UHT vs. XLRE
Compare and contrast key facts about Universal Health Realty Income Trust (UHT) and Real Estate Select Sector SPDR Fund (XLRE).
XLRE is a passively managed fund by State Street that tracks the performance of the Real Estate Select Sector Index. It was launched on Oct 7, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UHT or XLRE.
Key characteristics
| UHT | XLRE | |
|---|---|---|
| YTD Return | 3.89% | 12.26% |
| 1Y Return | 16.66% | 33.64% |
| 3Y Return (Ann) | -5.06% | 0.15% |
| 5Y Return (Ann) | -13.79% | 6.60% |
| Sharpe Ratio | 0.53 | 1.85 |
| Sortino Ratio | 0.93 | 2.64 |
| Omega Ratio | 1.11 | 1.33 |
| Calmar Ratio | 0.21 | 1.04 |
| Martin Ratio | 1.29 | 7.63 |
| Ulcer Index | 11.07% | 4.14% |
| Daily Std Dev | 26.63% | 17.08% |
| Max Drawdown | -69.20% | -38.83% |
| Current Drawdown | -58.10% | -6.97% |
Correlation
The correlation between UHT and XLRE is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
UHT vs. XLRE - Performance Comparison
In the year-to-date period, UHT achieves a 3.89% return, which is significantly lower than XLRE's 12.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UHT vs. XLRE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Universal Health Realty Income Trust (UHT) 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.
Dividends
UHT vs. XLRE - Dividend Comparison
UHT's dividend yield for the trailing twelve months is around 6.84%, more than XLRE's 3.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UHT Universal Health Realty Income Trust | 6.84% | 6.66% | 5.95% | 4.71% | 4.29% | 2.32% | 4.37% | 3.51% | 3.96% | 5.12% | 5.24% | 6.23% |
XLRE Real Estate Select Sector SPDR Fund | 3.15% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% |
Drawdowns
UHT vs. XLRE - Drawdown Comparison
The maximum UHT drawdown since its inception was -69.20%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for UHT and XLRE. For additional features, visit the drawdowns tool.
Volatility
UHT vs. XLRE - Volatility Comparison
Universal Health Realty Income Trust (UHT) has a higher volatility of 7.42% compared to Real Estate Select Sector SPDR Fund (XLRE) at 5.69%. This indicates that UHT'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.