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

Correlation

The correlation between REK and XLRE is -0.60. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

REK vs. XLRE - Performance Comparison

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

-50.00%0.00%50.00%100.00%December2025FebruaryMarchAprilMay
-51.17%
89.95%
REK
XLRE

Key characteristics

Sharpe Ratio

REK:

-0.47

XLRE:

0.86

Sortino Ratio

REK:

-0.59

XLRE:

1.27

Omega Ratio

REK:

0.93

XLRE:

1.17

Calmar Ratio

REK:

-0.11

XLRE:

0.67

Martin Ratio

REK:

-0.79

XLRE:

2.92

Ulcer Index

REK:

11.23%

XLRE:

5.33%

Daily Std Dev

REK:

18.42%

XLRE:

18.09%

Max Drawdown

REK:

-84.57%

XLRE:

-38.83%

Current Drawdown

REK:

-81.34%

XLRE:

-10.86%

Returns By Period

In the year-to-date period, REK achieves a -1.16% return, which is significantly lower than XLRE's 2.35% return.


REK

YTD

-1.16%

1M

-10.36%

6M

4.36%

1Y

-8.63%

5Y*

-7.16%

10Y*

-7.17%

XLRE

YTD

2.35%

1M

11.54%

6M

-2.54%

1Y

15.45%

5Y*

7.98%

10Y*

N/A

*Annualized

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REK vs. XLRE - Expense Ratio Comparison

REK has a 0.95% expense ratio, which is higher than XLRE's 0.13% expense ratio.


Risk-Adjusted Performance

REK vs. XLRE — Risk-Adjusted Performance Rank

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

REK
The Risk-Adjusted Performance Rank of REK is 88
Overall Rank
The Sharpe Ratio Rank of REK is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of REK is 55
Sortino Ratio Rank
The Omega Ratio Rank of REK is 55
Omega Ratio Rank
The Calmar Ratio Rank of REK is 1414
Calmar Ratio Rank
The Martin Ratio Rank of REK is 88
Martin Ratio Rank

XLRE
The Risk-Adjusted Performance Rank of XLRE is 7474
Overall Rank
The Sharpe Ratio Rank of XLRE is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of XLRE is 7676
Sortino Ratio Rank
The Omega Ratio Rank of XLRE is 7474
Omega Ratio Rank
The Calmar Ratio Rank of XLRE is 7272
Calmar Ratio Rank
The Martin Ratio Rank of XLRE is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

REK vs. XLRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short Real Estate (REK) 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.


The current REK Sharpe Ratio is -0.47, which is lower than the XLRE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of REK 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 Ratio-1.50-1.00-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.47
0.86
REK
XLRE

Dividends

REK vs. XLRE - Dividend Comparison

REK's dividend yield for the trailing twelve months is around 6.11%, more than XLRE's 3.37% yield.


TTM2024202320222021202020192018201720162015
REK
ProShares Short Real Estate
6.11%6.22%4.50%0.48%0.00%0.07%1.28%0.43%0.00%0.00%0.00%
XLRE
Real Estate Select Sector SPDR Fund
3.37%3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%

Drawdowns

REK vs. XLRE - Drawdown Comparison

The maximum REK drawdown since its inception was -84.57%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for REK and XLRE. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-55.25%
-10.86%
REK
XLRE

Volatility

REK vs. XLRE - Volatility Comparison

ProShares Short Real Estate (REK) has a higher volatility of 7.88% compared to Real Estate Select Sector SPDR Fund (XLRE) at 7.35%. This indicates that REK'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.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
7.88%
7.35%
REK
XLRE