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USRT vs. XLRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USRT vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core U.S. REIT ETF (USRT) 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, USRT achieves a 15.99% return, which is significantly higher than XLRE's 10.79% return. Over the past 10 years, USRT has underperformed XLRE with an annualized return of 6.39%, while XLRE has yielded a comparatively higher 6.77% annualized return.


USRT

1D
1.25%
1M
0.53%
YTD
15.99%
6M
16.17%
1Y
18.66%
3Y*
13.59%
5Y*
5.17%
10Y*
6.39%

XLRE

1D
1.24%
1M
-0.35%
YTD
10.79%
6M
11.23%
1Y
9.85%
3Y*
10.79%
5Y*
3.14%
10Y*
6.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USRT vs. XLRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USRT
iShares Core U.S. REIT ETF
15.99%2.44%8.58%13.64%-24.43%43.26%-8.06%25.98%-4.67%5.27%
XLRE
Real Estate Select Sector SPDR Fund
10.79%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%-2.39%10.69%

Correlation

The correlation between USRT and XLRE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.96

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

0.97

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

0.95

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

0.94

The correlation between USRT and XLRE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

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Return for Risk

USRT vs. XLRE — Risk / Return Rank

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

USRT
USRT Risk / Return Rank: 4141
Overall Rank
USRT Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
USRT Sortino Ratio Rank: 3737
Sortino Ratio Rank
USRT Omega Ratio Rank: 3636
Omega Ratio Rank
USRT Calmar Ratio Rank: 4848
Calmar Ratio Rank
USRT Martin Ratio Rank: 4646
Martin Ratio Rank

XLRE
XLRE Risk / Return Rank: 2222
Overall Rank
XLRE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XLRE Omega Ratio Rank: 1919
Omega Ratio Rank
XLRE Calmar Ratio Rank: 2525
Calmar Ratio Rank
XLRE Martin Ratio Rank: 2525
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.

USRT vs. XLRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core U.S. REIT ETF (USRT) 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.


USRTXLREDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.24

1.13

+0.11

Calmar ratioReturn relative to maximum drawdown

2.33

1.19

+1.14

Martin ratioReturn relative to average drawdown

7.48

3.25

+4.23

USRT vs. XLRE - Sharpe Ratio Comparison

The current USRT Sharpe Ratio is 1.35, which is higher than the XLRE Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of USRT 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

USRT vs. XLRE - Drawdown Comparison

The maximum USRT drawdown since its inception was -69.92%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for USRT and XLRE.


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Drawdown Indicators


USRTXLREDifference

Max Drawdown

Largest peak-to-trough decline

-69.92%

-38.83%

-31.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.04%

-8.33%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-18.70%

-16.74%

-1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-31.03%

-34.12%

+3.09%

Max Drawdown (10Y)

Largest decline over 10 years

-44.38%

-38.83%

-5.55%

Current Drawdown

Current decline from peak

-1.53%

-2.10%

+0.57%

Average Drawdown

Average peak-to-trough decline

-12.95%

-9.57%

-3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

3.04%

-0.54%

Volatility

USRT vs. XLRE - Volatility Comparison

iShares Core U.S. REIT ETF (USRT) and Real Estate Select Sector SPDR Fund (XLRE) have volatilities of 5.04% and 5.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USRTXLREDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

5.16%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.01%

10.57%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

13.86%

14.13%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.92%

19.12%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.33%

20.45%

+0.88%

USRT vs. XLRE - Expense Ratio Comparison

USRT has a 0.08% 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

USRT vs. XLRE - Dividend Comparison

USRT's dividend yield for the trailing twelve months is around 2.60%, less than XLRE's 4.04% yield.


PositionTTM20252024202320222021202020192018201720162015
USRT
iShares Core U.S. REIT ETF
2.60%3.07%2.85%3.18%3.46%2.27%3.12%3.34%5.66%3.44%3.98%3.59%
XLRE
Real Estate Select Sector SPDR Fund
4.04%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


With a correlation of 0.94, USRT and XLRE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

XLRE has higher volatility (5.16%) compared to USRT (5.04%). In terms of maximum drawdown, USRT dropped -69.92% vs XLRE's -38.83%.

On 10-year performance, XLRE leads with 6.77% vs 6.39% for USRT. On fees, USRT is cheaper at 0.08% per year. On volatility, USRT has been the lower-risk option at 5.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLRE has performed better with a 6.77% return vs 6.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USRT is cheaper with a 0.08% expense ratio, compared with 0.13% for XLRE.

XLRE has the higher dividend yield at 4.04%, compared with 2.60% for USRT.

USRT tracks FTSE Nareit Equity REITS 40 Act Capped Index, while XLRE tracks Real Estate Select Sector Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.08% for USRT and 0.13% for XLRE.

USRT currently has the higher Sharpe Ratio (1.35 vs 0.70), 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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