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Real Estate Select Sector Index (^SIXRE)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Real Estate Select Sector Index

Popular comparisons: ^SIXRE vs. ^DJI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Real Estate Select Sector Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%350.00%FebruaryMarchAprilMayJuneJuly
96.68%
329.33%
^SIXRE (Real Estate Select Sector Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

Real Estate Select Sector Index had a return of -0.09% year-to-date (YTD) and 3.18% in the last 12 months. Over the past 10 years, Real Estate Select Sector Index had an annualized return of 3.78%, while the S&P 500 had an annualized return of 10.58%, indicating that Real Estate Select Sector Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-0.09%13.20%
1 month5.71%-1.28%
6 months3.55%10.32%
1 year3.18%18.23%
5 years (annualized)1.89%12.31%
10 years (annualized)3.78%10.58%

Monthly Returns

The table below presents the monthly returns of ^SIXRE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.79%2.45%1.12%-8.62%4.95%1.33%-0.09%
20239.86%-6.07%-2.08%0.83%-4.64%4.83%1.18%-3.14%-7.82%-2.93%12.27%7.97%8.27%
2022-8.38%-5.09%7.28%-3.65%-5.13%-7.48%8.49%-5.71%-13.65%1.91%6.75%-5.47%-28.32%
20210.47%1.43%6.35%8.12%1.10%2.76%4.55%2.70%-6.64%7.46%-0.97%9.54%42.24%
20201.37%-6.54%-15.40%9.33%1.74%0.99%3.90%-0.11%-2.51%-3.41%6.85%0.94%-5.09%
201910.72%0.83%4.48%-0.58%0.90%1.26%1.69%4.61%0.47%-0.16%-1.97%0.79%24.94%
2018-1.94%-6.97%3.27%-0.76%1.97%3.88%1.00%2.23%-3.17%-1.73%5.30%-7.91%-5.64%
2017-0.12%4.42%-1.50%-0.02%0.45%1.41%1.12%0.87%-1.87%0.68%2.67%-1.00%7.17%
2016-4.62%-1.34%10.13%-2.30%1.32%5.86%2.85%-3.82%-1.81%-5.59%-3.33%3.80%-0.07%
20155.75%-3.03%0.31%-4.79%-0.63%-4.65%5.38%-5.42%1.73%7.00%-0.93%1.58%1.31%
20142.69%3.84%0.20%3.50%3.08%-0.05%0.41%3.21%-5.37%8.80%3.23%0.44%26.05%
20133.03%1.02%2.13%6.63%-6.33%-2.67%0.14%-6.33%3.15%3.39%-4.75%1.16%-0.38%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SIXRE is 17, indicating that it is in the bottom 17% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^SIXRE is 1717
^SIXRE (Real Estate Select Sector Index)
The Sharpe Ratio Rank of ^SIXRE is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXRE is 1717Sortino Ratio Rank
The Omega Ratio Rank of ^SIXRE is 1717Omega Ratio Rank
The Calmar Ratio Rank of ^SIXRE is 1616Calmar Ratio Rank
The Martin Ratio Rank of ^SIXRE is 1818Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Real Estate Select Sector Index (^SIXRE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^SIXRE
Sharpe ratio
The chart of Sharpe ratio for ^SIXRE, currently valued at 0.20, compared to the broader market-0.500.000.501.001.502.002.500.20
Sortino ratio
The chart of Sortino ratio for ^SIXRE, currently valued at 0.44, compared to the broader market-1.000.001.002.003.000.44
Omega ratio
The chart of Omega ratio for ^SIXRE, currently valued at 1.05, compared to the broader market0.901.001.101.201.301.401.501.05
Calmar ratio
The chart of Calmar ratio for ^SIXRE, currently valued at 0.10, compared to the broader market0.001.002.003.004.005.000.10
Martin ratio
The chart of Martin ratio for ^SIXRE, currently valued at 0.51, compared to the broader market0.005.0010.0015.0020.000.51
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-0.500.000.501.001.502.002.501.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-1.000.001.002.003.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.901.001.101.201.301.401.501.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.001.002.003.004.005.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.005.0010.0015.0020.005.98

Sharpe Ratio

The current Real Estate Select Sector Index Sharpe ratio is 0.20. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Real Estate Select Sector Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.20
1.58
^SIXRE (Real Estate Select Sector Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-22.46%
-4.73%
^SIXRE (Real Estate Select Sector Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Real Estate Select Sector Index. 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 Real Estate Select Sector Index was 38.93%, occurring on Mar 23, 2020. Recovery took 265 trading sessions.

The current Real Estate Select Sector Index drawdown is 22.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.93%Feb 24, 202021Mar 23, 2020265Apr 19, 2021286
-37.76%Jan 3, 2022455Oct 25, 2023
-18.92%May 22, 201362Aug 19, 2013251Aug 18, 2014313
-18.61%Jan 27, 2015264Feb 11, 201696Jun 29, 2016360
-15.58%Aug 2, 201686Dec 1, 2016546Feb 5, 2019632

Volatility

Volatility Chart

The current Real Estate Select Sector Index volatility is 3.92%, 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.


2.00%3.00%4.00%5.00%6.00%FebruaryMarchAprilMayJuneJuly
3.92%
3.80%
^SIXRE (Real Estate Select Sector Index)
Benchmark (^GSPC)