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MORT vs. XLRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MORT vs. XLRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Mortgage REIT Income ETF (MORT) 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, MORT achieves a 0.24% return, which is significantly lower than XLRI's 7.92% return.


MORT

1D
0.83%
1M
-1.61%
6M
-1.81%
YTD
0.24%
1Y
7.47%
3Y*
5.65%
5Y*
-0.99%
10Y*
1.76%
ALL TIME*
4.07%

XLRI

1D
-0.49%
1M
0.85%
6M
6.33%
YTD
7.92%
1Y
10.04%
3Y*
5Y*
10Y*
ALL TIME*
7.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.29M$14.10M$10.03M
$67.65K$68.45K$64.14K

MORT vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between MORT and XLRI is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.51

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

0.51

The correlation between MORT and XLRI has been stable across timeframes, ranging from 0.51 to 0.51 - a consistent structural relationship.

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Return for Risk

MORT vs. XLRI — Risk / Return Rank

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

MORT
MORT Risk / Return Rank: 2020
Overall Rank
MORT Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MORT Sortino Ratio Rank: 2121
Sortino Ratio Rank
MORT Omega Ratio Rank: 2020
Omega Ratio Rank
MORT Calmar Ratio Rank: 2020
Calmar Ratio Rank
MORT Martin Ratio Rank: 2020
Martin Ratio Rank

XLRI
XLRI Risk / Return Rank: 3636
Overall Rank
XLRI Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XLRI Sortino Ratio Rank: 3232
Sortino Ratio Rank
XLRI Omega Ratio Rank: 3333
Omega Ratio Rank
XLRI Calmar Ratio Rank: 3838
Calmar Ratio Rank
XLRI Martin Ratio Rank: 4242
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.

MORT vs. XLRI - Risk-Adjusted Trends Comparison

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


MORTXLRIDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.09

1.17

-0.08

Calmar ratioReturn relative to maximum drawdown

0.53

1.42

-0.89

Martin ratioReturn relative to average drawdown

1.27

4.95

-3.69

MORT vs. XLRI - Sharpe Ratio Comparison

The current MORT Sharpe Ratio is 0.44, which is lower than the XLRI Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of MORT 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

MORT vs. XLRI - Drawdown Comparison

The maximum MORT drawdown since its inception was -70.13%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for MORT and XLRI.


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Drawdown Indicators


MORTXLRIDifference

Max Drawdown

Largest peak-to-trough decline

-70.13%

-7.12%

-63.01%

Max Drawdown (1Y)

Largest decline over 1 year

-14.27%

-7.12%

-7.15%

Max Drawdown (3Y)

Largest decline over 3 years

-19.93%

Max Drawdown (5Y)

Largest decline over 5 years

-42.48%

Max Drawdown (10Y)

Largest decline over 10 years

-70.13%

Current Drawdown

Current decline from peak

-21.42%

-1.11%

-20.31%

Average Drawdown

Average peak-to-trough decline

-15.37%

-1.54%

-13.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.90%

2.03%

+3.87%

Volatility

MORT vs. XLRI - Volatility Comparison

VanEck Mortgage REIT Income ETF (MORT) has a higher volatility of 5.04% compared to State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI) at 3.34%. This indicates that MORT'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


MORTXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

3.34%

+1.70%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

8.74%

+3.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.98%

11.02%

+5.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.59%

11.10%

+12.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.89%

11.10%

+17.79%

MORT vs. XLRI - Expense Ratio Comparison

MORT has a 0.43% expense ratio, which is higher than XLRI's 0.35% expense ratio.


Dividends

MORT vs. XLRI - Dividend Comparison

MORT's dividend yield for the trailing twelve months is around 15.23%, more than XLRI's 14.37% yield.


PositionTTM20252024202320222021202020192018201720162015
MORT
VanEck Mortgage REIT Income ETF
15.23%12.76%11.55%12.18%13.09%8.21%8.11%7.36%8.19%7.82%8.21%9.91%
XLRI
State Street Real Estate Select Sector SPDR Premium Income ETF
14.37%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


MORT and XLRI have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MORT has higher volatility (5.04%) compared to XLRI (3.34%). In terms of maximum drawdown, MORT dropped -70.13% vs XLRI's -7.12%.

On 1-year performance, XLRI leads with 10.04% vs 7.47% for MORT. On fees, XLRI is cheaper at 0.35% per year. On volatility, XLRI has been the lower-risk option at 3.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XLRI has performed better with a 10.04% return vs 7.47%. 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 0.43% for MORT.

MORT has the higher dividend yield at 15.23%, compared with 14.37% for XLRI.

MORT is categorized as REIT, while XLRI is Derivative Income. They also come from different issuers: VanEck and State Street. Their fees differ too: 0.43% for MORT and 0.35% for XLRI.

XLRI currently has the higher Sharpe Ratio (0.92 vs 0.44), 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.

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