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PSR vs. XLRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PSR vs. XLRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Active U.S. Real Estate Fund (PSR) 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, PSR achieves a 19.17% return, which is significantly higher than XLRI's 7.92% return.


PSR

1D
-0.03%
1M
2.17%
6M
17.72%
YTD
19.17%
1Y
20.87%
3Y*
10.35%
5Y*
2.52%
10Y*
5.44%
ALL TIME*
12.62%

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)
$188.11K$172.45K$334.46K
$67.65K$68.45K$64.14K

PSR vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between PSR and XLRI is 0.93, meaning they have usually moved in the same direction, including during past declines.


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

0.93

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

0.93

The correlation between PSR and XLRI has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

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Return for Risk

PSR vs. XLRI — Risk / Return Rank

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

PSR
PSR Risk / Return Rank: 6464
Overall Rank
PSR Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PSR Sortino Ratio Rank: 6060
Sortino Ratio Rank
PSR Omega Ratio Rank: 6060
Omega Ratio Rank
PSR Calmar Ratio Rank: 6969
Calmar Ratio Rank
PSR Martin Ratio Rank: 6868
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.

PSR vs. XLRI - Risk-Adjusted Trends Comparison

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


PSRXLRIDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.27

1.17

+0.10

Calmar ratioReturn relative to maximum drawdown

2.52

1.42

+1.10

Martin ratioReturn relative to average drawdown

8.61

4.95

+3.65

PSR vs. XLRI - Sharpe Ratio Comparison

The current PSR Sharpe Ratio is 1.52, which is higher than the XLRI Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of PSR 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

PSR vs. XLRI - Drawdown Comparison

The maximum PSR drawdown since its inception was -42.31%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for PSR and XLRI.


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Drawdown Indicators


PSRXLRIDifference

Max Drawdown

Largest peak-to-trough decline

-42.31%

-7.12%

-35.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-7.12%

-1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-16.58%

Max Drawdown (5Y)

Largest decline over 5 years

-34.81%

Max Drawdown (10Y)

Largest decline over 10 years

-42.31%

Current Drawdown

Current decline from peak

-2.15%

-1.11%

-1.04%

Average Drawdown

Average peak-to-trough decline

-9.26%

-1.54%

-7.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.43%

2.03%

+0.40%

Volatility

PSR vs. XLRI - Volatility Comparison

Invesco Active U.S. Real Estate Fund (PSR) has a higher volatility of 4.61% compared to State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI) at 3.34%. This indicates that PSR'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


PSRXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

3.34%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

11.02%

8.74%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

13.84%

11.02%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.63%

11.10%

+7.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.37%

11.10%

+9.27%

PSR vs. XLRI - Expense Ratio Comparison

Both PSR and XLRI have an expense ratio of 0.35%.


Dividends

PSR vs. XLRI - Dividend Comparison

PSR's dividend yield for the trailing twelve months is around 2.48%, less than XLRI's 14.37% yield.


PositionTTM20252024202320222021202020192018201720162015
PSR
Invesco Active U.S. Real Estate Fund
2.48%2.56%3.06%2.93%2.95%2.12%3.09%2.55%2.64%0.14%3.60%3.20%
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


With a correlation of 0.93, PSR and XLRI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PSR has higher volatility (4.61%) compared to XLRI (3.34%). In terms of maximum drawdown, PSR dropped -42.31% vs XLRI's -7.12%.

On 1-year performance, PSR leads with 20.87% vs 10.04% for XLRI. Both ETFs have the same 0.35% expense ratio. 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, PSR has performed better with a 20.87% return vs 10.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PSR and XLRI have the same expense ratio: 0.35% per year.

XLRI has the higher dividend yield at 14.37%, compared with 2.48% for PSR.

PSR is categorized as REIT, while XLRI is Derivative Income. They also come from different issuers: Invesco and State Street.

PSR currently has the higher Sharpe Ratio (1.52 vs 0.92), 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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