PSTL vs. XME

Last updated Jun 26, 2026

PSTL (Postal Realty Trust, Inc.) is a stock, while XME (SPDR S&P Metals & Mining ETF) is Materials fund tracking the S&P Metals & Mining Select Industry Index. Over the past 5 years, PSTL returned 12.29%/yr vs 21.46%/yr for XME. At a 0.22 correlation, their price movements are largely independent.

Performance

PSTL vs. XME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Postal Realty Trust, Inc. (PSTL) and SPDR S&P Metals & Mining ETF (XME). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSTL achieves a 54.43% return, which is significantly higher than XME's 5.09% return.

PSTL

• 1D: 3.14%
• 1M: 1.21%
• YTD: 54.43%
• 6M: 56.17%
• 1Y: 72.82%
• 3Y*: 27.01%
• 5Y*: 12.29%
• 10Y*: —

XME

• 1D: 1.42%
• 1M: -11.28%
• YTD: 5.09%
• 6M: 0.94%
• 1Y: 66.55%
• 3Y*: 31.16%
• 5Y*: 21.46%
• 10Y*: 18.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSTL vs. XME - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PSTL Postal Realty Trust, Inc.	54.43%	32.70%	-4.09%	6.90%	-22.37%	22.85%	4.74%	1.00%
XME SPDR S&P Metals & Mining ETF	5.09%	83.47%	-4.54%	21.51%	13.13%	34.92%	15.95%	9.38%

Correlation

The correlation between PSTL and XME is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (All Time) Calculated using the full available price history since May 15, 2019	0.22

The correlation between PSTL and XME shifts across timeframes, from 0.09 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

PSTL vs. XME — Risk / Return Rank

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

PSTL

PSTL Risk / Return Rank: 95
PSTL Sharpe Ratio Rank: 96
PSTL Sortino Ratio Rank: 96
PSTL Omega Ratio Rank: 95
PSTL Calmar Ratio Rank: 94
PSTL Martin Ratio Rank: 94

XME

XME Risk / Return Rank: 59
XME Sharpe Ratio Rank: 65
XME Sortino Ratio Rank: 57
XME Omega Ratio Rank: 55
XME Calmar Ratio Rank: 68
XME Martin Ratio Rank: 49

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.

PSTL vs. XME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Postal Realty Trust, Inc. (PSTL) and SPDR S&P Metals & Mining ETF (XME). 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.

	PSTL	XME	Difference
Sharpe ratio: Return per unit of total volatility	3.18	1.83	+1.35
Sortino ratio: Return per unit of downside risk	4.14	2.34	+1.80
Omega ratio: Gain probability vs. loss probability	1.54	1.30	+0.24
Calmar ratio: Return relative to maximum drawdown	5.38	2.96	+2.43
Martin ratio: Return relative to average drawdown	15.68	7.11	+8.57

PSTL vs. XME - Sharpe Ratio Comparison

The current PSTL Sharpe Ratio is 3.18, which is higher than the XME Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of PSTL and XME, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSTL vs. XME - Drawdown Comparison

The maximum PSTL drawdown since its inception was -29.89%, smaller than the maximum XME drawdown of -85.89%. Use the drawdown chart below to compare losses from any high point for PSTL and XME.

Drawdown Indicators

	PSTL	XME	Difference
Max Drawdown Largest peak-to-trough decline	-29.89%	-85.89%	+56.00%
Max Drawdown (1Y) Largest decline over 1 year	-13.60%	-22.60%	+9.00%
Max Drawdown (3Y) Largest decline over 3 years	-14.32%	-30.47%	+16.15%
Max Drawdown (5Y) Largest decline over 5 years	-27.54%	-37.27%	+9.73%
Max Drawdown (10Y) Largest decline over 10 years	—	-61.69%	—
Current Drawdown Current decline from peak	0.00%	-18.08%	+18.08%
Average Drawdown Average peak-to-trough decline	-13.67%	-44.04%	+30.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.66%	9.39%	-4.73%

Volatility

PSTL vs. XME - Volatility Comparison

The current volatility for Postal Realty Trust, Inc. (PSTL) is 8.93%, while SPDR S&P Metals & Mining ETF (XME) has a volatility of 13.63%. This indicates that PSTL experiences smaller price fluctuations and is considered to be less risky than XME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSTL	XME	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.93%	13.63%	-4.70%
Volatility (6M) Calculated over the trailing 6-month period	18.71%	28.38%	-9.67%
Volatility (1Y) Calculated over the trailing 1-year period	23.19%	36.53%	-13.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.13%	32.77%	-9.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.50%	32.92%	-5.42%

Dividends

PSTL vs. XME - Dividend Comparison

PSTL's dividend yield for the trailing twelve months is around 4.01%, more than XME's 0.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PSTL Postal Realty Trust, Inc.	4.01%	6.01%	7.36%	6.52%	6.37%	4.47%	4.68%	1.20%	0.00%	0.00%	0.00%	0.00%
XME SPDR S&P Metals & Mining ETF	0.34%	0.38%	0.65%	1.00%	1.64%	0.70%	0.99%	2.43%	2.23%	1.15%	1.02%	2.61%

Frequently Asked Questions

Can I hold both PSTL and XME in my portfolio?

PSTL and XME have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSTL or XME?

XME has higher volatility (13.63%) compared to PSTL (8.93%). In terms of maximum drawdown, PSTL dropped -29.89% vs XME's -85.89%.

Which has better risk-adjusted returns?

PSTL currently has the higher Sharpe Ratio (3.18 vs 1.83), 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.