PortfoliosLab logoPortfoliosLab logo
XLRE vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLRE vs. TIP - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, XLRE achieves a 9.85% return, which is significantly higher than TIP's 0.95% return. Over the past 10 years, XLRE has outperformed TIP with an annualized return of 6.77%, while TIP has yielded a comparatively lower 2.45% annualized return.


XLRE

1D
-1.50%
1M
-0.86%
YTD
9.85%
6M
9.99%
1Y
8.79%
3Y*
9.56%
5Y*
2.78%
10Y*
6.77%

TIP

1D
-0.11%
1M
-0.90%
YTD
0.95%
6M
0.97%
1Y
4.81%
3Y*
3.70%
5Y*
0.88%
10Y*
2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLRE vs. TIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLRE
Real Estate Select Sector SPDR Fund
9.85%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%-2.39%10.69%
TIP
iShares TIPS Bond ETF
0.95%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%

Correlation

The correlation between XLRE and TIP is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.37

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

0.32

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

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 9, 2015

0.24

The correlation between XLRE and TIP shifts across timeframes, from 0.24 (all time) to 0.37 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XLRE vs. TIP — 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: 2121
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 2020
Sortino Ratio Rank
XLRE Omega Ratio Rank: 2020
Omega Ratio Rank
XLRE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XLRE Martin Ratio Rank: 2424
Martin Ratio Rank

TIP
TIP Risk / Return Rank: 4848
Overall Rank
TIP Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 5050
Sortino Ratio Rank
TIP Omega Ratio Rank: 4444
Omega Ratio Rank
TIP Calmar Ratio Rank: 5454
Calmar Ratio Rank
TIP Martin Ratio Rank: 4848
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. TIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Real Estate Select Sector SPDR Fund (XLRE) and iShares TIPS Bond ETF (TIP). 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.


XLRETIPDifference
Sharpe ratioReturn per unit of total volatility

-0.79

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.12

1.26

-0.14

Calmar ratioReturn relative to maximum drawdown

1.06

2.45

-1.39

Martin ratioReturn relative to average drawdown

2.91

7.37

-4.46

XLRE vs. TIP - Sharpe Ratio Comparison

The current XLRE Sharpe Ratio is 0.65, which is lower than the TIP Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of XLRE and TIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XLRETIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

1.43

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.14

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.43

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.57

-0.21

Drawdowns

XLRE vs. TIP - Drawdown Comparison

The maximum XLRE drawdown since its inception was -38.83%, which is greater than TIP's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for XLRE and TIP.


Loading charts...

Drawdown Indicators


XLRETIPDifference

Max Drawdown

Largest peak-to-trough decline

-38.83%

-14.57%

-24.26%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-1.98%

-6.35%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-4.54%

-12.20%

Max Drawdown (5Y)

Largest decline over 5 years

-34.12%

-14.51%

-19.61%

Max Drawdown (10Y)

Largest decline over 10 years

-38.83%

-14.51%

-24.32%

Current Drawdown

Current decline from peak

-1.82%

-0.90%

-0.92%

Average Drawdown

Average peak-to-trough decline

-9.60%

-3.43%

-6.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

0.65%

+2.38%

Volatility

XLRE vs. TIP - Volatility Comparison

Real Estate Select Sector SPDR Fund (XLRE) has a higher volatility of 4.31% compared to iShares TIPS Bond ETF (TIP) at 1.01%. This indicates that XLRE's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XLRETIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

1.01%

+3.30%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

2.33%

+7.67%

Volatility (1Y)

Calculated over the trailing 1-year period

13.70%

3.38%

+10.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

6.21%

+12.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.42%

5.74%

+14.68%

XLRE vs. TIP - Expense Ratio Comparison

XLRE has a 0.13% expense ratio, which is lower than TIP's 0.18% expense ratio. Despite the difference, 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. TIP - Dividend Comparison

XLRE's dividend yield for the trailing twelve months is around 3.18%, less than TIP's 3.78% yield.


PositionTTM20252024202320222021202020192018201720162015
TIP
iShares TIPS Bond ETF
3.78%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%
XLRE
Real Estate Select Sector SPDR Fund
3.18%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 TIP have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLRE has higher volatility (4.31%) compared to TIP (1.01%). In terms of maximum drawdown, XLRE dropped -38.83% vs TIP's -14.57%.

On 10-year performance, XLRE leads with 6.77% vs 2.45% for TIP. On fees, XLRE is cheaper at 0.13% per year. On volatility, TIP has been the lower-risk option at 1.01%. 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 2.45%. 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 0.18% for TIP.

TIP has the higher dividend yield at 3.78%, compared with 3.18% for XLRE.

XLRE is categorized as REIT, while TIP is Inflation-Protected Bonds. XLRE tracks Real Estate Select Sector Index, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.13% for XLRE and 0.18% for TIP.

TIP currently has the higher Sharpe Ratio (1.43 vs 0.65), 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 TIP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer