NURE vs. XLRI
NURE (Nuveen Short-Term REIT ETF) and XLRI (State Street Real Estate Select Sector SPDR Premium Income ETF) are both exchange-traded funds - NURE is a REIT fund tracking the Dow Jones U.S. Select Short-Term REIT Index, while XLRI is a Derivative Income fund actively managed by State Street. NURE is passively managed, while XLRI is actively managed. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.35% expense ratio.
Performance
NURE vs. XLRI - Performance Comparison
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Returns By Period
In the year-to-date period, NURE achieves a 14.93% return, which is significantly higher than XLRI's 6.71% return.
NURE
- 1D
- 0.84%
- 1M
- 4.01%
- YTD
- 14.93%
- 6M
- 15.97%
- 1Y
- 10.47%
- 3Y*
- 7.27%
- 5Y*
- 1.78%
- 10Y*
- —
XLRI
- 1D
- 1.31%
- 1M
- 1.23%
- YTD
- 6.71%
- 6M
- 7.39%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NURE vs. XLRI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NURE Nuveen Short-Term REIT ETF | 14.93% | -3.73% |
XLRI State Street Real Estate Select Sector SPDR Premium Income ETF | 6.71% | -0.57% |
Correlation
The correlation between NURE and XLRI is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | 0.81 |
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Return for Risk
NURE vs. XLRI — Risk / Return Rank
NURE
XLRI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
NURE vs. XLRI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Short-Term REIT ETF (NURE) 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.
| NURE | XLRI | Difference | |
|---|---|---|---|
| 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 | 1.15 | — | — |
| Martin ratioReturn relative to average drawdown | 2.39 | — | — |
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Drawdowns
NURE vs. XLRI - Drawdown Comparison
The maximum NURE drawdown since its inception was -46.05%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for NURE and XLRI.
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Drawdown Indicators
| NURE | XLRI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.05% | -7.12% | -38.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.13% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -21.03% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -35.98% | — | — |
Current DrawdownCurrent decline from peak | -9.39% | -0.54% | -8.85% |
Average DrawdownAverage peak-to-trough decline | -12.28% | -1.65% | -10.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.38% | — | — |
Volatility
NURE vs. XLRI - Volatility Comparison
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Volatility by Period
| NURE | XLRI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.29% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.02% | 10.99% | +5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 10.99% | +8.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.78% | 10.99% | +10.79% |
NURE vs. XLRI - Expense Ratio Comparison
Both NURE and XLRI have an expense ratio of 0.35%.
Dividends
NURE vs. XLRI - Dividend Comparison
NURE's dividend yield for the trailing twelve months is around 4.33%, less than XLRI's 12.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
NURE Nuveen Short-Term REIT ETF | 4.33% | 4.56% | 3.51% | 3.73% | 2.80% | 1.34% | 3.41% | 3.28% | 4.11% | 3.86% | 0.48% |
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% |
Frequently Asked Questions
NURE and XLRI have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
NURE and XLRI have the same expense ratio: 0.35% per year.
XLRI has the higher dividend yield at 12.24%, compared with 4.33% for NURE.
NURE is categorized as REIT, while XLRI is Derivative Income. They also come from different issuers: Nuveen and State Street.
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