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SPDW vs. XLRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPDW vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Portfolio World ex-US ETF (SPDW) 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, SPDW achieves a 14.86% return, which is significantly higher than XLRE's 13.17% return. Over the past 10 years, SPDW has outperformed XLRE with an annualized return of 10.64%, while XLRE has yielded a comparatively lower 7.15% annualized return.


SPDW

1D
0.29%
1M
1.53%
YTD
14.86%
6M
16.65%
1Y
31.27%
3Y*
19.01%
5Y*
9.30%
10Y*
10.64%

XLRE

1D
0.98%
1M
3.30%
YTD
13.17%
6M
13.29%
1Y
12.05%
3Y*
10.41%
5Y*
3.32%
10Y*
7.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPDW vs. XLRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPDW
SPDR Portfolio World ex-US ETF
14.86%34.75%3.55%17.81%-15.98%11.45%9.90%22.41%-14.22%25.81%
XLRE
Real Estate Select Sector SPDR Fund
13.17%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%-2.39%10.69%

Correlation

The correlation between SPDW and XLRE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

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

0.51

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

0.56

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

0.50

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

0.50

The correlation between SPDW and XLRE shifts across timeframes, from 0.42 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPDW vs. XLRE — Risk / Return Rank

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

SPDW
SPDW Risk / Return Rank: 6262
Overall Rank
SPDW Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SPDW Sortino Ratio Rank: 6262
Sortino Ratio Rank
SPDW Omega Ratio Rank: 6363
Omega Ratio Rank
SPDW Calmar Ratio Rank: 5959
Calmar Ratio Rank
SPDW Martin Ratio Rank: 6363
Martin Ratio Rank

XLRE
XLRE Risk / Return Rank: 2727
Overall Rank
XLRE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XLRE Omega Ratio Rank: 2424
Omega Ratio Rank
XLRE Calmar Ratio Rank: 3131
Calmar Ratio Rank
XLRE Martin Ratio Rank: 2929
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.

SPDW vs. XLRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Portfolio World ex-US ETF (SPDW) 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.


SPDWXLREDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.33

1.15

+0.18

Calmar ratioReturn relative to maximum drawdown

2.58

1.34

+1.23

Martin ratioReturn relative to average drawdown

9.95

3.69

+6.26

SPDW vs. XLRE - Sharpe Ratio Comparison

The current SPDW Sharpe Ratio is 1.80, which is higher than the XLRE Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of SPDW 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

SPDW vs. XLRE - Drawdown Comparison

The maximum SPDW drawdown since its inception was -60.02%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for SPDW and XLRE.


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Drawdown Indicators


SPDWXLREDifference

Max Drawdown

Largest peak-to-trough decline

-60.02%

-38.83%

-21.19%

Max Drawdown (1Y)

Largest decline over 1 year

-11.55%

-8.33%

-3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-13.53%

-16.74%

+3.21%

Max Drawdown (5Y)

Largest decline over 5 years

-30.21%

-34.12%

+3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

-38.83%

+3.85%

Current Drawdown

Current decline from peak

-0.99%

0.00%

-0.99%

Average Drawdown

Average peak-to-trough decline

-12.89%

-9.58%

-3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

3.03%

-0.04%

Volatility

SPDW vs. XLRE - Volatility Comparison

SPDR Portfolio World ex-US ETF (SPDW) has a higher volatility of 6.86% compared to Real Estate Select Sector SPDR Fund (XLRE) at 4.81%. This indicates that SPDW's price experiences larger fluctuations and is considered to be riskier 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


SPDWXLREDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

4.81%

+2.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

10.20%

+4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.51%

13.83%

+2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.66%

19.10%

-2.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

20.42%

-3.11%

SPDW vs. XLRE - Expense Ratio Comparison

SPDW has a 0.04% expense ratio, which is lower than XLRE's 0.13% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SPDW vs. XLRE - Dividend Comparison

SPDW's dividend yield for the trailing twelve months is around 2.87%, less than XLRE's 3.08% yield.


PositionTTM20252024202320222021202020192018201720162015
SPDW
SPDR Portfolio World ex-US ETF
2.87%3.30%3.19%2.75%3.12%3.04%1.87%3.13%3.08%1.86%3.11%2.78%
XLRE
Real Estate Select Sector SPDR Fund
3.08%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


SPDW and XLRE have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPDW has higher volatility (6.86%) compared to XLRE (4.81%). In terms of maximum drawdown, SPDW dropped -60.02% vs XLRE's -38.83%.

On 10-year performance, SPDW leads with 10.64% vs 7.15% for XLRE. On fees, SPDW is cheaper at 0.04% per year. On volatility, XLRE has been the lower-risk option at 4.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPDW has performed better with a 10.64% return vs 7.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPDW is cheaper with a 0.04% expense ratio, compared with 0.13% for XLRE.

XLRE has the higher dividend yield at 3.08%, compared with 2.87% for SPDW.

SPDW is categorized as Foreign Large Cap Equities, while XLRE is REIT. SPDW tracks S&P Developed Ex-U.S. BMI Index, while XLRE tracks Real Estate Select Sector Index. Their fees differ too: 0.04% for SPDW and 0.13% for XLRE.

SPDW currently has the higher Sharpe Ratio (1.80 vs 0.81), 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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