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

Performance

RWR vs. XLRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR Dow Jones REIT ETF (RWR) 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, RWR achieves a 19.80% return, which is significantly higher than XLRI's 8.45% return.


RWR

1D
-0.40%
1M
0.66%
6M
16.61%
YTD
19.80%
1Y
26.30%
3Y*
11.91%
5Y*
4.74%
10Y*
5.04%
ALL TIME*
8.88%

XLRI

1D
0.16%
1M
1.35%
6M
6.08%
YTD
8.45%
1Y
10.59%
3Y*
5Y*
10Y*
ALL TIME*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$43.72M$37.86M$34.73M
$84.19K$69.65K$65.16K

RWR vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between RWR and XLRI is 0.90, 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.

0.90

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

0.91

The correlation between RWR and XLRI has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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

RWR vs. XLRI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RWR
RWR Risk / Return Rank: 8181
Overall Rank
RWR Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
RWR Sortino Ratio Rank: 7979
Sortino Ratio Rank
RWR Omega Ratio Rank: 7777
Omega Ratio Rank
RWR Calmar Ratio Rank: 8585
Calmar Ratio Rank
RWR Martin Ratio Rank: 8484
Martin Ratio Rank

XLRI
XLRI Risk / Return Rank: 4040
Overall Rank
XLRI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XLRI Sortino Ratio Rank: 3636
Sortino Ratio Rank
XLRI Omega Ratio Rank: 3737
Omega Ratio Rank
XLRI Calmar Ratio Rank: 4242
Calmar Ratio Rank
XLRI Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RWR vs. XLRI - Risk-Adjusted Trends Comparison

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


RWRXLRIDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.32

1.18

+0.14

Calmar ratioReturn relative to maximum drawdown

3.21

1.48

+1.73

Martin ratioReturn relative to average drawdown

11.41

5.18

+6.24

RWR vs. XLRI - Sharpe Ratio Comparison

The current RWR Sharpe Ratio is 1.84, which is higher than the XLRI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of RWR and XLRI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

RWR vs. XLRI - Drawdown Comparison

The maximum RWR drawdown since its inception was -74.92%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for RWR and XLRI.


Loading charts...

Drawdown Indicators


RWRXLRIDifference

Max Drawdown

Largest peak-to-trough decline

-74.92%

-7.12%

-67.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-7.12%

-0.92%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

Max Drawdown (5Y)

Largest decline over 5 years

-32.58%

Max Drawdown (10Y)

Largest decline over 10 years

-44.39%

Current Drawdown

Current decline from peak

-2.72%

-0.62%

-2.10%

Average Drawdown

Average peak-to-trough decline

-13.03%

-1.54%

-11.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.03%

+0.23%

Volatility

RWR vs. XLRI - Volatility Comparison

State Street SPDR Dow Jones REIT ETF (RWR) has a higher volatility of 4.99% compared to State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI) at 3.42%. This indicates that RWR'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.


Loading charts...

Volatility by Period


RWRXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

3.42%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

10.99%

8.72%

+2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

14.14%

11.09%

+3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.05%

11.11%

+7.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.57%

11.11%

+10.46%

RWR vs. XLRI - Expense Ratio Comparison

RWR has a 0.25% expense ratio, which is lower than XLRI's 0.35% expense ratio.


Dividends

RWR vs. XLRI - Dividend Comparison

RWR's dividend yield for the trailing twelve months is around 3.26%, less than XLRI's 13.52% yield.


PositionTTM20252024202320222021202020192018201720162015
RWR
State Street SPDR Dow Jones REIT ETF
3.26%3.78%3.76%3.75%3.81%2.79%3.73%3.36%4.19%3.05%4.39%3.17%
XLRI
State Street Real Estate Select Sector SPDR Premium Income ETF
13.52%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


With a correlation of 0.90, RWR and XLRI 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.

RWR has higher volatility (4.99%) compared to XLRI (3.42%). In terms of maximum drawdown, RWR dropped -74.92% vs XLRI's -7.12%.

On 1-year performance, RWR leads with 26.30% vs 10.59% for XLRI. On fees, RWR is cheaper at 0.25% per year. On volatility, XLRI has been the lower-risk option at 3.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RWR has performed better with a 26.30% return vs 10.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RWR is cheaper with a 0.25% expense ratio, compared with 0.35% for XLRI.

XLRI has the higher dividend yield at 13.52%, compared with 3.26% for RWR.

RWR is categorized as REIT, while XLRI is Derivative Income. Their fees differ too: 0.25% for RWR and 0.35% for XLRI.

RWR currently has the higher Sharpe Ratio (1.84 vs 0.96), 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 RWR 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