XLRE vs. EMR
XLRE (Real Estate Select Sector SPDR Fund) is REIT fund tracking the Real Estate Select Sector Index, while EMR (Emerson Electric Co.) is a stock. Over the past 10 years, XLRE returned 7.15%/yr vs 13.44%/yr for EMR. At a 0.37 correlation, their price movements are largely independent.
Performance
XLRE vs. EMR - Performance Comparison
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Returns By Period
In the year-to-date period, XLRE achieves a 13.17% return, which is significantly higher than EMR's 8.65% return. Over the past 10 years, XLRE has underperformed EMR with an annualized return of 7.15%, while EMR has yielded a comparatively higher 13.44% annualized return.
XLRE
- 1D
- 0.98%
- 1M
- 3.30%
- YTD
- 13.17%
- 6M
- 13.29%
- 1Y
- 12.05%
- 3Y*
- 10.41%
- 5Y*
- 3.32%
- 10Y*
- 7.15%
EMR
- 1D
- 0.69%
- 1M
- 4.18%
- YTD
- 8.65%
- 6M
- 5.53%
- 1Y
- 15.82%
- 3Y*
- 20.61%
- 5Y*
- 10.27%
- 10Y*
- 13.44%
XLRE vs. EMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XLRE Real Estate Select Sector SPDR Fund | 13.17% | 2.63% | 5.09% | 12.36% | -26.25% | 46.10% | -2.18% | 28.68% | -2.39% | 10.69% |
EMR Emerson Electric Co. | 8.65% | 8.92% | 29.73% | 3.75% | 5.74% | 18.19% | 8.61% | 31.53% | -11.87% | 29.05% |
Correlation
The correlation between XLRE and EMR is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2015 | 0.37 |
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Return for Risk
XLRE vs. EMR — Risk / Return Rank
XLRE
EMR
XLRE vs. EMR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Real Estate Select Sector SPDR Fund (XLRE) and Emerson Electric Co. (EMR). 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.
| XLRE | EMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.11 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 0.63 | +0.71 |
| Martin ratioReturn relative to average drawdown | 3.69 | 1.37 | +2.32 |
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Drawdowns
XLRE vs. EMR - Drawdown Comparison
The maximum XLRE drawdown since its inception was -38.83%, smaller than the maximum EMR drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for XLRE and EMR.
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Drawdown Indicators
| XLRE | EMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.83% | -59.05% | +20.22% |
Max Drawdown (1Y)Largest decline over 1 year | -8.33% | -23.45% | +15.12% |
Max Drawdown (3Y)Largest decline over 3 years | -16.74% | -29.62% | +12.88% |
Max Drawdown (5Y)Largest decline over 5 years | -34.12% | -29.62% | -4.50% |
Max Drawdown (10Y)Largest decline over 10 years | -38.83% | -50.77% | +11.94% |
Current DrawdownCurrent decline from peak | 0.00% | -10.82% | +10.82% |
Average DrawdownAverage peak-to-trough decline | -9.58% | -14.11% | +4.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 10.79% | -7.76% |
Volatility
XLRE vs. EMR - Volatility Comparison
The current volatility for Real Estate Select Sector SPDR Fund (XLRE) is 4.81%, while Emerson Electric Co. (EMR) has a volatility of 9.08%. This indicates that XLRE experiences smaller price fluctuations and is considered to be less risky than EMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLRE | EMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 9.08% | -4.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 25.24% | -15.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 30.47% | -16.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.10% | 27.36% | -8.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.42% | 29.14% | -8.72% |
Dividends
XLRE vs. EMR - Dividend Comparison
XLRE's dividend yield for the trailing twelve months is around 3.08%, more than EMR's 1.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMR Emerson Electric Co. | 1.53% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
XLRE Real Estate Select Sector SPDR Fund | 3.08% | 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
XLRE and EMR have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMR has higher volatility (9.08%) compared to XLRE (4.81%). In terms of maximum drawdown, XLRE dropped -38.83% vs EMR's -59.05%.
XLRE currently has the higher Sharpe Ratio (0.81 vs 0.49), 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.
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