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AMLP vs. XLRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMLP vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alerian MLP ETF (AMLP) and Real Estate Select Sector SPDR Fund (XLRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMLP achieves a 15.29% return, which is significantly higher than XLRE's 13.17% return. Both investments have delivered pretty close results over the past 10 years, with AMLP having a 6.92% annualized return and XLRE not far ahead at 7.15%.


AMLP

1D
-0.34%
1M
-3.55%
YTD
15.29%
6M
14.35%
1Y
15.02%
3Y*
20.22%
5Y*
15.26%
10Y*
6.92%

XLRE

1D
0.98%
1M
4.93%
YTD
13.17%
6M
13.29%
1Y
12.05%
3Y*
10.41%
5Y*
3.32%
10Y*
7.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMLP vs. XLRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMLP
Alerian MLP ETF
15.29%5.78%22.76%21.40%25.47%39.09%-32.26%5.99%-12.67%-7.89%
XLRE
Real Estate Select Sector SPDR Fund
13.17%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%-2.39%10.69%

Correlation

The correlation between AMLP and XLRE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2015

0.31

The correlation between AMLP and XLRE shifts across timeframes, from 0.20 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

AMLP vs. XLRE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMLP
AMLP Risk / Return Rank: 3838
Overall Rank
AMLP Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
AMLP Sortino Ratio Rank: 3939
Sortino Ratio Rank
AMLP Omega Ratio Rank: 3737
Omega Ratio Rank
AMLP Calmar Ratio Rank: 3838
Calmar Ratio Rank
AMLP Martin Ratio Rank: 3939
Martin Ratio Rank

XLRE
XLRE Risk / Return Rank: 2727
Overall Rank
XLRE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XLRE Omega Ratio Rank: 2424
Omega Ratio Rank
XLRE Calmar Ratio Rank: 3131
Calmar Ratio Rank
XLRE Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AMLP vs. XLRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alerian MLP ETF (AMLP) and Real Estate Select Sector SPDR Fund (XLRE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMLPXLREDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.22

1.15

+0.07

Calmar ratioReturn relative to maximum drawdown

1.66

1.34

+0.31

Martin ratioReturn relative to average drawdown

5.35

3.69

+1.66

AMLP vs. XLRE - Sharpe Ratio Comparison

The current AMLP Sharpe Ratio is 1.25, which is higher than the XLRE Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of AMLP and XLRE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMLP vs. XLRE - Drawdown Comparison

The maximum AMLP drawdown since its inception was -77.19%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for AMLP and XLRE.


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Drawdown Indicators


AMLPXLREDifference

Max Drawdown

Largest peak-to-trough decline

-77.19%

-38.83%

-38.36%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-8.33%

-0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-14.27%

-16.74%

+2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-20.92%

-34.12%

+13.20%

Max Drawdown (10Y)

Largest decline over 10 years

-72.62%

-38.83%

-33.79%

Current Drawdown

Current decline from peak

-4.94%

0.00%

-4.94%

Average Drawdown

Average peak-to-trough decline

-17.37%

-9.58%

-7.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

3.03%

-0.26%

Volatility

AMLP vs. XLRE - Volatility Comparison

Alerian MLP ETF (AMLP) and Real Estate Select Sector SPDR Fund (XLRE) have volatilities of 4.71% and 4.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMLPXLREDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

4.81%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

8.77%

10.20%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

11.84%

13.83%

-1.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.95%

19.10%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.67%

20.42%

+7.25%

AMLP vs. XLRE - Expense Ratio Comparison

AMLP has a 0.90% expense ratio, which is higher than XLRE's 0.13% expense ratio.


Dividends

AMLP vs. XLRE - Dividend Comparison

AMLP's dividend yield for the trailing twelve months is around 7.71%, more than XLRE's 3.08% yield.


PositionTTM20252024202320222021202020192018201720162015
AMLP
Alerian MLP ETF
7.71%8.36%7.70%7.86%7.70%8.55%12.31%9.12%9.29%7.97%8.09%9.84%
XLRE
Real Estate Select Sector SPDR Fund
3.08%3.45%3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%

Frequently Asked Questions


AMLP and XLRE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLRE has higher volatility (4.81%) compared to AMLP (4.71%). In terms of maximum drawdown, AMLP dropped -77.19% vs XLRE's -38.83%.

On 10-year performance, XLRE leads with 7.15% vs 6.92% for AMLP. On fees, XLRE is cheaper at 0.13% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLRE has performed better with a 7.15% return vs 6.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLRE is cheaper with a 0.13% expense ratio, compared with 0.90% for AMLP.

AMLP has the higher dividend yield at 7.71%, compared with 3.08% for XLRE.

AMLP is categorized as MLPs, while XLRE is REIT. AMLP tracks Alerian MLP Infrastructure Index, while XLRE tracks Real Estate Select Sector Index. They also come from different issuers: SS&C and State Street. Their fees differ too: 0.90% for AMLP and 0.13% for XLRE.

AMLP currently has the higher Sharpe Ratio (1.25 vs 0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AMLP and XLRE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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