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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 Vectors 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 -0.42% return, which is significantly lower than XLRI's 6.71% return.


MORT

1D
1.00%
1M
0.90%
YTD
-0.42%
6M
-0.37%
1Y
10.51%
3Y*
8.23%
5Y*
-2.38%
10Y*
2.52%

XLRI

1D
1.31%
1M
1.23%
YTD
6.71%
6M
7.39%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MORT vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between MORT and XLRI is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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Return for Risk

MORT vs. XLRI — Risk / Return Rank

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

MORT
MORT Risk / Return Rank: 1818
Overall Rank
MORT Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MORT Sortino Ratio Rank: 1818
Sortino Ratio Rank
MORT Omega Ratio Rank: 1818
Omega Ratio Rank
MORT Calmar Ratio Rank: 1818
Calmar Ratio Rank
MORT Martin Ratio Rank: 1818
Martin Ratio Rank

XLRI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. XLRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors 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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.12

Calmar ratioReturn relative to maximum drawdown

0.74

Martin ratioReturn relative to average drawdown

1.92

MORT vs. XLRI - Sharpe Ratio Comparison


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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%

Max Drawdown (3Y)

Largest decline over 3 years

-21.98%

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

-21.94%

-0.54%

-21.40%

Average Drawdown

Average peak-to-trough decline

-15.33%

-1.65%

-13.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

Volatility

MORT vs. XLRI - Volatility Comparison


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Volatility by Period


MORTXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

Volatility (6M)

Calculated over the trailing 6-month period

13.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.83%

10.99%

+5.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.70%

10.99%

+12.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.88%

10.99%

+17.89%

MORT vs. XLRI - Expense Ratio Comparison

MORT has a 0.42% 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 13.07%, more than XLRI's 12.24% yield.


PositionTTM20252024202320222021202020192018201720162015
MORT
VanEck Vectors Mortgage REIT Income ETF
13.07%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
12.24%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 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLRI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLRI is cheaper with a 0.35% expense ratio, compared with 0.42% for MORT.

MORT has the higher dividend yield at 13.07%, compared with 12.24% 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: 0.42% for MORT and 0.35% for XLRI.

Portfolio Optimizer

Find the right allocation for MORT and XLRI

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