RWR vs. XLE
RWR (SPDR Dow Jones REIT ETF) and XLE (State Street Energy Select Sector SPDR ETF) are both exchange-traded funds - RWR is a REIT fund tracking the Dow Jones U.S. Select REIT Index, while XLE is a Energy Equities fund tracking the Energy Select Sector Index. Both are passively managed. Over the past 10 years, RWR returned 5.53%/yr vs 9.19%/yr for XLE. At a 0.37 correlation, their price movements are largely independent. RWR charges 0.25%/yr vs 0.08%/yr for XLE.
Performance
RWR vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, RWR achieves a 16.42% return, which is significantly lower than XLE's 21.47% return. Over the past 10 years, RWR has underperformed XLE with an annualized return of 5.53%, while XLE has yielded a comparatively higher 9.19% annualized return.
RWR
- 1D
- 0.25%
- 1M
- 2.21%
- YTD
- 16.42%
- 6M
- 15.89%
- 1Y
- 19.36%
- 3Y*
- 13.72%
- 5Y*
- 4.85%
- 10Y*
- 5.53%
XLE
- 1D
- -1.63%
- 1M
- -9.30%
- YTD
- 21.47%
- 6M
- 22.40%
- 1Y
- 30.11%
- 3Y*
- 15.10%
- 5Y*
- 18.36%
- 10Y*
- 9.19%
RWR vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWR SPDR Dow Jones REIT ETF | 16.42% | 3.20% | 7.74% | 13.76% | -26.09% | 45.47% | -11.40% | 22.71% | -4.47% | 3.47% |
XLE State Street Energy Select Sector SPDR ETF | 21.47% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Correlation
The correlation between RWR and XLE is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2001 | 0.37 |
Over the past year, the correlation between RWR and XLE has dropped to 0.10 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
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Return for Risk
RWR vs. XLE — Risk / Return Rank
RWR
XLE
RWR vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones REIT ETF (RWR) and State Street Energy Select Sector SPDR ETF (XLE). 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.
| RWR | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.24 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 2.15 | +0.27 |
| Martin ratioReturn relative to average drawdown | 8.24 | 6.33 | +1.91 |
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Drawdowns
RWR vs. XLE - Drawdown Comparison
The maximum RWR drawdown since its inception was -74.92%, which is greater than XLE's maximum drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for RWR and XLE.
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Drawdown Indicators
| RWR | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.92% | -71.26% | -3.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.04% | -14.05% | +6.01% |
Max Drawdown (3Y)Largest decline over 3 years | -18.85% | -20.14% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -32.58% | -26.04% | -6.54% |
Max Drawdown (10Y)Largest decline over 10 years | -44.39% | -66.81% | +22.42% |
Current DrawdownCurrent decline from peak | -0.21% | -13.75% | +13.54% |
Average DrawdownAverage peak-to-trough decline | -13.08% | -17.96% | +4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 4.77% | -2.40% |
Volatility
RWR vs. XLE - Volatility Comparison
The current volatility for SPDR Dow Jones REIT ETF (RWR) is 5.42%, while State Street Energy Select Sector SPDR ETF (XLE) has a volatility of 7.16%. This indicates that RWR experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWR | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 7.16% | -1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 10.35% | 16.92% | -6.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.99% | 20.83% | -6.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.05% | 25.99% | -6.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.55% | 29.60% | -8.05% |
RWR vs. XLE - Expense Ratio Comparison
RWR has a 0.25% expense ratio, which is higher than XLE's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
RWR vs. XLE - Dividend Comparison
RWR's dividend yield for the trailing twelve months is around 3.36%, more than XLE's 2.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWR SPDR Dow Jones REIT ETF | 3.36% | 3.78% | 3.76% | 3.75% | 3.81% | 2.79% | 3.73% | 3.36% | 4.19% | 3.05% | 4.39% | 3.17% |
XLE State Street Energy Select Sector SPDR ETF | 2.83% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Frequently Asked Questions
RWR and XLE have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLE has higher volatility (7.16%) compared to RWR (5.42%). In terms of maximum drawdown, RWR dropped -74.92% vs XLE's -71.26%.
On 10-year performance, XLE leads with 9.19% vs 5.53% for RWR. On fees, XLE is cheaper at 0.08% per year. On volatility, RWR has been the lower-risk option at 5.42%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, XLE has performed better with a 9.19% return vs 5.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XLE is cheaper with a 0.08% expense ratio, compared with 0.25% for RWR.
RWR has the higher dividend yield at 3.36%, compared with 2.83% for XLE.
RWR is categorized as REIT, while XLE is Energy Equities. RWR tracks Dow Jones U.S. Select REIT Index, while XLE tracks Energy Select Sector Index. Their fees differ too: 0.25% for RWR and 0.08% for XLE.
XLE currently has the higher Sharpe Ratio (1.46 vs 1.39), 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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