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JRE vs. XLRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JRE vs. XLRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Janus Henderson U.S. Real Estate ETF (JRE) 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, JRE achieves a 21.26% return, which is significantly higher than XLRI's 8.45% return.


JRE

1D
-0.56%
1M
1.57%
6M
18.21%
YTD
21.26%
1Y
25.57%
3Y*
11.22%
5Y*
4.22%
10Y*
ALL TIME*
5.28%

XLRI

1D
0.16%
1M
1.35%
6M
6.08%
YTD
8.45%
1Y
10.59%
3Y*
5Y*
10Y*
ALL TIME*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$46.81K$44.87K$37.37K
$84.19K$69.65K$65.16K

JRE vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between JRE and XLRI is 0.89, meaning they have usually moved in the same direction, including during past declines.


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

0.89

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

0.89

The correlation between JRE and XLRI has been stable across timeframes, ranging from 0.89 to 0.89 - a consistent structural relationship.

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Return for Risk

JRE vs. XLRI — Risk / Return Rank

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

JRE
JRE Risk / Return Rank: 8383
Overall Rank
JRE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
JRE Sortino Ratio Rank: 8080
Sortino Ratio Rank
JRE Omega Ratio Rank: 7979
Omega Ratio Rank
JRE Calmar Ratio Rank: 8888
Calmar Ratio Rank
JRE Martin Ratio Rank: 8585
Martin Ratio Rank

XLRI
XLRI Risk / Return Rank: 4040
Overall Rank
XLRI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XLRI Sortino Ratio Rank: 3636
Sortino Ratio Rank
XLRI Omega Ratio Rank: 3737
Omega Ratio Rank
XLRI Calmar Ratio Rank: 4242
Calmar Ratio Rank
XLRI Martin Ratio Rank: 4646
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.

JRE vs. XLRI - Risk-Adjusted Trends Comparison

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


JREXLRIDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.25

Omega ratioGain probability vs. loss probability

1.33

1.18

+0.16

Calmar ratioReturn relative to maximum drawdown

3.62

1.48

+2.14

Martin ratioReturn relative to average drawdown

11.81

5.18

+6.63

JRE vs. XLRI - Sharpe Ratio Comparison

The current JRE Sharpe Ratio is 1.87, which is higher than the XLRI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of JRE and XLRI, 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

JRE vs. XLRI - Drawdown Comparison

The maximum JRE drawdown since its inception was -31.69%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for JRE and XLRI.


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Drawdown Indicators


JREXLRIDifference

Max Drawdown

Largest peak-to-trough decline

-31.69%

-7.12%

-24.57%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-7.12%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-18.37%

Max Drawdown (5Y)

Largest decline over 5 years

-31.69%

Current Drawdown

Current decline from peak

-2.97%

-0.62%

-2.35%

Average Drawdown

Average peak-to-trough decline

-12.26%

-1.54%

-10.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

2.03%

+0.15%

Volatility

JRE vs. XLRI - Volatility Comparison

Janus Henderson U.S. Real Estate ETF (JRE) has a higher volatility of 5.05% compared to State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI) at 3.42%. This indicates that JRE's price experiences larger fluctuations and is considered to be riskier than XLRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JREXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

3.42%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

11.02%

8.72%

+2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

13.93%

11.09%

+2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.75%

11.11%

+7.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.69%

11.11%

+7.58%

JRE vs. XLRI - Expense Ratio Comparison

JRE has a 0.65% expense ratio, which is higher than XLRI's 0.35% expense ratio.


Dividends

JRE vs. XLRI - Dividend Comparison

JRE's dividend yield for the trailing twelve months is around 4.64%, less than XLRI's 13.52% yield.


PositionTTM20252024202320222021
JRE
Janus Henderson U.S. Real Estate ETF
4.64%5.81%2.20%2.77%2.87%0.90%
XLRI
State Street Real Estate Select Sector SPDR Premium Income ETF
13.52%6.85%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JRE and XLRI have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JRE has higher volatility (5.05%) compared to XLRI (3.42%). In terms of maximum drawdown, JRE dropped -31.69% vs XLRI's -7.12%.

On 1-year performance, JRE leads with 25.57% vs 10.59% for XLRI. On fees, XLRI is cheaper at 0.35% per year. On volatility, XLRI has been the lower-risk option at 3.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JRE has performed better with a 25.57% return vs 10.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLRI is cheaper with a 0.35% expense ratio, compared with 0.65% for JRE.

XLRI has the higher dividend yield at 13.52%, compared with 4.64% for JRE.

JRE is categorized as REIT, while XLRI is Derivative Income. They also come from different issuers: Janus Henderson and State Street. Their fees differ too: 0.65% for JRE and 0.35% for XLRI.

JRE currently has the higher Sharpe Ratio (1.87 vs 0.96), 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

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