | 0.60 | 0.67 |
| BRSP | 0.51 | 0.49 | 0.46 | 0.51 | 0.54 | 0.43 | 0.41 | 0.38 | 1.00 | 0.45 | 0.53 | 0.40 | 0.47 | 0.72 | 0.43 | 0.48 | 0.43 | 0.45 | 0.57 | 0.59 | 0.45 | 0.57 | 0.55 | 0.51 |
| LTC | 0.33 | 0.35 | 0.34 | 0.36 | 0.39 | 0.54 | 0.44 | 0.55 | 0.45 | 1.00 | 0.47 | 0.60 | 0.48 | 0.50 | 0.48 | 0.51 | 0.59 | 0.57 | 0.53 | 0.58 | 0.51 | 0.59 | 0.60 | 0.60 |
| SAFE | 0.39 | 0.42 | 0.51 | 0.41 | 0.45 | 0.45 | 0.51 | 0.44 | 0.53 | 0.47 | 1.00 | 0.50 | 0.54 | 0.53 | 0.51 | 0.54 | 0.48 | 0.51 | 0.54 | 0.54 | 0.58 | 0.55 | 0.58 | 0.62 |
| HR | 0.29 | 0.32 | 0.43 | 0.33 | 0.35 | 0.55 | 0.52 | 0.58 | 0.40 | 0.60 | 0.50 | 1.00 | 0.54 | 0.45 | 0.55 | 0.54 | 0.61 | 0.60 | 0.50 | 0.52 | 0.60 | 0.56 | 0.59 | 0.66 |
| BNL | 0.34 | 0.32 | 0.44 | 0.38 | 0.38 | 0.45 | 0.54 | 0.57 | 0.47 | 0.48 | 0.54 | 0.54 | 1.00 | 0.48 | 0.56 | 0.56 | 0.63 | 0.63 | 0.55 | 0.54 | 0.62 | 0.56 | 0.58 | 0.68 |
| BXMT | 0.50 | 0.51 | 0.49 | 0.54 | 0.54 | 0.48 | 0.43 | 0.41 | 0.72 | 0.50 | 0.53 | 0.45 | 0.48 | 1.00 | 0.47 | 0.51 | 0.47 | 0.48 | 0.65 | 0.66 | 0.50 | 0.64 | 0.61 | 0.56 |
| REXR | 0.36 | 0.41 | 0.51 | 0.41 | 0.35 | 0.47 | 0.65 | 0.56 | 0.43 | 0.48 | 0.51 | 0.55 | 0.56 | 0.47 | 1.00 | 0.59 | 0.59 | 0.62 | 0.52 | 0.50 | 0.72 | 0.54 | 0.59 | 0.80 |
| VICI | 0.42 | 0.43 | 0.49 | 0.48 | 0.46 | 0.47 | 0.54 | 0.59 | 0.48 | 0.51 | 0.54 | 0.54 | 0.56 | 0.51 | 0.59 | 1.00 | 0.63 | 0.63 | 0.53 | 0.54 | 0.58 | 0.56 | 0.66 | 0.69 |
| O | 0.34 | 0.32 | 0.40 | 0.37 | 0.37 | 0.52 | 0.59 | 0.73 | 0.43 | 0.59 | 0.48 | 0.61 | 0.63 | 0.47 | 0.59 | 0.63 | 1.00 | 0.75 | 0.52 | 0.52 | 0.64 | 0.55 | 0.67 | 0.76 |
| WPC | 0.34 | 0.35 | 0.40 | 0.37 | 0.36 | 0.50 | 0.59 | 0.69 | 0.45 | 0.57 | 0.51 | 0.60 | 0.63 | 0.48 | 0.62 | 0.63 | 0.75 | 1.00 | 0.57 | 0.57 | 0.63 | 0.59 | 0.65 | 0.74 |
| BXP | 0.44 | 0.45 | 0.46 | 0.44 | 0.48 | 0.53 | 0.48 | 0.47 | 0.57 | 0.53 | 0.54 | 0.50 | 0.55 | 0.65 | 0.52 | 0.53 | 0.52 | 0.57 | 1.00 | 0.82 | 0.66 | 0.84 | 0.70 | 0.65 |
| BDN | 0.45 | 0.45 | 0.47 | 0.46 | 0.50 | 0.54 | 0.45 | 0.46 | 0.59 | 0.58 | 0.54 | 0.52 | 0.54 | 0.66 | 0.50 | 0.54 | 0.52 | 0.57 | 0.82 | 1.00 | 0.62 | 0.84 | 0.67 | 0.61 |
| ARE | 0.39 | 0.40 | 0.52 | 0.40 | 0.40 | 0.54 | 0.62 | 0.57 | 0.45 | 0.51 | 0.58 | 0.60 | 0.62 | 0.50 | 0.72 | 0.58 | 0.64 | 0.63 | 0.66 | 0.62 | 1.00 | 0.65 | 0.64 | 0.79 |
| HIW | 0.43 | 0.45 | 0.48 | 0.45 | 0.49 | 0.56 | 0.50 | 0.50 | 0.57 | 0.59 | 0.55 | 0.56 | 0.56 | 0.64 | 0.54 | 0.56 | 0.55 | 0.59 | 0.84 | 0.84 | 0.65 | 1.00 | 0.69 | 0.66 |
| FRT | 0.44 | 0.45 | 0.46 | 0.47 | 0.50 | 0.53 | 0.54 | 0.60 | 0.55 | 0.60 | 0.58 | 0.59 | 0.58 | 0.61 | 0.59 | 0.66 | 0.67 | 0.65 | 0.70 | 0.67 | 0.64 | 0.69 | 1.00 | 0.73 |
| XLRE | 0.40 | 0.43 | 0.54 | 0.46 | 0.44 | 0.57 | 0.73 | 0.67 | 0.51 | 0.60 | 0.62 | 0.66 | 0.68 | 0.56 | 0.80 | 0.69 | 0.76 | 0.74 | 0.65 | 0.61 | 0.79 | 0.66 | 0.73 | 1.00 |
The correlation results are calculated based on daily price changes starting from Sep 18, 2020