PortfoliosLab logoPortfoliosLab logo
REZ vs. XLRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REZ vs. XLRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Residential Real Estate ETF (REZ) and State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, REZ achieves a 9.54% return, which is significantly higher than XLRI's 4.25% return.


REZ

1D
1.06%
1M
-1.63%
YTD
9.54%
6M
9.75%
1Y
12.37%
3Y*
11.60%
5Y*
3.90%
10Y*
6.61%

XLRI

1D
-0.23%
1M
-1.10%
YTD
4.25%
6M
5.50%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

REZ vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between REZ and XLRI is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

REZ vs. XLRI — Risk / Return Rank

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

REZ
REZ Risk / Return Rank: 2626
Overall Rank
REZ Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
REZ Sortino Ratio Rank: 2222
Sortino Ratio Rank
REZ Omega Ratio Rank: 2222
Omega Ratio Rank
REZ Calmar Ratio Rank: 2929
Calmar Ratio Rank
REZ Martin Ratio Rank: 3131
Martin Ratio Rank

XLRI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

REZ vs. XLRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Residential Real Estate ETF (REZ) 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.


REZXLRIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.42

Martin ratioReturn relative to average drawdown

4.29

REZ vs. XLRI - Sharpe Ratio Comparison


Loading charts...

Drawdowns

REZ vs. XLRI - Drawdown Comparison

The maximum REZ drawdown since its inception was -66.87%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for REZ and XLRI.


Loading charts...

Drawdown Indicators


REZXLRIDifference

Max Drawdown

Largest peak-to-trough decline

-66.87%

-7.12%

-59.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

Max Drawdown (3Y)

Largest decline over 3 years

-18.39%

Max Drawdown (5Y)

Largest decline over 5 years

-35.05%

Max Drawdown (10Y)

Largest decline over 10 years

-44.15%

Current Drawdown

Current decline from peak

-2.45%

-2.84%

+0.39%

Average Drawdown

Average peak-to-trough decline

-12.66%

-1.65%

-11.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

Volatility

REZ vs. XLRI - Volatility Comparison


Loading charts...

Volatility by Period


REZXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

Volatility (6M)

Calculated over the trailing 6-month period

11.43%

Volatility (1Y)

Calculated over the trailing 1-year period

14.99%

10.90%

+4.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.98%

10.90%

+8.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.57%

10.90%

+10.67%

REZ vs. XLRI - Expense Ratio Comparison

REZ has a 0.48% expense ratio, which is higher than XLRI's 0.35% expense ratio.


Dividends

REZ vs. XLRI - Dividend Comparison

REZ's dividend yield for the trailing twelve months is around 2.10%, less than XLRI's 12.52% yield.


PositionTTM20252024202320222021202020192018201720162015
REZ
iShares Residential Real Estate ETF
2.10%2.74%2.26%2.94%3.37%1.81%3.17%2.90%3.63%3.57%5.55%3.18%
XLRI
State Street Real Estate Select Sector SPDR Premium Income ETF
12.52%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


REZ and XLRI have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLRI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLRI is cheaper with a 0.35% expense ratio, compared with 0.48% for REZ.

XLRI has the higher dividend yield at 12.52%, compared with 2.10% for REZ.

REZ is categorized as REIT, while XLRI is Derivative Income. They also come from different issuers: iShares and State Street. Their fees differ too: 0.48% for REZ and 0.35% for XLRI.

Portfolio Optimizer

Find the right allocation for REZ and XLRI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer