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DFGR vs. XLRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DFGR vs. XLRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional Global Real Estate ETF (DFGR) and State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DFGR achieves a 10.41% return, which is significantly higher than XLRI's 5.32% return.


DFGR

1D
0.41%
1M
0.41%
YTD
10.41%
6M
10.83%
1Y
11.18%
3Y*
11.14%
5Y*
10Y*

XLRI

1D
1.03%
1M
-0.09%
YTD
5.32%
6M
6.04%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DFGR vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between DFGR and XLRI is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 30, 2025

0.91

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Return for Risk

DFGR vs. XLRI — Risk / Return Rank

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

DFGR
DFGR Risk / Return Rank: 2727
Overall Rank
DFGR Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DFGR Sortino Ratio Rank: 2525
Sortino Ratio Rank
DFGR Omega Ratio Rank: 2525
Omega Ratio Rank
DFGR Calmar Ratio Rank: 2626
Calmar Ratio Rank
DFGR Martin Ratio Rank: 3131
Martin Ratio Rank

XLRI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DFGR vs. XLRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Real Estate ETF (DFGR) and State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI). 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.


DFGRXLRIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.23

Martin ratioReturn relative to average drawdown

4.32

DFGR vs. XLRI - Sharpe Ratio Comparison


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Drawdowns

DFGR vs. XLRI - Drawdown Comparison

The maximum DFGR drawdown since its inception was -21.28%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for DFGR and XLRI.


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Drawdown Indicators


DFGRXLRIDifference

Max Drawdown

Largest peak-to-trough decline

-21.28%

-7.12%

-14.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.15%

Max Drawdown (3Y)

Largest decline over 3 years

-17.57%

Current Drawdown

Current decline from peak

-1.42%

-1.83%

+0.41%

Average Drawdown

Average peak-to-trough decline

-6.22%

-1.65%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

Volatility

DFGR vs. XLRI - Volatility Comparison


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Volatility by Period


DFGRXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

Volatility (6M)

Calculated over the trailing 6-month period

9.34%

Volatility (1Y)

Calculated over the trailing 1-year period

12.29%

10.93%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

10.93%

+4.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.42%

10.93%

+4.49%

DFGR vs. XLRI - Expense Ratio Comparison

DFGR has a 0.22% expense ratio, which is lower than XLRI's 0.35% expense ratio.


Dividends

DFGR vs. XLRI - Dividend Comparison

DFGR's dividend yield for the trailing twelve months is around 3.85%, less than XLRI's 12.40% yield.


PositionTTM2025202420232022
DFGR
Dimensional Global Real Estate ETF
3.85%4.05%3.73%2.77%0.59%
XLRI
State Street Real Estate Select Sector SPDR Premium Income ETF
12.40%6.85%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, DFGR and XLRI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, DFGR is cheaper at 0.22% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DFGR is cheaper with a 0.22% expense ratio, compared with 0.35% for XLRI.

XLRI has the higher dividend yield at 12.40%, compared with 3.85% for DFGR.

DFGR is categorized as REIT, while XLRI is Derivative Income. They also come from different issuers: Dimensional and State Street. Their fees differ too: 0.22% for DFGR and 0.35% for XLRI.

Portfolio Optimizer

Find the right allocation for DFGR and XLRI

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