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FPRO vs. XLRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FPRO vs. XLRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Real Estate Investment ETF (FPRO) 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, FPRO achieves a 11.43% return, which is significantly higher than XLRI's 4.25% return.


FPRO

1D
-0.10%
1M
-0.68%
YTD
11.43%
6M
12.46%
1Y
11.24%
3Y*
9.02%
5Y*
3.48%
10Y*

XLRI

1D
-0.23%
1M
-1.08%
YTD
4.25%
6M
5.50%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FPRO vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between FPRO and XLRI is 0.95, 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

0.95

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Return for Risk

FPRO vs. XLRI — Risk / Return Rank

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

FPRO
FPRO Risk / Return Rank: 2626
Overall Rank
FPRO Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FPRO Sortino Ratio Rank: 2222
Sortino Ratio Rank
FPRO Omega Ratio Rank: 2222
Omega Ratio Rank
FPRO Calmar Ratio Rank: 3131
Calmar Ratio Rank
FPRO 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.

FPRO vs. XLRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Investment ETF (FPRO) 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.


FPROXLRIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.47

Martin ratioReturn relative to average drawdown

4.20

FPRO vs. XLRI - Sharpe Ratio Comparison


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Drawdowns

FPRO vs. XLRI - Drawdown Comparison

The maximum FPRO drawdown since its inception was -32.81%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for FPRO and XLRI.


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Drawdown Indicators


FPROXLRIDifference

Max Drawdown

Largest peak-to-trough decline

-32.81%

-7.12%

-25.69%

Max Drawdown (1Y)

Largest decline over 1 year

-7.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.83%

Max Drawdown (5Y)

Largest decline over 5 years

-32.81%

Current Drawdown

Current decline from peak

-2.69%

-2.84%

+0.15%

Average Drawdown

Average peak-to-trough decline

-12.55%

-1.65%

-10.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

Volatility

FPRO vs. XLRI - Volatility Comparison


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Volatility by Period


FPROXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

Volatility (1Y)

Calculated over the trailing 1-year period

13.65%

10.90%

+2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.67%

10.90%

+7.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

10.90%

+7.47%

FPRO vs. XLRI - Expense Ratio Comparison

FPRO has a 0.59% expense ratio, which is higher than XLRI's 0.35% expense ratio.


Dividends

FPRO vs. XLRI - Dividend Comparison

FPRO's dividend yield for the trailing twelve months is around 3.29%, less than XLRI's 12.52% yield.


PositionTTM20252024202320222021
FPRO
Fidelity Real Estate Investment ETF
2.55%2.69%2.50%2.83%2.67%1.69%
XLRI
State Street Real Estate Select Sector SPDR Premium Income ETF
12.52%6.85%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, FPRO 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, XLRI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLRI is cheaper with a 0.35% expense ratio, compared with 0.59% for FPRO.

XLRI has the higher dividend yield at 12.52%, compared with 2.55% for FPRO.

FPRO is categorized as REIT, while XLRI is Derivative Income. They also come from different issuers: Fidelity and State Street. Their fees differ too: 0.59% for FPRO and 0.35% for XLRI.

Portfolio Optimizer

Find the right allocation for FPRO and XLRI

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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