XHB vs. XLRE
Compare and contrast key facts about SPDR S&P Homebuilders ETF (XHB) and Real Estate Select Sector SPDR Fund (XLRE).
XHB and XLRE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XHB is a passively managed fund by State Street that tracks the performance of the S&P Homebuilders Select Industry Index. It was launched on Jan 31, 2006. 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. Both XHB and XLRE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XHB or XLRE.
Performance
XHB vs. XLRE - Performance Comparison
Returns By Period
In the year-to-date period, XHB achieves a 22.33% return, which is significantly higher than XLRE's 11.13% return.
XHB
22.33%
-4.16%
11.59%
43.33%
21.95%
14.34%
XLRE
11.13%
-0.80%
15.88%
24.74%
6.20%
N/A
Key characteristics
| XHB | XLRE | |
|---|---|---|
| Sharpe Ratio | 1.71 | 1.49 |
| Sortino Ratio | 2.45 | 2.09 |
| Omega Ratio | 1.30 | 1.26 |
| Calmar Ratio | 3.48 | 0.92 |
| Martin Ratio | 8.39 | 5.74 |
| Ulcer Index | 5.01% | 4.20% |
| Daily Std Dev | 24.51% | 16.23% |
| Max Drawdown | -81.61% | -38.83% |
| Current Drawdown | -7.16% | -7.90% |
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XHB vs. XLRE - Expense Ratio Comparison
XHB has a 0.35% expense ratio, which is higher than XLRE's 0.13% expense ratio.
Correlation
The correlation between XHB and XLRE is 0.52, 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.
Risk-Adjusted Performance
XHB vs. XLRE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Homebuilders ETF (XHB) 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
XHB vs. XLRE - Dividend Comparison
XHB's dividend yield for the trailing twelve months is around 0.54%, less than XLRE's 3.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XHB SPDR S&P Homebuilders ETF | 0.54% | 0.77% | 1.06% | 0.50% | 0.73% | 0.89% | 1.25% | 0.71% | 0.67% | 0.50% | 0.78% | 0.29% |
XLRE Real Estate Select Sector SPDR Fund | 3.18% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% |
Drawdowns
XHB vs. XLRE - Drawdown Comparison
The maximum XHB drawdown since its inception was -81.61%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for XHB and XLRE. For additional features, visit the drawdowns tool.
Volatility
XHB vs. XLRE - Volatility Comparison
SPDR S&P Homebuilders ETF (XHB) and Real Estate Select Sector SPDR Fund (XLRE) have volatilities of 5.20% and 5.28%, 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.