PG vs. XLRE
PG (The Procter & Gamble Company) is a stock, while XLRE (Real Estate Select Sector SPDR Fund) is REIT fund tracking the Real Estate Select Sector Index. Over the past 10 years, PG returned 8.96%/yr vs 7.15%/yr for XLRE. At a 0.44 correlation, their price movements are largely independent.
Performance
PG vs. XLRE - Performance Comparison
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Returns By Period
In the year-to-date period, PG achieves a 5.93% return, which is significantly lower than XLRE's 13.17% return. Over the past 10 years, PG has outperformed XLRE with an annualized return of 8.96%, while XLRE has yielded a comparatively lower 7.15% annualized return.
PG
- 1D
- 0.86%
- 1M
- 4.83%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -3.97%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
XLRE
- 1D
- 0.98%
- 1M
- 3.30%
- YTD
- 13.17%
- 6M
- 13.29%
- 1Y
- 12.05%
- 3Y*
- 10.41%
- 5Y*
- 3.32%
- 10Y*
- 7.15%
PG vs. XLRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
XLRE Real Estate Select Sector SPDR Fund | 13.17% | 2.63% | 5.09% | 12.36% | -26.25% | 46.10% | -2.18% | 28.68% | -2.39% | 10.69% |
Correlation
The correlation between PG and XLRE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2015 | 0.44 |
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Return for Risk
PG vs. XLRE — Risk / Return Rank
PG
XLRE
PG vs. XLRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
| PG | XLRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.11 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.15 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.34 | -1.71 |
| Martin ratioReturn relative to average drawdown | -0.68 | 3.69 | -4.37 |
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Drawdowns
PG vs. XLRE - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for PG and XLRE.
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Drawdown Indicators
| PG | XLRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -38.83% | -15.42% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -8.33% | -7.19% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -16.74% | -4.41% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -34.12% | +10.35% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -38.83% | +15.06% |
Current DrawdownCurrent decline from peak | -13.29% | 0.00% | -13.29% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -9.58% | -2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 3.03% | +5.77% |
Volatility
PG vs. XLRE - Volatility Comparison
The Procter & Gamble Company (PG) has a higher volatility of 6.99% compared to Real Estate Select Sector SPDR Fund (XLRE) at 4.81%. This indicates that PG'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.
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Volatility by Period
| PG | XLRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 4.81% | +2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 10.20% | +4.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 13.83% | +4.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 19.10% | -1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 20.42% | -1.37% |
Dividends
PG vs. XLRE - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.85%, less than XLRE's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
XLRE Real Estate Select Sector SPDR Fund | 3.08% | 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
PG and XLRE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PG has higher volatility (6.99%) compared to XLRE (4.81%). In terms of maximum drawdown, PG dropped -54.25% vs XLRE's -38.83%.
XLRE currently has the higher Sharpe Ratio (0.81 vs -0.30), 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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