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REK vs. XLRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, REK achieves a -9.23% return, which is significantly lower than XLRE's 12.35% return. Over the past 10 years, REK has underperformed XLRE with an annualized return of -6.40%, while XLRE has yielded a comparatively higher 6.92% annualized return.


REK

1D
-1.45%
1M
-0.67%
YTD
-9.23%
6M
-9.52%
1Y
-4.22%
3Y*
-5.24%
5Y*
-0.65%
10Y*
-6.40%

XLRE

1D
1.41%
1M
1.06%
YTD
12.35%
6M
12.83%
1Y
9.79%
3Y*
11.31%
5Y*
3.53%
10Y*
6.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

REK vs. XLRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REK
ProShares Short Real Estate
-9.23%2.35%1.42%-6.61%29.17%-30.58%-11.33%-20.96%4.61%-9.34%
XLRE
Real Estate Select Sector SPDR Fund
12.35%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%-2.39%10.69%

Correlation

The correlation between REK and XLRE is -0.99, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.99

Correlation (3Y)
Calculated over the trailing 3-year period

-0.99

Correlation (5Y)
Calculated over the trailing 5-year period

-0.98

Correlation (10Y)
Calculated over the trailing 10-year period

-0.97

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2015

-0.96

The correlation between REK and XLRE has been stable across timeframes, ranging from -0.99 to -0.96 - a consistent structural relationship.

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Return for Risk

REK vs. XLRE — Risk / Return Rank

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

REK
REK Risk / Return Rank: 66
Overall Rank
REK Sharpe Ratio Rank: 66
Sharpe Ratio Rank
REK Sortino Ratio Rank: 66
Sortino Ratio Rank
REK Omega Ratio Rank: 66
Omega Ratio Rank
REK Calmar Ratio Rank: 66
Calmar Ratio Rank
REK Martin Ratio Rank: 55
Martin Ratio Rank

XLRE
XLRE Risk / Return Rank: 2222
Overall Rank
XLRE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XLRE Omega Ratio Rank: 1919
Omega Ratio Rank
XLRE Calmar Ratio Rank: 2525
Calmar Ratio Rank
XLRE Martin Ratio Rank: 2525
Martin Ratio Rank
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.

REK vs. XLRE - Risk-Adjusted Trends 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.

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.


REKXLREDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

0.96

1.13

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.38

1.18

-1.56

Martin ratioReturn relative to average drawdown

-0.86

3.23

-4.08

REK vs. XLRE - Sharpe Ratio Comparison

The current REK Sharpe Ratio is -0.30, which is lower than the XLRE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of REK and XLRE, 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

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.


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Drawdown Indicators


REKXLREDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

-38.83%

-45.74%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-8.33%

-2.72%

Max Drawdown (3Y)

Largest decline over 3 years

-26.93%

-16.74%

-10.19%

Max Drawdown (5Y)

Largest decline over 5 years

-26.93%

-34.12%

+7.19%

Max Drawdown (10Y)

Largest decline over 10 years

-58.67%

-38.83%

-19.84%

Current Drawdown

Current decline from peak

-82.46%

-0.72%

-81.74%

Average Drawdown

Average peak-to-trough decline

-64.12%

-9.56%

-54.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

3.04%

+1.90%

Volatility

REK vs. XLRE - Volatility Comparison

ProShares Short Real Estate (REK) and Real Estate Select Sector SPDR Fund (XLRE) have volatilities of 5.22% and 5.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REKXLREDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

5.35%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.60%

10.63%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

14.14%

14.17%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

19.13%

-0.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

20.45%

-0.10%

REK vs. XLRE - Expense Ratio Comparison

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


Dividends

REK vs. XLRE - Dividend Comparison

REK's dividend yield for the trailing twelve months is around 3.36%, more than XLRE's 3.15% yield.


PositionTTM20252024202320222021202020192018201720162015
REK
ProShares Short Real Estate
3.36%3.43%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
3.15%3.45%3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%

Frequently Asked Questions


REK and XLRE have a correlation of -0.99, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLRE has higher volatility (5.35%) compared to REK (5.22%). In terms of maximum drawdown, REK dropped -84.57% vs XLRE's -38.83%.

On 10-year performance, XLRE leads with 6.92% vs -6.40% for REK. On fees, XLRE is cheaper at 0.13% per year. On volatility, REK has been the lower-risk option at 5.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLRE has performed better with a 6.92% return vs -6.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLRE is cheaper with a 0.13% expense ratio, compared with 0.95% for REK.

REK has the higher dividend yield at 3.36%, compared with 3.15% for XLRE.

REK tracks DJ Global United States (All) / Real Estate -SS (-100%), while XLRE tracks Real Estate Select Sector Index. They also come from different issuers: ProShares and State Street. Their fees differ too: 0.95% for REK and 0.13% for XLRE.

XLRE currently has the higher Sharpe Ratio (0.70 vs -0.30), 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 REK and XLRE

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