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MORT vs. XLRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MORT vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Mortgage REIT Income ETF (MORT) 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, MORT achieves a -1.41% return, which is significantly lower than XLRE's 10.79% return. Over the past 10 years, MORT has underperformed XLRE with an annualized return of 2.42%, while XLRE has yielded a comparatively higher 6.77% annualized return.


MORT

1D
-0.79%
1M
-0.10%
YTD
-1.41%
6M
-2.52%
1Y
9.84%
3Y*
7.87%
5Y*
-2.32%
10Y*
2.42%

XLRE

1D
1.24%
1M
-0.35%
YTD
10.79%
6M
11.23%
1Y
9.85%
3Y*
10.79%
5Y*
3.14%
10Y*
6.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MORT vs. XLRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MORT
VanEck Vectors Mortgage REIT Income ETF
-1.41%12.17%0.14%14.74%-26.92%15.95%-22.39%21.26%-4.45%18.88%
XLRE
Real Estate Select Sector SPDR Fund
10.79%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%-2.39%10.69%

Correlation

The correlation between MORT and XLRE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

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

0.54

The correlation between MORT and XLRE has been stable across timeframes, ranging from 0.54 to 0.63 - a consistent structural relationship.

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Return for Risk

MORT vs. XLRE — Risk / Return Rank

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

MORT
MORT Risk / Return Rank: 1717
Overall Rank
MORT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MORT Sortino Ratio Rank: 1717
Sortino Ratio Rank
MORT Omega Ratio Rank: 1616
Omega Ratio Rank
MORT Calmar Ratio Rank: 1717
Calmar Ratio Rank
MORT Martin Ratio Rank: 1717
Martin Ratio Rank

XLRE
XLRE Risk / Return Rank: 2222
Overall Rank
XLRE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XLRE Omega Ratio Rank: 1919
Omega Ratio Rank
XLRE Calmar Ratio Rank: 2525
Calmar Ratio Rank
XLRE Martin Ratio Rank: 2525
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.

MORT vs. XLRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Mortgage REIT Income ETF (MORT) 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.


MORTXLREDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.11

1.13

-0.02

Calmar ratioReturn relative to maximum drawdown

0.69

1.19

-0.49

Martin ratioReturn relative to average drawdown

1.81

3.25

-1.44

MORT vs. XLRE - Sharpe Ratio Comparison

The current MORT Sharpe Ratio is 0.59, which is comparable to the XLRE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of MORT 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

MORT vs. XLRE - Drawdown Comparison

The maximum MORT drawdown since its inception was -70.13%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for MORT and XLRE.


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Drawdown Indicators


MORTXLREDifference

Max Drawdown

Largest peak-to-trough decline

-70.13%

-38.83%

-31.30%

Max Drawdown (1Y)

Largest decline over 1 year

-14.27%

-8.33%

-5.94%

Max Drawdown (3Y)

Largest decline over 3 years

-21.98%

-16.74%

-5.24%

Max Drawdown (5Y)

Largest decline over 5 years

-42.48%

-34.12%

-8.36%

Max Drawdown (10Y)

Largest decline over 10 years

-70.13%

-38.83%

-31.30%

Current Drawdown

Current decline from peak

-22.71%

-2.10%

-20.61%

Average Drawdown

Average peak-to-trough decline

-15.33%

-9.57%

-5.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.45%

3.04%

+2.41%

Volatility

MORT vs. XLRE - Volatility Comparison

The current volatility for VanEck Vectors Mortgage REIT Income ETF (MORT) is 4.74%, while Real Estate Select Sector SPDR Fund (XLRE) has a volatility of 5.16%. This indicates that MORT experiences smaller price fluctuations and is considered to be less risky 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


MORTXLREDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

5.16%

-0.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

10.57%

+2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

16.84%

14.13%

+2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.70%

19.12%

+4.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.88%

20.45%

+8.43%

MORT vs. XLRE - Expense Ratio Comparison

MORT has a 0.42% expense ratio, which is higher than XLRE's 0.13% expense ratio.


Dividends

MORT vs. XLRE - Dividend Comparison

MORT's dividend yield for the trailing twelve months is around 13.20%, more than XLRE's 4.04% yield.


PositionTTM20252024202320222021202020192018201720162015
MORT
VanEck Vectors Mortgage REIT Income ETF
13.20%12.76%11.55%12.18%13.09%8.21%8.11%7.36%8.19%7.82%8.21%9.91%
XLRE
Real Estate Select Sector SPDR Fund
4.04%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


MORT and XLRE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLRE has higher volatility (5.16%) compared to MORT (4.74%). In terms of maximum drawdown, MORT dropped -70.13% vs XLRE's -38.83%.

On 10-year performance, XLRE leads with 6.77% vs 2.42% for MORT. On fees, XLRE is cheaper at 0.13% per year. On volatility, MORT has been the lower-risk option at 4.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLRE has performed better with a 6.77% return vs 2.42%. 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 0.42% for MORT.

MORT has the higher dividend yield at 13.20%, compared with 4.04% for XLRE.

MORT tracks MVIS Global Mortgage REITs Index, while XLRE tracks Real Estate Select Sector Index. They also come from different issuers: VanEck and State Street. Their fees differ too: 0.42% for MORT and 0.13% for XLRE.

XLRE currently has the higher Sharpe Ratio (0.70 vs 0.59), 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 MORT and XLRE

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