IFGL vs. XLRI
IFGL (iShares International Developed Real Estate ETF) and XLRI (State Street Real Estate Select Sector SPDR Premium Income ETF) are both exchange-traded funds - IFGL is a REIT fund tracking the FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index, while XLRI is a Derivative Income fund actively managed by State Street. IFGL is passively managed, while XLRI is actively managed. At a 0.48 correlation, their price movements are largely independent. IFGL charges 0.48%/yr vs 0.35%/yr for XLRI.
Performance
IFGL vs. XLRI - Performance Comparison
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Returns By Period
In the year-to-date period, IFGL achieves a -3.68% return, which is significantly lower than XLRI's 6.71% return.
IFGL
- 1D
- -1.11%
- 1M
- -3.43%
- YTD
- -3.68%
- 6M
- -3.43%
- 1Y
- 0.89%
- 3Y*
- 7.92%
- 5Y*
- -2.89%
- 10Y*
- 1.76%
XLRI
- 1D
- 1.31%
- 1M
- 1.23%
- YTD
- 6.71%
- 6M
- 7.39%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IFGL vs. XLRI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IFGL iShares International Developed Real Estate ETF | -3.68% | 5.61% |
XLRI State Street Real Estate Select Sector SPDR Premium Income ETF | 6.71% | -0.57% |
Correlation
The correlation between IFGL and XLRI is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | 0.48 |
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Return for Risk
IFGL vs. XLRI — Risk / Return Rank
IFGL
XLRI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IFGL vs. XLRI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Developed Real Estate ETF (IFGL) 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.
| IFGL | XLRI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.02 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | — | — |
| Martin ratioReturn relative to average drawdown | 0.17 | — | — |
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Drawdowns
IFGL vs. XLRI - Drawdown Comparison
The maximum IFGL drawdown since its inception was -68.93%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for IFGL and XLRI.
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Drawdown Indicators
| IFGL | XLRI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.93% | -7.12% | -61.81% |
Max Drawdown (1Y)Largest decline over 1 year | -14.38% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -18.77% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -38.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.38% | — | — |
Current DrawdownCurrent decline from peak | -16.24% | -0.54% | -15.70% |
Average DrawdownAverage peak-to-trough decline | -17.31% | -1.65% | -15.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.33% | — | — |
Volatility
IFGL vs. XLRI - Volatility Comparison
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Volatility by Period
| IFGL | XLRI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.88% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.96% | 10.99% | +2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.38% | 10.99% | +5.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.45% | 10.99% | +5.46% |
IFGL vs. XLRI - Expense Ratio Comparison
IFGL has a 0.48% expense ratio, which is higher than XLRI's 0.35% expense ratio.
Dividends
IFGL vs. XLRI - Dividend Comparison
IFGL's dividend yield for the trailing twelve months is around 4.27%, less than XLRI's 12.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IFGL iShares International Developed Real Estate ETF | 4.27% | 3.71% | 4.83% | 1.82% | 2.79% | 3.25% | 2.17% | 7.60% | 4.10% | 4.90% | 7.68% | 3.70% |
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
IFGL and XLRI have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.48% for IFGL.
XLRI has the higher dividend yield at 12.24%, compared with 4.27% for IFGL.
IFGL is categorized as REIT, while XLRI is Derivative Income. They also come from different issuers: iShares and State Street. Their fees differ too: 0.48% for IFGL and 0.35% for XLRI.
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