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XLRE vs. IDVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLRE vs. IDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Real Estate Select Sector SPDR Fund (XLRE) and Amplify CWP International Enhanced Dividend Income ETF (IDVO). 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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLRE vs. IDVO - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

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

XLRE
XLRE Risk / Return Rank: 2727
Overall Rank
XLRE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XLRE Omega Ratio Rank: 2424
Omega Ratio Rank
XLRE Calmar Ratio Rank: 3131
Calmar Ratio Rank
XLRE Martin Ratio Rank: 2929
Martin Ratio Rank

IDVO
IDVO Risk / Return Rank: 7575
Overall Rank
IDVO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IDVO Sortino Ratio Rank: 7373
Sortino Ratio Rank
IDVO Omega Ratio Rank: 7575
Omega Ratio Rank
IDVO Calmar Ratio Rank: 7474
Calmar Ratio Rank
IDVO Martin Ratio Rank: 7676
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. 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.


XLREIDVODifference
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

XLRE vs. IDVO - Sharpe Ratio Comparison

The current XLRE Sharpe Ratio is 0.81, which is lower than the IDVO Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of XLRE and IDVO, 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. 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


XLREIDVODifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-0.84%

+0.84%

Average Drawdown

Average peak-to-trough decline

-9.58%

-2.30%

-7.28%

Ulcer Index

Depth 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


XLREIDVODifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for XLRE and IDVO

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