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INDS vs. XLRE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INDS and XLRE is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

INDS vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) and Real Estate Select Sector SPDR Fund (XLRE). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
67.89%
65.05%
INDS
XLRE

Key characteristics

Sharpe Ratio

INDS:

-0.64

XLRE:

0.40

Sortino Ratio

INDS:

-0.78

XLRE:

0.64

Omega Ratio

INDS:

0.91

XLRE:

1.08

Calmar Ratio

INDS:

-0.34

XLRE:

0.25

Martin Ratio

INDS:

-1.31

XLRE:

1.45

Ulcer Index

INDS:

8.57%

XLRE:

4.45%

Daily Std Dev

INDS:

17.50%

XLRE:

16.28%

Max Drawdown

INDS:

-40.44%

XLRE:

-38.83%

Current Drawdown

INDS:

-31.86%

XLRE:

-13.58%

Returns By Period

In the year-to-date period, INDS achieves a -13.63% return, which is significantly lower than XLRE's 4.28% return.


INDS

YTD

-13.63%

1M

-7.53%

6M

-5.17%

1Y

-12.14%

5Y*

3.77%

10Y*

N/A

XLRE

YTD

4.28%

1M

-6.79%

6M

7.83%

1Y

5.15%

5Y*

4.68%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


INDS vs. XLRE - Expense Ratio Comparison

INDS has a 0.60% expense ratio, which is higher than XLRE's 0.13% expense ratio.


INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
Expense ratio chart for INDS: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for XLRE: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

INDS vs. XLRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) and Real Estate Select Sector SPDR Fund (XLRE). 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.


Sharpe ratio
The chart of Sharpe ratio for INDS, currently valued at -0.64, compared to the broader market0.002.004.00-0.640.40
The chart of Sortino ratio for INDS, currently valued at -0.78, compared to the broader market-2.000.002.004.006.008.0010.00-0.780.64
The chart of Omega ratio for INDS, currently valued at 0.91, compared to the broader market0.501.001.502.002.503.000.911.08
The chart of Calmar ratio for INDS, currently valued at -0.34, compared to the broader market0.005.0010.0015.00-0.340.25
The chart of Martin ratio for INDS, currently valued at -1.31, compared to the broader market0.0020.0040.0060.0080.00100.00-1.311.45
INDS
XLRE

The current INDS Sharpe Ratio is -0.64, which is lower than the XLRE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of INDS and XLRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.64
0.40
INDS
XLRE

Dividends

INDS vs. XLRE - Dividend Comparison

INDS's dividend yield for the trailing twelve months is around 2.52%, more than XLRE's 2.36% yield.


TTM202320222021202020192018201720162015
INDS
Pacer Benchmark Industrial Real Estate SCTR ETF
2.52%3.11%2.14%1.24%1.68%2.26%1.81%0.00%0.00%0.00%
XLRE
Real Estate Select Sector SPDR Fund
2.36%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%

Drawdowns

INDS vs. XLRE - Drawdown Comparison

The maximum INDS drawdown since its inception was -40.44%, roughly equal to the maximum XLRE drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for INDS and XLRE. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-31.86%
-13.58%
INDS
XLRE

Volatility

INDS vs. XLRE - Volatility Comparison

Pacer Benchmark Industrial Real Estate SCTR ETF (INDS) has a higher volatility of 5.98% compared to Real Estate Select Sector SPDR Fund (XLRE) at 5.63%. This indicates that INDS's price experiences larger fluctuations and is considered to be riskier than XLRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.98%
5.63%
INDS
XLRE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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