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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 15.85% return, which is significantly higher than XLRI's 8.45% return.


FPRO

1D
-0.63%
1M
1.33%
6M
12.32%
YTD
15.85%
1Y
16.94%
3Y*
9.73%
5Y*
3.17%
10Y*
ALL TIME*
7.20%

XLRI

1D
0.16%
1M
1.35%
6M
6.08%
YTD
8.45%
1Y
10.59%
3Y*
5Y*
10Y*
ALL TIME*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$92.53K$150.54K$128.01K
$84.19K$69.65K$65.16K

FPRO vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between FPRO and XLRI is 0.94, 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.

0.94

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

0.94

The correlation between FPRO and XLRI has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

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Return for Risk

FPRO vs. XLRI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FPRO
FPRO Risk / Return Rank: 5252
Overall Rank
FPRO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
FPRO Sortino Ratio Rank: 4848
Sortino Ratio Rank
FPRO Omega Ratio Rank: 4646
Omega Ratio Rank
FPRO Calmar Ratio Rank: 6161
Calmar Ratio Rank
FPRO Martin Ratio Rank: 5656
Martin Ratio Rank

XLRI
XLRI Risk / Return Rank: 4040
Overall Rank
XLRI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XLRI Sortino Ratio Rank: 3636
Sortino Ratio Rank
XLRI Omega Ratio Rank: 3737
Omega Ratio Rank
XLRI Calmar Ratio Rank: 4242
Calmar Ratio Rank
XLRI Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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

+0.25

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.21

1.18

+0.04

Calmar ratioReturn relative to maximum drawdown

2.14

1.48

+0.67

Martin ratioReturn relative to average drawdown

6.65

5.18

+1.48

FPRO vs. XLRI - Sharpe Ratio Comparison

The current FPRO Sharpe Ratio is 1.20, which is comparable to the XLRI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of FPRO and XLRI, 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

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%

-7.12%

-0.55%

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

-1.86%

-0.62%

-1.24%

Average Drawdown

Average peak-to-trough decline

-12.31%

-1.54%

-10.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.03%

+0.44%

Volatility

FPRO vs. XLRI - Volatility Comparison

Fidelity Real Estate Investment ETF (FPRO) has a higher volatility of 4.36% compared to State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI) at 3.42%. This indicates that FPRO's price experiences larger fluctuations and is considered to be riskier than XLRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPROXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

3.42%

+0.94%

Volatility (6M)

Calculated over the trailing 6-month period

10.42%

8.72%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

13.72%

11.09%

+2.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.70%

11.11%

+7.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

11.11%

+7.21%

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 2.45%, less than XLRI's 13.52% yield.


PositionTTM20252024202320222021
FPRO
Fidelity Real Estate Investment ETF
2.45%2.69%2.50%2.83%2.67%1.69%
XLRI
State Street Real Estate Select Sector SPDR Premium Income ETF
13.52%6.85%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, 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.

FPRO has higher volatility (4.36%) compared to XLRI (3.42%). In terms of maximum drawdown, FPRO dropped -32.81% vs XLRI's -7.12%.

On 1-year performance, FPRO leads with 16.94% vs 10.59% for XLRI. On fees, XLRI is cheaper at 0.35% per year. On volatility, XLRI has been the lower-risk option at 3.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FPRO has performed better with a 16.94% return vs 10.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

XLRI has the higher dividend yield at 13.52%, compared with 2.45% 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.

FPRO currently has the higher Sharpe Ratio (1.20 vs 0.96), 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 FPRO and XLRI

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