JRS vs. XLRE
Compare and contrast key facts about Nuveen Real Estate Income Fund (JRS) and Real Estate Select Sector SPDR Fund (XLRE).
XLRE is a passively managed fund by State Street that tracks the performance of the Real Estate Select Sector Index. It was launched on Oct 7, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JRS or XLRE.
Performance
JRS vs. XLRE - Performance Comparison
Returns By Period
In the year-to-date period, JRS achieves a 23.93% return, which is significantly higher than XLRE's 9.88% return.
JRS
23.93%
0.33%
24.63%
46.82%
5.38%
6.47%
XLRE
9.88%
-3.89%
12.80%
23.54%
5.71%
N/A
Key characteristics
| JRS | XLRE | |
|---|---|---|
| Sharpe Ratio | 2.35 | 1.45 |
| Sortino Ratio | 3.21 | 2.04 |
| Omega Ratio | 1.41 | 1.26 |
| Calmar Ratio | 1.19 | 0.89 |
| Martin Ratio | 12.54 | 5.62 |
| Ulcer Index | 3.65% | 4.18% |
| Daily Std Dev | 19.47% | 16.22% |
| Max Drawdown | -87.88% | -38.83% |
| Current Drawdown | -9.49% | -8.94% |
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Correlation
The correlation between JRS and XLRE is 0.71, 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.
Risk-Adjusted Performance
JRS vs. XLRE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Real Estate Income Fund (JRS) 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.
Dividends
JRS vs. XLRE - Dividend Comparison
JRS's dividend yield for the trailing twelve months is around 7.47%, more than XLRE's 3.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JRS Nuveen Real Estate Income Fund | 7.47% | 8.70% | 11.06% | 5.93% | 9.00% | 7.16% | 9.99% | 8.88% | 9.10% | 9.04% | 7.83% | 9.93% |
XLRE Real Estate Select Sector SPDR Fund | 3.22% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% |
Drawdowns
JRS vs. XLRE - Drawdown Comparison
The maximum JRS drawdown since its inception was -87.88%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for JRS and XLRE. For additional features, visit the drawdowns tool.
Volatility
JRS vs. XLRE - Volatility Comparison
Nuveen Real Estate Income Fund (JRS) and Real Estate Select Sector SPDR Fund (XLRE) have volatilities of 5.75% and 5.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.