RWO vs. XLRI
RWO (SPDR Dow Jones Global Real Estate ETF) and XLRI (State Street Real Estate Select Sector SPDR Premium Income ETF) are both exchange-traded funds - RWO is a REIT fund tracking the Dow Jones Global Select Real Estate Securities Index, while XLRI is a Derivative Income fund actively managed by State Street. RWO is passively managed, while XLRI is actively managed. Over the past year, RWO returned 19.44% vs 9.42% for XLRI. Their correlation of 0.85 means they have usually moved in the same direction. RWO charges 0.50%/yr vs 0.35%/yr for XLRI.
Performance
RWO vs. XLRI - Performance Comparison
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Returns By Period
In the year-to-date period, RWO achieves a 15.09% return, which is significantly higher than XLRI's 8.42% return.
RWO
- 1D
- 0.18%
- 1M
- 1.61%
- 6M
- 10.03%
- YTD
- 15.09%
- 1Y
- 19.44%
- 3Y*
- 11.15%
- 5Y*
- 2.48%
- 10Y*
- 3.54%
- ALL TIME*
- 4.08%
XLRI
- 1D
- 0.17%
- 1M
- 2.16%
- 6M
- 6.13%
- YTD
- 8.42%
- 1Y
- 9.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.68%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.32M | $9.03M | $5.39M | |
| $78.22K | $70.16K | $66.18K |
RWO vs. XLRI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RWO SPDR Dow Jones Global Real Estate ETF | 15.09% | 2.81% |
XLRI State Street Real Estate Select Sector SPDR Premium Income ETF | 8.42% | -0.57% |
Correlation
The correlation between RWO and XLRI is 0.84, 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. | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | 0.85 |
The correlation between RWO and XLRI has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.
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Return for Risk
RWO vs. XLRI — Risk / Return Rank
RWO
XLRI
RWO vs. XLRI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones Global Real Estate ETF (RWO) 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.
| RWO | XLRI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.64 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.16 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 1.33 | +0.73 |
| Martin ratioReturn relative to average drawdown | 8.03 | 4.65 | +3.37 |
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Drawdowns
RWO vs. XLRI - Drawdown Comparison
The maximum RWO drawdown since its inception was -67.69%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for RWO and XLRI.
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Drawdown Indicators
| RWO | XLRI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.69% | -7.12% | -60.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.51% | -7.12% | -2.39% |
Max Drawdown (3Y)Largest decline over 3 years | -17.66% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -32.85% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -43.27% | — | — |
Current DrawdownCurrent decline from peak | -1.88% | -0.64% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -12.57% | -1.53% | -11.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.03% | +0.40% |
Volatility
RWO vs. XLRI - Volatility Comparison
SPDR Dow Jones Global Real Estate ETF (RWO) has a higher volatility of 3.60% compared to State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI) at 2.85%. This indicates that RWO'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
| RWO | XLRI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.60% | 2.85% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 8.70% | +1.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.03% | 10.98% | +2.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.04% | 11.06% | +5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 11.06% | +7.15% |
RWO vs. XLRI - Expense Ratio Comparison
RWO has a 0.50% expense ratio, which is higher than XLRI's 0.35% expense ratio.
Dividends
RWO vs. XLRI - Dividend Comparison
RWO's dividend yield for the trailing twelve months is around 3.14%, less than XLRI's 14.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWO SPDR Dow Jones Global Real Estate ETF | 3.14% | 3.62% | 3.68% | 3.53% | 3.69% | 2.79% | 3.25% | 3.97% | 3.90% | 3.26% | 3.77% | 2.97% |
XLRI State Street Real Estate Select Sector SPDR Premium Income ETF | 14.30% | 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
RWO 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.
RWO has higher volatility (3.60%) compared to XLRI (2.85%). In terms of maximum drawdown, RWO dropped -67.69% vs XLRI's -7.12%.
On 1-year performance, RWO leads with 19.44% vs 9.42% for XLRI. On fees, XLRI is cheaper at 0.35% per year. On volatility, XLRI has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RWO has performed better with a 19.44% return vs 9.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XLRI is cheaper with a 0.35% expense ratio, compared with 0.50% for RWO.
XLRI has the higher dividend yield at 14.30%, compared with 3.14% for RWO.
RWO is categorized as REIT, while XLRI is Derivative Income. Their fees differ too: 0.50% for RWO and 0.35% for XLRI.
RWO currently has the higher Sharpe Ratio (1.50 vs 0.86), 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.
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