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XLRE vs. FREL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLRE vs. FREL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Real Estate Select Sector SPDR Fund (XLRE) and Fidelity MSCI Real Estate Index ETF (FREL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLRE achieves a 10.79% return, which is significantly higher than FREL's 10.01% return. Over the past 10 years, XLRE has outperformed FREL with an annualized return of 6.77%, while FREL has yielded a comparatively lower 5.83% annualized return.


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%

FREL

1D
0.96%
1M
-0.29%
YTD
10.01%
6M
10.30%
1Y
11.38%
3Y*
10.69%
5Y*
2.43%
10Y*
5.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLRE vs. FREL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FREL
Fidelity MSCI Real Estate Index ETF
10.01%3.09%5.05%11.74%-26.21%40.46%-4.99%28.78%-4.52%8.86%

Correlation

The correlation between XLRE and FREL is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.99

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

0.99

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

0.98

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

0.97

The correlation between XLRE and FREL has been stable across timeframes, ranging from 0.97 to 0.99 - a consistent structural relationship.

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Return for Risk

XLRE vs. FREL — Risk / Return Rank

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

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

FREL
FREL Risk / Return Rank: 2626
Overall Rank
FREL Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FREL Sortino Ratio Rank: 2222
Sortino Ratio Rank
FREL Omega Ratio Rank: 2222
Omega Ratio Rank
FREL Calmar Ratio Rank: 2828
Calmar Ratio Rank
FREL Martin Ratio Rank: 3131
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.

XLRE vs. FREL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Real Estate Select Sector SPDR Fund (XLRE) and Fidelity MSCI Real Estate Index ETF (FREL). 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.


XLREFRELDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.13

1.15

-0.02

Calmar ratioReturn relative to maximum drawdown

1.19

1.35

-0.17

Martin ratioReturn relative to average drawdown

3.25

4.23

-0.99

XLRE vs. FREL - Sharpe Ratio Comparison

The current XLRE Sharpe Ratio is 0.70, which is comparable to the FREL Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of XLRE and FREL, 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

XLRE vs. FREL - Drawdown Comparison

The maximum XLRE drawdown since its inception was -38.83%, smaller than the maximum FREL drawdown of -42.61%. Use the drawdown chart below to compare losses from any high point for XLRE and FREL.


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Drawdown Indicators


XLREFRELDifference

Max Drawdown

Largest peak-to-trough decline

-38.83%

-42.61%

+3.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-8.45%

+0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-17.54%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-34.12%

-34.40%

+0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-38.83%

-42.61%

+3.78%

Current Drawdown

Current decline from peak

-2.10%

-2.12%

+0.02%

Average Drawdown

Average peak-to-trough decline

-9.57%

-9.91%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.70%

+0.34%

Volatility

XLRE vs. FREL - Volatility Comparison

Real Estate Select Sector SPDR Fund (XLRE) and Fidelity MSCI Real Estate Index ETF (FREL) have volatilities of 5.16% and 4.96%, 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


XLREFRELDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.16%

4.96%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

10.15%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

14.13%

13.80%

+0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.12%

18.89%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.45%

20.72%

-0.27%

XLRE vs. FREL - Expense Ratio Comparison

XLRE has a 0.13% expense ratio, which is higher than FREL's 0.08% 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

XLRE vs. FREL - Dividend Comparison

XLRE's dividend yield for the trailing twelve months is around 4.04%, more than FREL's 3.32% yield.


PositionTTM20252024202320222021202020192018201720162015
FREL
Fidelity MSCI Real Estate Index ETF
3.32%3.59%3.48%3.73%3.57%2.34%3.77%3.32%5.54%3.27%4.01%3.80%
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 0.98, XLRE and FREL 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 FREL (4.96%). In terms of maximum drawdown, XLRE dropped -38.83% vs FREL's -42.61%.

On 10-year performance, XLRE leads with 6.77% vs 5.83% for FREL. On fees, FREL is cheaper at 0.08% per year. On volatility, FREL has been the lower-risk option at 4.96%. 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 5.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FREL 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 3.32% for FREL.

XLRE tracks Real Estate Select Sector Index, while FREL tracks MSCI USA IMI Real Estate Index. They also come from different issuers: State Street and Fidelity. Their fees differ too: 0.13% for XLRE and 0.08% for FREL.

FREL currently has the higher Sharpe Ratio (0.83 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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