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RWX vs. XLRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RWX vs. XLRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR DJ Wilshire International Real Estate ETF (RWX) and State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RWX achieves a 2.64% return, which is significantly lower than XLRI's 8.24% return.


RWX

1D
0.64%
1M
3.22%
6M
-1.15%
YTD
2.64%
1Y
7.60%
3Y*
7.29%
5Y*
-1.97%
10Y*
0.82%
ALL TIME*
0.91%

XLRI

1D
0.30%
1M
1.15%
6M
6.94%
YTD
8.24%
1Y
9.61%
3Y*
5Y*
10Y*
ALL TIME*
7.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$757.61K$1.27M$1.15M
$73.67K$70.90K$65.83K

RWX vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between RWX and XLRI is 0.44, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.44

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

0.45

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Return for Risk

RWX vs. XLRI — Risk / Return Rank

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

RWX
RWX Risk / Return Rank: 2121
Overall Rank
RWX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
RWX Sortino Ratio Rank: 2222
Sortino Ratio Rank
RWX Omega Ratio Rank: 2121
Omega Ratio Rank
RWX Calmar Ratio Rank: 1919
Calmar Ratio Rank
RWX Martin Ratio Rank: 1919
Martin Ratio Rank

XLRI
XLRI Risk / Return Rank: 3333
Overall Rank
XLRI Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
XLRI Sortino Ratio Rank: 2929
Sortino Ratio Rank
XLRI Omega Ratio Rank: 3030
Omega Ratio Rank
XLRI Calmar Ratio Rank: 3535
Calmar Ratio Rank
XLRI Martin Ratio Rank: 4040
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.

RWX vs. XLRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR DJ Wilshire International Real Estate ETF (RWX) 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.


RWXXLRIDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.10

1.16

-0.06

Calmar ratioReturn relative to maximum drawdown

0.56

1.36

-0.79

Martin ratioReturn relative to average drawdown

1.31

4.74

-3.43

RWX vs. XLRI - Sharpe Ratio Comparison

The current RWX Sharpe Ratio is 0.56, which is lower than the XLRI Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of RWX 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.


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Drawdowns

RWX vs. XLRI - Drawdown Comparison

The maximum RWX drawdown since its inception was -73.62%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for RWX and XLRI.


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Drawdown Indicators


RWXXLRIDifference

Max Drawdown

Largest peak-to-trough decline

-73.62%

-7.12%

-66.50%

Max Drawdown (1Y)

Largest decline over 1 year

-13.58%

-7.12%

-6.46%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

Max Drawdown (5Y)

Largest decline over 5 years

-35.84%

Max Drawdown (10Y)

Largest decline over 10 years

-43.37%

Current Drawdown

Current decline from peak

-9.48%

-0.81%

-8.67%

Average Drawdown

Average peak-to-trough decline

-20.23%

-1.54%

-18.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.83%

2.03%

+3.80%

Volatility

RWX vs. XLRI - Volatility Comparison

SPDR DJ Wilshire International Real Estate ETF (RWX) has a higher volatility of 3.47% compared to State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI) at 3.22%. This indicates that RWX'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


RWXXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

3.22%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

11.47%

8.71%

+2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

13.75%

11.00%

+2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.87%

11.08%

+4.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.26%

11.08%

+5.18%

RWX vs. XLRI - Expense Ratio Comparison

RWX has a 0.59% expense ratio, which is higher than XLRI's 0.35% expense ratio.


Dividends

RWX vs. XLRI - Dividend Comparison

RWX's dividend yield for the trailing twelve months is around 3.81%, less than XLRI's 14.33% yield.


PositionTTM20252024202320222021202020192018201720162015
RWX
SPDR DJ Wilshire International Real Estate ETF
3.81%3.65%4.32%3.90%4.05%4.62%2.92%8.94%5.28%2.77%8.74%2.94%
XLRI
State Street Real Estate Select Sector SPDR Premium Income ETF
14.33%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


RWX and XLRI have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RWX has higher volatility (3.47%) compared to XLRI (3.22%). In terms of maximum drawdown, RWX dropped -73.62% vs XLRI's -7.12%.

On 1-year performance, XLRI leads with 9.61% vs 7.60% for RWX. On fees, XLRI is cheaper at 0.35% per year. On volatility, XLRI has been the lower-risk option at 3.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XLRI has performed better with a 9.61% return vs 7.60%. 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 0.59% for RWX.

XLRI has the higher dividend yield at 14.33%, compared with 3.81% for RWX.

RWX is categorized as REIT, while XLRI is Derivative Income. Their fees differ too: 0.59% for RWX and 0.35% for XLRI.

XLRI currently has the higher Sharpe Ratio (0.88 vs 0.56), 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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