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XLRE vs. RAAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLRE vs. RAAX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with XLRE having a 12.02% return and RAAX slightly lower at 11.48%.


XLRE

1D
-0.29%
1M
0.76%
YTD
12.02%
6M
11.78%
1Y
8.96%
3Y*
11.20%
5Y*
3.32%
10Y*
6.89%

RAAX

1D
-2.01%
1M
-6.51%
YTD
11.48%
6M
9.39%
1Y
27.20%
3Y*
19.77%
5Y*
12.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLRE vs. RAAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XLRE
Real Estate Select Sector SPDR Fund
12.02%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%3.55%
RAAX
VanEck Inflation Allocation ETF
11.48%26.74%12.50%6.71%1.51%21.56%-8.27%6.14%-2.41%

Correlation

The correlation between XLRE and RAAX is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.36

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

0.42

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2018

0.39

The correlation between XLRE and RAAX shifts across timeframes, from 0.31 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XLRE vs. RAAX — Risk / Return Rank

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

XLRE
XLRE Risk / Return Rank: 2121
Overall Rank
XLRE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 1818
Sortino Ratio Rank
XLRE Omega Ratio Rank: 1818
Omega Ratio Rank
XLRE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XLRE Martin Ratio Rank: 2525
Martin Ratio Rank

RAAX
RAAX Risk / Return Rank: 6666
Overall Rank
RAAX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
RAAX Sortino Ratio Rank: 6060
Sortino Ratio Rank
RAAX Omega Ratio Rank: 6464
Omega Ratio Rank
RAAX Calmar Ratio Rank: 6969
Calmar Ratio Rank
RAAX Martin Ratio Rank: 7272
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. RAAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Real Estate Select Sector SPDR Fund (XLRE) and VanEck Inflation Allocation ETF (RAAX). 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.


XLRERAAXDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

1.12

1.34

-0.22

Calmar ratioReturn relative to maximum drawdown

1.08

3.10

-2.02

Martin ratioReturn relative to average drawdown

2.98

12.20

-9.21

XLRE vs. RAAX - Sharpe Ratio Comparison

The current XLRE Sharpe Ratio is 0.64, which is lower than the RAAX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of XLRE and RAAX, 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. RAAX - Drawdown Comparison

The maximum XLRE drawdown since its inception was -38.83%, which is greater than RAAX's maximum drawdown of -33.91%. Use the drawdown chart below to compare losses from any high point for XLRE and RAAX.


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Drawdown Indicators


XLRERAAXDifference

Max Drawdown

Largest peak-to-trough decline

-38.83%

-33.91%

-4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-8.81%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-11.59%

-5.15%

Max Drawdown (5Y)

Largest decline over 5 years

-34.12%

-23.55%

-10.57%

Max Drawdown (10Y)

Largest decline over 10 years

-38.83%

Current Drawdown

Current decline from peak

-1.01%

-8.81%

+7.80%

Average Drawdown

Average peak-to-trough decline

-9.56%

-6.77%

-2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.24%

+0.80%

Volatility

XLRE vs. RAAX - Volatility Comparison

Real Estate Select Sector SPDR Fund (XLRE) and VanEck Inflation Allocation ETF (RAAX) have volatilities of 5.36% and 5.13%, 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


XLRERAAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

5.13%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

12.53%

-1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

14.10%

14.46%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.13%

15.69%

+3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.44%

15.80%

+4.64%

XLRE vs. RAAX - Expense Ratio Comparison

XLRE has a 0.13% expense ratio, which is lower than RAAX's 0.78% expense ratio.


Dividends

XLRE vs. RAAX - Dividend Comparison

XLRE's dividend yield for the trailing twelve months is around 3.16%, more than RAAX's 2.10% yield.


PositionTTM20252024202320222021202020192018201720162015
RAAX
VanEck Inflation Allocation ETF
2.10%2.34%1.91%3.66%1.53%8.72%6.27%2.37%0.56%0.00%0.00%0.00%
XLRE
Real Estate Select Sector SPDR Fund
3.16%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 RAAX have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLRE has higher volatility (5.36%) compared to RAAX (5.13%). In terms of maximum drawdown, XLRE dropped -38.83% vs RAAX's -33.91%.

On 5-year performance, RAAX leads with 12.45% vs 3.32% for XLRE. On fees, XLRE is cheaper at 0.13% per year. On volatility, RAAX has been the lower-risk option at 5.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, RAAX has performed better with a 12.45% return vs 3.32%. 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 0.78% for RAAX.

XLRE has the higher dividend yield at 3.16%, compared with 2.10% for RAAX.

XLRE is categorized as REIT, while RAAX is Diversified Portfolio. They also come from different issuers: State Street and VanEck. Their fees differ too: 0.13% for XLRE and 0.78% for RAAX.

RAAX currently has the higher Sharpe Ratio (1.89 vs 0.64), 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 RAAX

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