ERET vs. XLRI
ERET (Ishares Environmentally Aware Real Estate ETF) and XLRI (State Street Real Estate Select Sector SPDR Premium Income ETF) are both exchange-traded funds - ERET is a REIT fund tracking the FTSE EPRA Nareit Developed Green Target Index, while XLRI is a Derivative Income fund actively managed by State Street. ERET is passively managed, while XLRI is actively managed. Over the past year, ERET returned 17.44% vs 10.04% for XLRI. Their correlation of 0.83 means they have usually moved in the same direction. ERET charges 0.30%/yr vs 0.35%/yr for XLRI.
Performance
ERET vs. XLRI - Performance Comparison
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Returns By Period
In the year-to-date period, ERET achieves a 11.91% return, which is significantly higher than XLRI's 7.92% return.
ERET
- 1D
- -0.24%
- 1M
- 1.31%
- 6M
- 8.69%
- YTD
- 11.91%
- 1Y
- 17.44%
- 3Y*
- 10.14%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 8.91%
XLRI
- 1D
- -0.49%
- 1M
- 0.85%
- 6M
- 6.33%
- YTD
- 7.92%
- 1Y
- 10.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.22%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $79.74K | $48.03K | $74.82K | |
| $67.65K | $68.45K | $64.14K |
ERET vs. XLRI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ERET Ishares Environmentally Aware Real Estate ETF | 11.91% | 2.51% |
XLRI State Street Real Estate Select Sector SPDR Premium Income ETF | 7.92% | -0.57% |
Correlation
The correlation between ERET and XLRI is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | 0.83 |
The correlation between ERET and XLRI has been stable across timeframes, ranging from 0.83 to 0.83 - a consistent structural relationship.
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Return for Risk
ERET vs. XLRI — Risk / Return Rank
ERET
XLRI
ERET vs. XLRI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Environmentally Aware Real Estate ETF (ERET) 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.
| ERET | XLRI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.17 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.42 | +0.26 |
| Martin ratioReturn relative to average drawdown | 6.25 | 4.95 | +1.30 |
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Drawdowns
ERET vs. XLRI - Drawdown Comparison
The maximum ERET drawdown since its inception was -20.30%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for ERET and XLRI.
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Drawdown Indicators
| ERET | XLRI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.30% | -7.12% | -13.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.47% | -7.12% | -3.35% |
Max Drawdown (3Y)Largest decline over 3 years | -17.61% | — | — |
Current DrawdownCurrent decline from peak | -1.62% | -1.11% | -0.51% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -1.54% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.03% | +0.77% |
Volatility
ERET vs. XLRI - Volatility Comparison
Ishares Environmentally Aware Real Estate ETF (ERET) and State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI) have volatilities of 3.32% and 3.34%, 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
| ERET | XLRI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | 3.34% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.05% | 8.74% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.25% | 11.02% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 11.10% | +4.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 11.10% | +4.55% |
ERET vs. XLRI - Expense Ratio Comparison
ERET has a 0.30% expense ratio, which is lower than XLRI's 0.35% expense ratio.
Dividends
ERET vs. XLRI - Dividend Comparison
ERET's dividend yield for the trailing twelve months is around 3.25%, less than XLRI's 14.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ERET Ishares Environmentally Aware Real Estate ETF | 3.25% | 3.79% | 4.26% | 3.67% | 0.64% |
XLRI State Street Real Estate Select Sector SPDR Premium Income ETF | 14.37% | 6.85% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ERET and XLRI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLRI has higher volatility (3.34%) compared to ERET (3.32%). In terms of maximum drawdown, ERET dropped -20.30% vs XLRI's -7.12%.
On 1-year performance, ERET leads with 17.44% vs 10.04% for XLRI. On fees, ERET is cheaper at 0.30% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ERET has performed better with a 17.44% return vs 10.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ERET is cheaper with a 0.30% expense ratio, compared with 0.35% for XLRI.
XLRI has the higher dividend yield at 14.37%, compared with 3.25% for ERET.
ERET is categorized as REIT, while XLRI is Derivative Income. They also come from different issuers: iShares and State Street. Their fees differ too: 0.30% for ERET and 0.35% for XLRI.
ERET currently has the higher Sharpe Ratio (1.43 vs 0.92), 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.
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