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UHT vs. XLRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UHT vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Universal Health Realty Income Trust (UHT) and Real Estate Select Sector SPDR Fund (XLRE). The values are adjusted to include any dividend payments, if applicable.

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UHT vs. XLRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UHT
Universal Health Realty Income Trust
5.15%13.29%-7.45%-3.63%-15.25%-3.35%-43.24%96.94%-14.89%18.83%
XLRE
Real Estate Select Sector SPDR Fund
1.87%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%-2.39%10.69%

Returns By Period

In the year-to-date period, UHT achieves a 5.15% return, which is significantly higher than XLRE's 1.87% return. Over the past 10 years, UHT has underperformed XLRE with an annualized return of 1.75%, while XLRE has yielded a comparatively higher 5.95% annualized return.


UHT

1D
0.67%
1M
-5.48%
YTD
5.15%
6M
7.19%
1Y
6.26%
3Y*
1.28%
5Y*
-4.61%
10Y*
1.75%

XLRE

1D
1.54%
1M
-6.24%
YTD
1.87%
6M
-1.37%
1Y
0.96%
3Y*
6.59%
5Y*
3.72%
10Y*
5.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

UHT vs. XLRE — Risk / Return Rank

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

UHT
UHT Risk / Return Rank: 5050
Overall Rank
UHT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UHT Sortino Ratio Rank: 4343
Sortino Ratio Rank
UHT Omega Ratio Rank: 4343
Omega Ratio Rank
UHT Calmar Ratio Rank: 5454
Calmar Ratio Rank
UHT Martin Ratio Rank: 5555
Martin Ratio Rank

XLRE
XLRE Risk / Return Rank: 1515
Overall Rank
XLRE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 1313
Sortino Ratio Rank
XLRE Omega Ratio Rank: 1313
Omega Ratio Rank
XLRE Calmar Ratio Rank: 1616
Calmar Ratio Rank
XLRE Martin Ratio Rank: 1717
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.

UHT vs. XLRE - Risk-Adjusted Trends 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.


UHTXLREDifference

Sharpe ratio

Return per unit of total volatility

0.28

0.06

+0.23

Sortino ratio

Return per unit of downside risk

0.52

0.19

+0.33

Omega ratio

Gain probability vs. loss probability

1.07

1.03

+0.04

Calmar ratio

Return relative to maximum drawdown

0.47

0.17

+0.30

Martin ratio

Return relative to average drawdown

1.22

0.60

+0.62

UHT vs. XLRE - Sharpe Ratio Comparison

The current UHT Sharpe Ratio is 0.28, which is higher than the XLRE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of UHT and XLRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UHTXLREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

0.06

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.20

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

0.29

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.32

+0.11

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.


Dividends

UHT vs. XLRE - Dividend Comparison

UHT's dividend yield for the trailing twelve months is around 7.34%, more than XLRE's 3.43% yield.


TTM20252024202320222021202020192018201720162015
UHT
Universal Health Realty Income Trust
7.34%7.55%7.85%6.66%5.95%4.71%4.29%2.32%4.37%3.51%3.96%5.12%
XLRE
Real Estate Select Sector SPDR Fund
3.43%3.45%3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%

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.


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Drawdown Indicators


UHTXLREDifference

Max Drawdown

Largest peak-to-trough decline

-69.20%

-38.83%

-30.37%

Max Drawdown (1Y)

Largest decline over 1 year

-14.43%

-11.88%

-2.55%

Max Drawdown (5Y)

Largest decline over 5 years

-47.84%

-34.12%

-13.72%

Max Drawdown (10Y)

Largest decline over 10 years

-69.20%

-38.83%

-30.37%

Current Drawdown

Current decline from peak

-55.53%

-8.95%

-46.58%

Average Drawdown

Average peak-to-trough decline

-15.13%

-9.73%

-5.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.52%

3.37%

+2.15%

Volatility

UHT vs. XLRE - Volatility Comparison

Universal Health Realty Income Trust (UHT) has a higher volatility of 7.06% compared to Real Estate Select Sector SPDR Fund (XLRE) at 4.62%. 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.


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Volatility by Period


UHTXLREDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

4.62%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

15.33%

9.63%

+5.70%

Volatility (1Y)

Calculated over the trailing 1-year period

22.08%

16.35%

+5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.41%

19.05%

+5.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.50%

20.40%

+13.10%