XLRE vs. IDVO
XLRE (Real Estate Select Sector SPDR Fund) and IDVO (Amplify CWP International Enhanced Dividend Income ETF) are both exchange-traded funds - XLRE is a REIT fund tracking the Real Estate Select Sector Index, while IDVO is a Derivative Income fund actively managed by Amplify. XLRE is passively managed, while IDVO is actively managed. Over the past 3 years, XLRE returned 10.41%/yr vs 22.78%/yr for IDVO. At a 0.45 correlation, their price movements are largely independent. XLRE charges 0.13%/yr vs 0.65%/yr for IDVO.
Performance
XLRE vs. IDVO - Performance Comparison
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Returns By Period
In the year-to-date period, XLRE achieves a 13.17% return, which is significantly lower than IDVO's 14.60% return.
XLRE
- 1D
- 0.98%
- 1M
- 4.93%
- YTD
- 13.17%
- 6M
- 13.29%
- 1Y
- 12.05%
- 3Y*
- 10.41%
- 5Y*
- 3.32%
- 10Y*
- 7.15%
IDVO
- 1D
- 0.52%
- 1M
- 2.64%
- YTD
- 14.60%
- 6M
- 15.00%
- 1Y
- 35.61%
- 3Y*
- 22.78%
- 5Y*
- —
- 10Y*
- —
XLRE vs. IDVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XLRE Real Estate Select Sector SPDR Fund | 13.17% | 2.63% | 5.09% | 12.36% | -11.34% |
IDVO Amplify CWP International Enhanced Dividend Income ETF | 14.60% | 36.46% | 10.16% | 17.53% | 6.42% |
Correlation
The correlation between XLRE and IDVO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022 | 0.45 |
The correlation between XLRE and IDVO shifts across timeframes, from 0.34 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XLRE vs. IDVO — Risk / Return Rank
XLRE
IDVO
XLRE vs. IDVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Real Estate Select Sector SPDR Fund (XLRE) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). 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 | IDVO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.38 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.34 | 3.30 | -1.96 |
| Martin ratioReturn relative to average drawdown | 3.69 | 12.60 | -8.91 |
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Drawdowns
XLRE vs. IDVO - Drawdown Comparison
The maximum XLRE drawdown since its inception was -38.83%, which is greater than IDVO's maximum drawdown of -15.46%. Use the drawdown chart below to compare losses from any high point for XLRE and IDVO.
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Drawdown Indicators
| XLRE | IDVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.83% | -15.46% | -23.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.33% | -10.37% | +2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -16.74% | -15.46% | -1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -34.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.83% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.84% | +0.84% |
Average DrawdownAverage peak-to-trough decline | -9.58% | -2.30% | -7.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 2.71% | +0.32% |
Volatility
XLRE vs. IDVO - Volatility Comparison
The current volatility for Real Estate Select Sector SPDR Fund (XLRE) is 4.81%, while Amplify CWP International Enhanced Dividend Income ETF (IDVO) has a volatility of 6.41%. This indicates that XLRE experiences smaller price fluctuations and is considered to be less risky than IDVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLRE | IDVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 6.41% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 13.94% | -3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.83% | 16.40% | -2.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.10% | 16.50% | +2.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.42% | 16.50% | +3.92% |
XLRE vs. IDVO - Expense Ratio Comparison
XLRE has a 0.13% expense ratio, which is lower than IDVO's 0.65% expense ratio.
Dividends
XLRE vs. IDVO - Dividend Comparison
XLRE's dividend yield for the trailing twelve months is around 3.08%, less than IDVO's 5.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDVO Amplify CWP International Enhanced Dividend Income ETF | 5.46% | 5.42% | 6.14% | 5.72% | 1.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 IDVO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDVO has higher volatility (6.41%) compared to XLRE (4.81%). In terms of maximum drawdown, XLRE dropped -38.83% vs IDVO's -15.46%.
On 3-year performance, IDVO leads with 22.78% vs 10.41% for XLRE. On fees, XLRE is cheaper at 0.13% per year. On volatility, XLRE has been the lower-risk option at 4.81%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, IDVO has performed better with a 22.78% return vs 10.41%. 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 0.65% for IDVO.
IDVO has the higher dividend yield at 5.46%, compared with 3.08% for XLRE.
XLRE is categorized as REIT, while IDVO is Derivative Income. They also come from different issuers: State Street and Amplify. Their fees differ too: 0.13% for XLRE and 0.65% for IDVO.
IDVO currently has the higher Sharpe Ratio (2.09 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.
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