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

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
^SIXRE vs. ^DJI
Popular comparisons:

Performance

Performance Chart


Loading data...

Returns By Period

Real Estate Select Sector Index (^SIXRE) returned 1.99% year-to-date (YTD) and 10.23% over the past 12 months. Over the past 10 years, ^SIXRE returned 3.68% annually, underperforming the S&P 500 benchmark at 10.46%.


^SIXRE

YTD

1.99%

1M

8.24%

6M

-5.12%

1Y

10.23%

5Y*

5.10%

10Y*

3.68%

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

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
20251.74%4.10%-3.01%-1.34%0.64%1.99%
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%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SIXRE is 71, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^SIXRE is 7171
Overall Rank
The Sharpe Ratio Rank of ^SIXRE is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXRE is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ^SIXRE is 7373
Omega Ratio Rank
The Calmar Ratio Rank of ^SIXRE is 5454
Calmar Ratio Rank
The Martin Ratio Rank of ^SIXRE is 7575
Martin 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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Real Estate Select Sector Index Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.55
  • 5-Year: 0.24
  • 10-Year: 0.17
  • All Time: 0.28

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Real Estate Select Sector Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

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.


Loading data...

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 19.48%.


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 chart below shows the rolling one-month volatility.


Loading data...