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RWR vs. XLRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RWR vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Dow Jones REIT ETF (RWR) 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, RWR achieves a 18.45% return, which is significantly higher than XLRE's 12.50% return. Over the past 10 years, RWR has underperformed XLRE with an annualized return of 5.05%, while XLRE has yielded a comparatively higher 6.29% annualized return.


RWR

1D
0.67%
1M
1.53%
6M
16.74%
YTD
18.45%
1Y
22.28%
3Y*
11.14%
5Y*
4.74%
10Y*
5.05%

XLRE

1D
0.56%
1M
-0.59%
6M
11.76%
YTD
12.50%
1Y
11.24%
3Y*
8.48%
5Y*
2.76%
10Y*
6.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RWR vs. XLRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RWR
SPDR Dow Jones REIT ETF
18.45%3.20%7.74%13.76%-26.09%45.47%-11.40%22.71%-4.47%3.47%
XLRE
Real Estate Select Sector SPDR Fund
12.50%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%-2.39%10.69%

Correlation

The correlation between RWR and XLRE is 0.93, 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

0.93

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

0.96

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

0.96

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

0.95

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

0.94

The correlation between RWR and XLRE has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

RWR vs. XLRE — Risk / Return Rank

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

RWR
RWR Risk / Return Rank: 6161
Overall Rank
RWR Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
RWR Sortino Ratio Rank: 5757
Sortino Ratio Rank
RWR Omega Ratio Rank: 5454
Omega Ratio Rank
RWR Calmar Ratio Rank: 7070
Calmar Ratio Rank
RWR Martin Ratio Rank: 6666
Martin Ratio Rank

XLRE
XLRE Risk / Return Rank: 2828
Overall Rank
XLRE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 2525
Sortino Ratio Rank
XLRE Omega Ratio Rank: 2525
Omega Ratio Rank
XLRE Calmar Ratio Rank: 3333
Calmar Ratio Rank
XLRE Martin Ratio Rank: 3232
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.

RWR vs. XLRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones REIT ETF (RWR) 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.


RWRXLREDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.04

Omega ratioGain probability vs. loss probability

1.27

1.14

+0.13

Calmar ratioReturn relative to maximum drawdown

2.79

1.35

+1.43

Martin ratioReturn relative to average drawdown

9.46

3.72

+5.74

RWR vs. XLRE - Sharpe Ratio Comparison

The current RWR Sharpe Ratio is 1.59, which is higher than the XLRE Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of RWR 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

RWR vs. XLRE - Drawdown Comparison

The maximum RWR drawdown since its inception was -74.92%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for RWR and XLRE.


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Drawdown Indicators


RWRXLREDifference

Max Drawdown

Largest peak-to-trough decline

-74.92%

-38.83%

-36.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-8.33%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-16.74%

-2.11%

Max Drawdown (5Y)

Largest decline over 5 years

-32.58%

-34.12%

+1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-44.39%

-38.83%

-5.56%

Current Drawdown

Current decline from peak

-0.90%

-1.19%

+0.29%

Average Drawdown

Average peak-to-trough decline

-13.06%

-9.52%

-3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

3.03%

-0.67%

Volatility

RWR vs. XLRE - Volatility Comparison

The current volatility for SPDR Dow Jones REIT ETF (RWR) is 4.89%, while Real Estate Select Sector SPDR Fund (XLRE) has a volatility of 5.20%. This indicates that RWR 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


RWRXLREDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

5.20%

-0.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

11.06%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.12%

14.31%

-0.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.06%

19.17%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.55%

20.45%

+1.10%

RWR vs. XLRE - Expense Ratio Comparison

RWR has a 0.25% expense ratio, which is higher than XLRE's 0.13% 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. XLRE - Dividend Comparison

RWR's dividend yield for the trailing twelve months is around 3.30%, more than XLRE's 3.14% yield.


PositionTTM20252024202320222021202020192018201720162015
RWR
SPDR Dow Jones REIT ETF
3.30%3.78%3.76%3.75%3.81%2.79%3.73%3.36%4.19%3.05%4.39%3.17%
XLRE
Real Estate Select Sector SPDR Fund
3.14%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 0.93, RWR 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 (5.20%) compared to RWR (4.89%). In terms of maximum drawdown, RWR dropped -74.92% vs XLRE's -38.83%.

On 10-year performance, XLRE leads with 6.29% vs 5.05% for RWR. On fees, XLRE is cheaper at 0.13% per year. On volatility, RWR has been the lower-risk option at 4.89%. 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 6.29% return vs 5.05%. 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 0.25% for RWR.

RWR has the higher dividend yield at 3.30%, compared with 3.14% for XLRE.

RWR tracks Dow Jones U.S. Select REIT Index, while XLRE tracks Real Estate Select Sector Index. Their fees differ too: 0.25% for RWR and 0.13% for XLRE.

RWR currently has the higher Sharpe Ratio (1.59 vs 0.79), 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

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