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FREL vs. XLRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FREL vs. XLRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity MSCI Real Estate Index ETF (FREL) 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, FREL achieves a 11.53% return, which is significantly higher than XLRI's 6.71% return.


FREL

1D
1.38%
1M
1.09%
YTD
11.53%
6M
11.94%
1Y
11.39%
3Y*
11.20%
5Y*
2.76%
10Y*
5.97%

XLRI

1D
1.31%
1M
1.23%
YTD
6.71%
6M
7.39%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FREL vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between FREL and XLRI is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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Return for Risk

FREL vs. XLRI — Risk / Return Rank

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

FREL
FREL Risk / Return Rank: 2626
Overall Rank
FREL Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FREL Sortino Ratio Rank: 2222
Sortino Ratio Rank
FREL Omega Ratio Rank: 2222
Omega Ratio Rank
FREL Calmar Ratio Rank: 2828
Calmar Ratio Rank
FREL 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.

FREL vs. XLRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Real Estate Index ETF (FREL) 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.


FRELXLRIDifference
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

1.35

Martin ratioReturn relative to average drawdown

4.23

FREL vs. XLRI - Sharpe Ratio Comparison


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Drawdowns

FREL vs. XLRI - Drawdown Comparison

The maximum FREL drawdown since its inception was -42.61%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for FREL and XLRI.


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Drawdown Indicators


FRELXLRIDifference

Max Drawdown

Largest peak-to-trough decline

-42.61%

-7.12%

-35.49%

Max Drawdown (1Y)

Largest decline over 1 year

-8.45%

Max Drawdown (3Y)

Largest decline over 3 years

-17.54%

Max Drawdown (5Y)

Largest decline over 5 years

-34.40%

Max Drawdown (10Y)

Largest decline over 10 years

-42.61%

Current Drawdown

Current decline from peak

-0.77%

-0.54%

-0.23%

Average Drawdown

Average peak-to-trough decline

-9.91%

-1.65%

-8.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

Volatility

FREL vs. XLRI - Volatility Comparison


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Volatility by Period


FRELXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

Volatility (1Y)

Calculated over the trailing 1-year period

13.84%

10.99%

+2.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.90%

10.99%

+7.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

10.99%

+9.73%

FREL vs. XLRI - Expense Ratio Comparison

FREL has a 0.08% expense ratio, which is lower than XLRI's 0.35% expense ratio.


Dividends

FREL vs. XLRI - Dividend Comparison

FREL's dividend yield for the trailing twelve months is around 3.28%, less than XLRI's 12.24% yield.


PositionTTM20252024202320222021202020192018201720162015
FREL
Fidelity MSCI Real Estate Index ETF
3.28%3.59%3.48%3.73%3.57%2.34%3.77%3.32%5.54%3.27%4.01%3.80%
XLRI
State Street Real Estate Select Sector SPDR Premium Income ETF
12.24%6.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, FREL 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, FREL is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FREL is cheaper with a 0.08% expense ratio, compared with 0.35% for XLRI.

XLRI has the higher dividend yield at 12.24%, compared with 3.28% for FREL.

FREL is categorized as REIT, while XLRI is Derivative Income. They also come from different issuers: Fidelity and State Street. Their fees differ too: 0.08% for FREL and 0.35% for XLRI.

Portfolio Optimizer

Find the right allocation for FREL 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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