PortfoliosLab logoPortfoliosLab logo
XLG vs. XLRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLG vs. XLRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Top 50 ETF (XLG) and Real Estate Select Sector SPDR Fund (XLRE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XLG achieves a 5.56% return, which is significantly lower than XLRE's 12.25% return. Over the past 10 years, XLG has outperformed XLRE with an annualized return of 17.23%, while XLRE has yielded a comparatively lower 6.91% annualized return.


XLG

1D
1.88%
1M
-1.70%
YTD
5.56%
6M
6.64%
1Y
25.51%
3Y*
22.53%
5Y*
15.57%
10Y*
17.23%

XLRE

1D
-0.82%
1M
4.07%
YTD
12.25%
6M
11.92%
1Y
11.14%
3Y*
9.79%
5Y*
3.41%
10Y*
6.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLG vs. XLRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLG
Invesco S&P 500 Top 50 ETF
5.56%19.51%33.49%38.16%-24.29%30.77%24.15%32.04%-3.59%23.04%
XLRE
Real Estate Select Sector SPDR Fund
12.25%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%-2.39%10.69%

Correlation

The correlation between XLG and XLRE is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.27

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

0.44

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

0.45

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

0.45

Over the past year, the correlation between XLG and XLRE has dropped to 0.09 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XLG vs. XLRE — Risk / Return Rank

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

XLG
XLG Risk / Return Rank: 5656
Overall Rank
XLG Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XLG Sortino Ratio Rank: 6060
Sortino Ratio Rank
XLG Omega Ratio Rank: 6161
Omega Ratio Rank
XLG Calmar Ratio Rank: 4646
Calmar Ratio Rank
XLG Martin Ratio Rank: 4949
Martin Ratio Rank

XLRE
XLRE Risk / Return Rank: 2626
Overall Rank
XLRE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 2323
Sortino Ratio Rank
XLRE Omega Ratio Rank: 2424
Omega Ratio Rank
XLRE Calmar Ratio Rank: 3030
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.

XLG vs. XLRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Top 50 ETF (XLG) 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.


XLGXLREDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.33

1.15

+0.18

Calmar ratioReturn relative to maximum drawdown

2.06

1.34

+0.72

Martin ratioReturn relative to average drawdown

7.55

3.69

+3.86

XLG vs. XLRE - Sharpe Ratio Comparison

The current XLG Sharpe Ratio is 1.86, which is higher than the XLRE Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of XLG 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.


Loading charts...

Drawdowns

XLG vs. XLRE - Drawdown Comparison

The maximum XLG drawdown since its inception was -52.39%, which is greater than XLRE's maximum drawdown of -38.83%. Use the drawdown chart below to compare losses from any high point for XLG and XLRE.


Loading charts...

Drawdown Indicators


XLGXLREDifference

Max Drawdown

Largest peak-to-trough decline

-52.39%

-38.83%

-13.56%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-8.33%

-4.08%

Max Drawdown (3Y)

Largest decline over 3 years

-20.70%

-16.74%

-3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-28.02%

-34.12%

+6.10%

Max Drawdown (10Y)

Largest decline over 10 years

-30.46%

-38.83%

+8.37%

Current Drawdown

Current decline from peak

-3.28%

-0.82%

-2.46%

Average Drawdown

Average peak-to-trough decline

-7.64%

-9.58%

+1.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.03%

+0.36%

Volatility

XLG vs. XLRE - Volatility Comparison

The current volatility for Invesco S&P 500 Top 50 ETF (XLG) is 4.58%, while Real Estate Select Sector SPDR Fund (XLRE) has a volatility of 4.83%. This indicates that XLG experiences smaller price fluctuations and is considered to be less risky than XLRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XLGXLREDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.58%

4.83%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

10.23%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

13.78%

13.85%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.76%

19.11%

-0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.88%

20.43%

-1.55%

XLG vs. XLRE - Expense Ratio Comparison

XLG has a 0.20% expense ratio, which is higher than XLRE's 0.13% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XLG vs. XLRE - Dividend Comparison

XLG's dividend yield for the trailing twelve months is around 0.61%, less than XLRE's 3.11% yield.


PositionTTM20252024202320222021202020192018201720162015
XLG
Invesco S&P 500 Top 50 ETF
0.61%0.64%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%
XLRE
Real Estate Select Sector SPDR Fund
3.11%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


XLG and XLRE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLRE has higher volatility (4.83%) compared to XLG (4.58%). In terms of maximum drawdown, XLG dropped -52.39% vs XLRE's -38.83%.

On 10-year performance, XLG leads with 17.23% vs 6.91% for XLRE. On fees, XLRE is cheaper at 0.13% per year. On volatility, XLG has been the lower-risk option at 4.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XLG has performed better with a 17.23% return vs 6.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLRE is cheaper with a 0.13% expense ratio, compared with 0.20% for XLG.

XLRE has the higher dividend yield at 3.11%, compared with 0.61% for XLG.

XLG is categorized as S&P 500, while XLRE is REIT. XLG tracks S&P 500 Top 50 Index, while XLRE tracks Real Estate Select Sector Index. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.20% for XLG and 0.13% for XLRE.

XLG currently has the higher Sharpe Ratio (1.86 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

Find the right allocation for XLG and XLRE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer