XLRE vs. ITB
Compare and contrast key facts about Real Estate Select Sector SPDR Fund (XLRE) and iShares U.S. Home Construction ETF (ITB).
XLRE and ITB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XLRE is a passively managed fund by State Street that tracks the performance of the Real Estate Select Sector Index. It was launched on Oct 7, 2015. ITB is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Select Home Construction Index. It was launched on May 1, 2006. Both XLRE and ITB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XLRE or ITB.
Performance
XLRE vs. ITB - Performance Comparison
Returns By Period
In the year-to-date period, XLRE achieves a 11.31% return, which is significantly lower than ITB's 15.65% return.
XLRE
11.31%
-2.68%
15.07%
24.32%
6.11%
N/A
ITB
15.65%
-9.32%
9.36%
35.30%
22.08%
16.97%
Key characteristics
| XLRE | ITB | |
|---|---|---|
| Sharpe Ratio | 1.56 | 1.38 |
| Sortino Ratio | 2.18 | 2.00 |
| Omega Ratio | 1.27 | 1.24 |
| Calmar Ratio | 0.97 | 2.29 |
| Martin Ratio | 6.03 | 5.84 |
| Ulcer Index | 4.20% | 6.14% |
| Daily Std Dev | 16.24% | 26.00% |
| Max Drawdown | -38.83% | -86.53% |
| Current Drawdown | -7.75% | -9.32% |
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XLRE vs. ITB - Expense Ratio Comparison
XLRE has a 0.13% expense ratio, which is lower than ITB's 0.42% expense ratio.
Correlation
The correlation between XLRE and ITB is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
XLRE vs. ITB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Real Estate Select Sector SPDR Fund (XLRE) and iShares U.S. Home Construction ETF (ITB). 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.
Dividends
XLRE vs. ITB - Dividend Comparison
XLRE's dividend yield for the trailing twelve months is around 3.18%, more than ITB's 0.39% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLRE Real Estate Select Sector SPDR Fund | 3.18% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% |
ITB iShares U.S. Home Construction ETF | 0.39% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
Drawdowns
XLRE vs. ITB - Drawdown Comparison
The maximum XLRE drawdown since its inception was -38.83%, smaller than the maximum ITB drawdown of -86.53%. Use the drawdown chart below to compare losses from any high point for XLRE and ITB. For additional features, visit the drawdowns tool.
Volatility
XLRE vs. ITB - Volatility Comparison
The current volatility for Real Estate Select Sector SPDR Fund (XLRE) is 5.28%, while iShares U.S. Home Construction ETF (ITB) has a volatility of 6.95%. This indicates that XLRE experiences smaller price fluctuations and is considered to be less risky than ITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.