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PSR vs. XLRE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PSR and XLRE is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

PSR vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Active U.S. Real Estate Fund (PSR) and Real Estate Select Sector SPDR Fund (XLRE). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
59.64%
84.16%
PSR
XLRE

Key characteristics

Sharpe Ratio

PSR:

0.19

XLRE:

0.40

Sortino Ratio

PSR:

0.36

XLRE:

0.64

Omega Ratio

PSR:

1.04

XLRE:

1.08

Calmar Ratio

PSR:

0.10

XLRE:

0.25

Martin Ratio

PSR:

0.55

XLRE:

1.45

Ulcer Index

PSR:

5.42%

XLRE:

4.45%

Daily Std Dev

PSR:

16.05%

XLRE:

16.28%

Max Drawdown

PSR:

-42.31%

XLRE:

-38.83%

Current Drawdown

PSR:

-18.44%

XLRE:

-13.58%

Returns By Period

In the year-to-date period, PSR achieves a 1.06% return, which is significantly lower than XLRE's 4.28% return.


PSR

YTD

1.06%

1M

-6.11%

6M

7.13%

1Y

2.15%

5Y*

1.92%

10Y*

4.78%

XLRE

YTD

4.28%

1M

-6.79%

6M

7.83%

1Y

5.15%

5Y*

4.68%

10Y*

N/A

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PSR vs. XLRE - Expense Ratio Comparison

PSR has a 0.35% expense ratio, which is higher than XLRE's 0.13% expense ratio.


PSR
Invesco Active U.S. Real Estate Fund
Expense ratio chart for PSR: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for XLRE: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

PSR vs. XLRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Active U.S. Real Estate Fund (PSR) 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.


Sharpe ratio
The chart of Sharpe ratio for PSR, currently valued at 0.19, compared to the broader market0.002.004.000.190.40
The chart of Sortino ratio for PSR, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.0010.000.360.64
The chart of Omega ratio for PSR, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.08
The chart of Calmar ratio for PSR, currently valued at 0.10, compared to the broader market0.005.0010.0015.000.100.25
The chart of Martin ratio for PSR, currently valued at 0.55, compared to the broader market0.0020.0040.0060.0080.00100.000.551.45
PSR
XLRE

The current PSR Sharpe Ratio is 0.19, which is lower than the XLRE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of PSR and XLRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.19
0.40
PSR
XLRE

Dividends

PSR vs. XLRE - Dividend Comparison

PSR's dividend yield for the trailing twelve months is around 2.30%, less than XLRE's 2.36% yield.


TTM20232022202120202019201820172016201520142013
PSR
Invesco Active U.S. Real Estate Fund
2.30%2.93%2.95%2.12%3.09%2.55%2.64%0.14%3.60%2.03%1.24%1.56%
XLRE
Real Estate Select Sector SPDR Fund
2.36%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%0.00%0.00%

Drawdowns

PSR vs. XLRE - Drawdown Comparison

The maximum PSR drawdown since its inception was -42.31%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for PSR and XLRE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-18.44%
-13.58%
PSR
XLRE

Volatility

PSR vs. XLRE - Volatility Comparison

The current volatility for Invesco Active U.S. Real Estate Fund (PSR) is 5.29%, while Real Estate Select Sector SPDR Fund (XLRE) has a volatility of 5.63%. This indicates that PSR 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.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
5.29%
5.63%
PSR
XLRE
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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