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RSPR vs. XLRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RSPR vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) 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, RSPR achieves a 10.68% return, which is significantly lower than XLRE's 12.35% return. Over the past 10 years, RSPR has underperformed XLRE with an annualized return of 6.30%, while XLRE has yielded a comparatively higher 6.92% annualized return.


RSPR

1D
1.27%
1M
1.57%
YTD
10.68%
6M
11.84%
1Y
6.50%
3Y*
10.36%
5Y*
2.90%
10Y*
6.30%

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)

RSPR vs. XLRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF
10.68%-1.88%8.61%11.59%-25.16%49.61%-2.90%24.62%-4.11%8.76%
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 RSPR and XLRE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.95

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

0.96

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

0.93

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

0.89

The correlation between RSPR and XLRE has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.

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Return for Risk

RSPR vs. XLRE — Risk / Return Rank

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

RSPR
RSPR Risk / Return Rank: 1616
Overall Rank
RSPR Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
RSPR Sortino Ratio Rank: 1515
Sortino Ratio Rank
RSPR Omega Ratio Rank: 1414
Omega Ratio Rank
RSPR Calmar Ratio Rank: 1818
Calmar Ratio Rank
RSPR Martin Ratio Rank: 1717
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.

RSPR vs. XLRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) 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.


RSPRXLREDifference
Sharpe ratioReturn per unit of total volatility

-0.25

Sortino ratioReturn per unit of downside risk

-0.31

Omega ratioGain probability vs. loss probability

1.09

1.13

-0.04

Calmar ratioReturn relative to maximum drawdown

0.75

1.18

-0.43

Martin ratioReturn relative to average drawdown

1.65

3.23

-1.58

RSPR vs. XLRE - Sharpe Ratio Comparison

The current RSPR Sharpe Ratio is 0.45, which is lower than the XLRE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of RSPR 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

RSPR vs. XLRE - Drawdown Comparison

The maximum RSPR drawdown since its inception was -41.96%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for RSPR and XLRE.


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Drawdown Indicators


RSPRXLREDifference

Max Drawdown

Largest peak-to-trough decline

-41.96%

-38.83%

-3.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-8.33%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-17.78%

-16.74%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-33.03%

-34.12%

+1.09%

Max Drawdown (10Y)

Largest decline over 10 years

-41.96%

-38.83%

-3.13%

Current Drawdown

Current decline from peak

-1.70%

-0.72%

-0.98%

Average Drawdown

Average peak-to-trough decline

-9.36%

-9.56%

+0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

3.04%

+0.91%

Volatility

RSPR vs. XLRE - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Real Estate ETF (RSPR) is 4.92%, while Real Estate Select Sector SPDR Fund (XLRE) has a volatility of 5.35%. This indicates that RSPR experiences smaller price fluctuations and is considered to be less risky than XLRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RSPRXLREDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

5.35%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

10.63%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

14.59%

14.17%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

19.13%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.42%

20.45%

+0.97%

RSPR vs. XLRE - Expense Ratio Comparison

RSPR has a 0.40% expense ratio, which is higher than XLRE's 0.13% expense ratio.


Dividends

RSPR vs. XLRE - Dividend Comparison

RSPR's dividend yield for the trailing twelve months is around 2.84%, less than XLRE's 3.15% yield.


PositionTTM20252024202320222021202020192018201720162015
RSPR
Invesco S&P 500 Equal Weight Real Estate ETF
2.84%2.70%2.58%2.91%3.14%2.56%3.82%2.48%3.02%3.01%2.06%1.03%
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


With a correlation of 0.94, RSPR and XLRE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

XLRE has higher volatility (5.35%) compared to RSPR (4.92%). In terms of maximum drawdown, RSPR dropped -41.96% vs XLRE's -38.83%.

On 10-year performance, XLRE leads with 6.92% vs 6.30% for RSPR. On fees, XLRE is cheaper at 0.13% per year. On volatility, RSPR has been the lower-risk option at 4.92%. 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 6.30%. 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 0.40% for RSPR.

XLRE has the higher dividend yield at 3.15%, compared with 2.84% for RSPR.

RSPR tracks S&P 500 Equal Weighted / Real Estate - SEC, while XLRE tracks Real Estate Select Sector Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.40% for RSPR and 0.13% for XLRE.

XLRE currently has the higher Sharpe Ratio (0.70 vs 0.45), 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 RSPR and XLRE

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