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REET vs. XLRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REET vs. XLRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global REIT ETF (REET) 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, REET achieves a 15.16% return, which is significantly higher than XLRI's 7.92% return.


REET

1D
0.04%
1M
1.47%
6M
12.67%
YTD
15.16%
1Y
20.36%
3Y*
10.98%
5Y*
3.01%
10Y*
4.01%
ALL TIME*
4.94%

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)
$82.36M$81.98M$69.69M
$67.65K$68.45K$64.14K

REET vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between REET and XLRI is 0.88, 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.

0.88

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

0.88

The correlation between REET and XLRI has been stable across timeframes, ranging from 0.88 to 0.88 - a consistent structural relationship.

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Return for Risk

REET vs. XLRI — Risk / Return Rank

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

REET
REET Risk / Return Rank: 6868
Overall Rank
REET Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
REET Sortino Ratio Rank: 6969
Sortino Ratio Rank
REET Omega Ratio Rank: 6969
Omega Ratio Rank
REET Calmar Ratio Rank: 6363
Calmar Ratio Rank
REET Martin Ratio Rank: 6767
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.

REET vs. XLRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global REIT ETF (REET) 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.


REETXLRIDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.30

1.17

+0.13

Calmar ratioReturn relative to maximum drawdown

2.26

1.42

+0.84

Martin ratioReturn relative to average drawdown

8.30

4.95

+3.34

REET vs. XLRI - Sharpe Ratio Comparison

The current REET Sharpe Ratio is 1.65, which is higher than the XLRI Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of REET 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

REET vs. XLRI - Drawdown Comparison

The maximum REET drawdown since its inception was -44.59%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for REET and XLRI.


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Drawdown Indicators


REETXLRIDifference

Max Drawdown

Largest peak-to-trough decline

-44.59%

-7.12%

-37.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-7.12%

-1.92%

Max Drawdown (3Y)

Largest decline over 3 years

-18.02%

Max Drawdown (5Y)

Largest decline over 5 years

-32.11%

Max Drawdown (10Y)

Largest decline over 10 years

-44.59%

Current Drawdown

Current decline from peak

-1.73%

-1.11%

-0.62%

Average Drawdown

Average peak-to-trough decline

-9.66%

-1.54%

-8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.03%

+0.43%

Volatility

REET vs. XLRI - Volatility Comparison

iShares Global REIT ETF (REET) has a higher volatility of 3.53% compared to State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI) at 3.34%. This indicates that REET'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


REETXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

3.34%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.88%

8.74%

+1.14%

Volatility (1Y)

Calculated over the trailing 1-year period

12.38%

11.02%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

11.10%

+5.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.84%

11.10%

+7.74%

REET vs. XLRI - Expense Ratio Comparison

REET has a 0.14% expense ratio, which is lower than XLRI's 0.35% expense ratio.


Dividends

REET vs. XLRI - Dividend Comparison

REET's dividend yield for the trailing twelve months is around 3.27%, less than XLRI's 14.37% yield.


PositionTTM20252024202320222021202020192018201720162015
REET
iShares Global REIT ETF
3.27%3.67%3.64%3.27%2.43%3.18%2.65%5.25%5.73%3.84%5.37%3.56%
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


REET and XLRI have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REET has higher volatility (3.53%) compared to XLRI (3.34%). In terms of maximum drawdown, REET dropped -44.59% vs XLRI's -7.12%.

On 1-year performance, REET leads with 20.36% vs 10.04% for XLRI. On fees, REET is cheaper at 0.14% per year. 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, REET has performed better with a 20.36% return vs 10.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REET is cheaper with a 0.14% expense ratio, compared with 0.35% for XLRI.

XLRI has the higher dividend yield at 14.37%, compared with 3.27% for REET.

REET is categorized as REIT, while XLRI is Derivative Income. They also come from different issuers: iShares and State Street. Their fees differ too: 0.14% for REET and 0.35% for XLRI.

REET currently has the higher Sharpe Ratio (1.65 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.

Portfolio Optimizer

Find the right allocation for REET and XLRI

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