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IYR vs. XLRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IYR vs. XLRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Real Estate ETF (IYR) 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, IYR achieves a 9.06% return, which is significantly higher than XLRI's 4.25% return.


IYR

1D
1.15%
1M
-0.59%
YTD
9.06%
6M
9.39%
1Y
9.98%
3Y*
10.10%
5Y*
2.37%
10Y*
5.61%

XLRI

1D
-0.23%
1M
-1.10%
YTD
4.25%
6M
5.50%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYR vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between IYR 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

IYR vs. XLRI — Risk / Return Rank

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

IYR
IYR Risk / Return Rank: 2323
Overall Rank
IYR Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IYR Sortino Ratio Rank: 2020
Sortino Ratio Rank
IYR Omega Ratio Rank: 1919
Omega Ratio Rank
IYR Calmar Ratio Rank: 2525
Calmar Ratio Rank
IYR Martin Ratio Rank: 2828
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.

IYR vs. XLRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Real Estate ETF (IYR) 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.


IYRXLRIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

1.17

Martin ratioReturn relative to average drawdown

3.64

IYR vs. XLRI - Sharpe Ratio Comparison


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Drawdowns

IYR vs. XLRI - Drawdown Comparison

The maximum IYR drawdown since its inception was -74.13%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for IYR and XLRI.


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Drawdown Indicators


IYRXLRIDifference

Max Drawdown

Largest peak-to-trough decline

-74.13%

-7.12%

-67.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

Max Drawdown (10Y)

Largest decline over 10 years

-42.32%

Current Drawdown

Current decline from peak

-2.17%

-2.84%

+0.67%

Average Drawdown

Average peak-to-trough decline

-12.89%

-1.65%

-11.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

Volatility

IYR vs. XLRI - Volatility Comparison


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Volatility by Period


IYRXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.28%

Volatility (1Y)

Calculated over the trailing 1-year period

13.90%

10.90%

+3.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.77%

10.90%

+7.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.37%

10.90%

+9.47%

IYR vs. XLRI - Expense Ratio Comparison

IYR has a 0.38% expense ratio, which is higher than XLRI's 0.35% expense ratio.


Dividends

IYR vs. XLRI - Dividend Comparison

IYR's dividend yield for the trailing twelve months is around 2.23%, less than XLRI's 12.52% yield.


PositionTTM20252024202320222021202020192018201720162015
IYR
iShares U.S. Real Estate ETF
2.23%2.48%2.57%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%
XLRI
State Street Real Estate Select Sector SPDR Premium Income ETF
12.52%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, IYR 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, 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 0.38% for IYR.

XLRI has the higher dividend yield at 12.52%, compared with 2.23% for IYR.

IYR is categorized as REIT, while XLRI is Derivative Income. They also come from different issuers: iShares and State Street. Their fees differ too: 0.38% for IYR and 0.35% for XLRI.

Portfolio Optimizer

Find the right allocation for IYR 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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