PortfoliosLab logoPortfoliosLab logo
JRS vs. XLRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JRS vs. XLRE - Performance Comparison

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

Loading graphics...

JRS vs. XLRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JRS
Nuveen Real Estate Income Fund
2.24%-3.38%19.74%13.42%-35.61%62.86%-12.66%34.92%-18.07%14.38%
XLRE
Real Estate Select Sector SPDR Fund
2.17%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%-2.39%10.69%

Returns By Period

The year-to-date returns for both stocks are quite close, with JRS having a 2.24% return and XLRE slightly lower at 2.17%. Over the past 10 years, JRS has underperformed XLRE with an annualized return of 5.09%, while XLRE has yielded a comparatively higher 5.98% annualized return.


JRS

1D
2.68%
1M
-5.16%
YTD
2.24%
6M
-2.35%
1Y
1.33%
3Y*
9.92%
5Y*
3.87%
10Y*
5.09%

XLRE

1D
0.29%
1M
-6.14%
YTD
2.17%
6M
-1.08%
1Y
1.18%
3Y*
6.70%
5Y*
3.78%
10Y*
5.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


Return for Risk

JRS vs. XLRE — Risk / Return Rank

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

JRS
JRS Risk / Return Rank: 4040
Overall Rank
JRS Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
JRS Sortino Ratio Rank: 3434
Sortino Ratio Rank
JRS Omega Ratio Rank: 3535
Omega Ratio Rank
JRS Calmar Ratio Rank: 4242
Calmar Ratio Rank
JRS Martin Ratio Rank: 4444
Martin Ratio Rank

XLRE
XLRE Risk / Return Rank: 1313
Overall Rank
XLRE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 1212
Sortino Ratio Rank
XLRE Omega Ratio Rank: 1212
Omega Ratio Rank
XLRE Calmar Ratio Rank: 1414
Calmar Ratio Rank
XLRE Martin Ratio Rank: 1414
Martin Ratio Rank
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.

JRS vs. XLRE - Risk-Adjusted Trends 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.


JRSXLREDifference

Sharpe ratio

Return per unit of total volatility

0.07

0.07

-0.01

Sortino ratio

Return per unit of downside risk

0.23

0.21

+0.02

Omega ratio

Gain probability vs. loss probability

1.03

1.03

0.00

Calmar ratio

Return relative to maximum drawdown

0.08

0.11

-0.03

Martin ratio

Return relative to average drawdown

0.27

0.37

-0.10

JRS vs. XLRE - Sharpe Ratio Comparison

The current JRS Sharpe Ratio is 0.07, which is comparable to the XLRE Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of JRS 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.


Loading graphics...

Sharpe Ratios by Period


JRSXLREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

0.07

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.20

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.29

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.32

-0.10

Correlation

The correlation between JRS and XLRE is 0.72, 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.


Dividends

JRS vs. XLRE - Dividend Comparison

JRS's dividend yield for the trailing twelve months is around 8.88%, more than XLRE's 3.42% yield.


TTM20252024202320222021202020192018201720162015
JRS
Nuveen Real Estate Income Fund
8.88%8.88%7.88%8.70%11.06%5.93%9.00%7.16%9.99%8.88%9.10%9.04%
XLRE
Real Estate Select Sector SPDR Fund
3.42%3.45%3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%

Drawdowns

JRS vs. XLRE - Drawdown Comparison

The maximum JRS drawdown since its inception was -87.80%, 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.


Loading graphics...

Drawdown Indicators


JRSXLREDifference

Max Drawdown

Largest peak-to-trough decline

-87.80%

-38.83%

-48.97%

Max Drawdown (1Y)

Largest decline over 1 year

-16.63%

-11.88%

-4.75%

Max Drawdown (5Y)

Largest decline over 5 years

-45.57%

-34.12%

-11.45%

Max Drawdown (10Y)

Largest decline over 10 years

-54.64%

-38.83%

-15.81%

Current Drawdown

Current decline from peak

-13.61%

-8.69%

-4.92%

Average Drawdown

Average peak-to-trough decline

-19.14%

-9.72%

-9.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

3.39%

+1.56%

Volatility

JRS vs. XLRE - Volatility Comparison

Nuveen Real Estate Income Fund (JRS) has a higher volatility of 7.33% compared to Real Estate Select Sector SPDR Fund (XLRE) at 4.66%. This indicates that JRS'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.


Loading graphics...

Volatility by Period


JRSXLREDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

4.66%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

9.62%

+0.77%

Volatility (1Y)

Calculated over the trailing 1-year period

19.83%

16.32%

+3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.08%

19.04%

+3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.30%

20.40%

+3.90%