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ITB vs. XLRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ITB vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Home Construction ETF (ITB) and Real Estate Select Sector SPDR Fund (XLRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ITB achieves a -1.69% return, which is significantly lower than XLRE's 13.43% return. Over the past 10 years, ITB has outperformed XLRE with an annualized return of 13.43%, while XLRE has yielded a comparatively lower 6.35% annualized return.


ITB

1D
-1.18%
1M
-8.32%
6M
-7.21%
YTD
-1.69%
1Y
-5.06%
3Y*
2.79%
5Y*
6.57%
10Y*
13.43%
ALL TIME*
4.08%

XLRE

1D
-0.51%
1M
0.87%
6M
10.48%
YTD
13.43%
1Y
12.92%
3Y*
9.41%
5Y*
2.81%
10Y*
6.35%
ALL TIME*
7.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$179.18M$195.32M$218.82M
$222.98M$209.86M$225.46M

ITB vs. XLRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITB
iShares U.S. Home Construction ETF
-1.69%-5.26%2.06%68.91%-26.26%49.25%26.42%48.70%-30.92%59.65%
XLRE
Real Estate Select Sector SPDR Fund
13.43%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%-2.39%10.69%

Correlation

The correlation between ITB and XLRE is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.51

Correlation (3Y)
Balances recent behavior with more history.

0.58

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.59

Correlation (10Y)
Provides a long-term view across more market conditions.

0.51

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2015

0.51

The correlation between ITB and XLRE has been stable across timeframes, ranging from 0.51 to 0.59 - a consistent structural relationship.

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Return for Risk

ITB vs. XLRE — Risk / Return Rank

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

ITB
ITB Risk / Return Rank: 1010
Overall Rank
ITB Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ITB Sortino Ratio Rank: 1010
Sortino Ratio Rank
ITB Omega Ratio Rank: 1010
Omega Ratio Rank
ITB Calmar Ratio Rank: 99
Calmar Ratio Rank
ITB Martin Ratio Rank: 99
Martin Ratio Rank

XLRE
XLRE Risk / Return Rank: 3838
Overall Rank
XLRE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 3535
Sortino Ratio Rank
XLRE Omega Ratio Rank: 3434
Omega Ratio Rank
XLRE Calmar Ratio Rank: 4343
Calmar Ratio Rank
XLRE Martin Ratio Rank: 4242
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.

ITB vs. XLRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Home Construction ETF (ITB) 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.

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.


ITBXLREDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.01

1.16

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.10

1.52

-1.62

Martin ratioReturn relative to average drawdown

-0.17

4.43

-4.61

ITB vs. XLRE - Sharpe Ratio Comparison

The current ITB Sharpe Ratio is -0.09, which is lower than the XLRE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of ITB and XLRE, 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

ITB vs. XLRE - Drawdown Comparison

The maximum ITB drawdown since its inception was -86.53%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for ITB and XLRE.


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Drawdown Indicators


ITBXLREDifference

Max Drawdown

Largest peak-to-trough decline

-86.53%

-38.83%

-47.70%

Max Drawdown (1Y)

Largest decline over 1 year

-26.04%

-8.33%

-17.71%

Max Drawdown (3Y)

Largest decline over 3 years

-33.35%

-16.57%

-16.78%

Max Drawdown (5Y)

Largest decline over 5 years

-40.55%

-34.12%

-6.43%

Max Drawdown (10Y)

Largest decline over 10 years

-52.10%

-38.83%

-13.27%

Current Drawdown

Current decline from peak

-25.47%

-2.04%

-23.43%

Average Drawdown

Average peak-to-trough decline

-36.98%

-9.48%

-27.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.54%

2.85%

+11.69%

Volatility

ITB vs. XLRE - Volatility Comparison

iShares U.S. Home Construction ETF (ITB) has a higher volatility of 8.79% compared to Real Estate Select Sector SPDR Fund (XLRE) at 4.51%. This indicates that ITB'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.


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Volatility by Period


ITBXLREDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.79%

4.51%

+4.28%

Volatility (6M)

Calculated over the trailing 6-month period

22.03%

11.11%

+10.92%

Volatility (1Y)

Calculated over the trailing 1-year period

29.51%

14.22%

+15.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.57%

19.18%

+10.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.20%

20.46%

+9.74%

ITB vs. XLRE - Expense Ratio Comparison

ITB has a 0.38% expense ratio, which is higher than XLRE's 0.13% expense ratio.


Dividends

ITB vs. XLRE - Dividend Comparison

ITB's dividend yield for the trailing twelve months is around 0.68%, less than XLRE's 3.12% yield.


PositionTTM20252024202320222021202020192018201720162015
ITB
iShares U.S. Home Construction ETF
0.68%1.67%0.46%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%
XLRE
Real Estate Select Sector SPDR Fund
3.12%3.45%3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%

Frequently Asked Questions


ITB and XLRE have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITB has higher volatility (8.79%) compared to XLRE (4.51%). In terms of maximum drawdown, ITB dropped -86.53% vs XLRE's -38.83%.

On 10-year performance, ITB leads with 13.43% vs 6.35% for XLRE. On fees, XLRE is cheaper at 0.13% per year. On volatility, XLRE has been the lower-risk option at 4.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ITB has performed better with a 13.43% return vs 6.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLRE is cheaper with a 0.13% expense ratio, compared with 0.38% for ITB.

XLRE has the higher dividend yield at 3.12%, compared with 0.68% for ITB.

ITB is categorized as Building & Construction, while XLRE is REIT. ITB tracks Dow Jones U.S. Select Home Construction Index, while XLRE tracks Real Estate Select Sector Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.38% for ITB and 0.13% for XLRE.

XLRE currently has the higher Sharpe Ratio (0.90 vs -0.09), 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 ITB and XLRE

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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