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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 -4.24% return, which is significantly lower than XLRI's 6.71% return.


RWX

1D
-0.42%
1M
-2.81%
YTD
-4.24%
6M
-3.90%
1Y
1.35%
3Y*
6.38%
5Y*
-2.78%
10Y*
0.79%

XLRI

1D
1.31%
1M
1.23%
YTD
6.71%
6M
7.39%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RWX vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between RWX and XLRI is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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Return for Risk

RWX vs. XLRI — Risk / Return Rank

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

RWX
RWX Risk / Return Rank: 99
Overall Rank
RWX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
RWX Sortino Ratio Rank: 99
Sortino Ratio Rank
RWX Omega Ratio Rank: 99
Omega Ratio Rank
RWX Calmar Ratio Rank: 1010
Calmar Ratio Rank
RWX Martin Ratio Rank: 1010
Martin Ratio Rank

XLRI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.03

Calmar ratioReturn relative to maximum drawdown

0.10

Martin ratioReturn relative to average drawdown

0.26

RWX vs. XLRI - Sharpe Ratio Comparison


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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%

Max Drawdown (3Y)

Largest decline over 3 years

-19.05%

Max Drawdown (5Y)

Largest decline over 5 years

-35.91%

Max Drawdown (10Y)

Largest decline over 10 years

-43.37%

Current Drawdown

Current decline from peak

-15.55%

-0.54%

-15.01%

Average Drawdown

Average peak-to-trough decline

-20.28%

-1.65%

-18.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

Volatility

RWX vs. XLRI - Volatility Comparison


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Volatility by Period


RWXXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

Volatility (1Y)

Calculated over the trailing 1-year period

13.56%

10.99%

+2.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.85%

10.99%

+4.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.32%

10.99%

+5.33%

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 4.09%, less than XLRI's 12.24% yield.


PositionTTM20252024202320222021202020192018201720162015
RWX
SPDR DJ Wilshire International Real Estate ETF
4.09%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
12.24%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 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XLRI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLRI is cheaper with a 0.35% expense ratio, compared with 0.59% for RWX.

XLRI has the higher dividend yield at 12.24%, compared with 4.09% 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.

Portfolio Optimizer

Find the right allocation for RWX 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.

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