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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.
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Returns By Period
Real Estate Select Sector Index (^SIXRE) has returned 1.04% so far this year and -2.43% over the past 12 months. Over the last ten years, ^SIXRE has returned 2.65% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Real Estate Select Sector Index
- 1D
- 1.44%
- 1M
- -6.80%
- YTD
- 1.04%
- 6M
- -3.04%
- 1Y
- -2.43%
- 3Y*
- 3.00%
- 5Y*
- 0.44%
- 10Y*
- 2.65%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Dec 30, 2011, ^SIXRE's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, your investment would double in approximately 11.1 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2023 with a return of +12.3%, while the worst month was Mar 2020 at -15.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ^SIXRE closed higher 53% of trading days. The best single day was Mar 13, 2020 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -16.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.57% | 5.70% | -6.80% | 1.04% | |||||||||
| 2025 | 1.74% | 4.10% | -3.01% | -1.34% | 0.85% | -0.49% | -0.16% | 2.04% | -0.23% | -3.10% | 1.75% | -2.68% | -0.80% |
| 2024 | -4.79% | 2.45% | 1.12% | -8.62% | 4.95% | 1.33% | 7.12% | 5.64% | 2.77% | -3.41% | 3.98% | -9.15% | 1.72% |
| 2023 | 9.86% | -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 | -8.54% | -5.09% | 7.28% | -3.65% | -5.13% | -7.48% | 8.49% | -5.71% | -13.65% | 1.91% | 6.75% | -5.47% | -28.45% |
| 2021 | 0.47% | 1.43% | 6.35% | 8.12% | 1.10% | 2.76% | 4.55% | 2.70% | -6.64% | 7.46% | -0.97% | 9.74% | 42.49% |
Benchmark Metrics
Real Estate Select Sector Index has an annualized alpha of -3.47%, beta of 0.81, and R² of 0.51 versus S&P 500 Index. Calculated based on daily prices since January 03, 2012.
- This index participated in 92.32% of S&P 500 Index downside but only 65.53% of its upside — more exposed to losses than it benefited from rallies.
- This index had an annualized alpha of -3.47% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -3.47%
- Beta
- 0.81
- R²
- 0.51
- Upside Capture
- 65.53%
- Downside Capture
- 92.32%
Return for Risk
Risk / Return Rank
^SIXRE ranks 10 for risk / return — in the bottom 10% of indices on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Real Estate Select Sector Index (^SIXRE) and compare them to a chosen benchmark (S&P 500 Index).
| ^SIXRE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.15 | 0.90 | -1.04 |
Sortino ratioReturn per unit of downside risk | -0.09 | 1.39 | -1.48 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.21 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.13 | 1.40 | -1.53 |
Martin ratioReturn relative to average drawdown | -0.42 | 6.61 | -7.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^SIXRE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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.
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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 21.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.93% | Feb 24, 2020 | 21 | Mar 23, 2020 | 265 | Apr 19, 2021 | 286 |
| -37.87% | Jan 3, 2022 | 454 | Oct 25, 2023 | — | — | — |
| -18.92% | May 22, 2013 | 62 | Aug 19, 2013 | 251 | Aug 18, 2014 | 313 |
| -18.61% | Jan 27, 2015 | 264 | Feb 11, 2016 | 96 | Jun 29, 2016 | 360 |
| -15.58% | Aug 2, 2016 | 86 | Dec 1, 2016 | 546 | Feb 5, 2019 | 632 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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