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XLRE vs. URE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XLRE vs. URE - Performance Comparison

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

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XLRE vs. URE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLRE
Real Estate Select Sector SPDR Fund
2.17%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%-2.39%10.69%
URE
ProShares Ultra Real Estate
2.38%-3.65%0.35%11.58%-49.64%88.24%-28.06%57.86%-13.80%16.56%

Returns By Period

In the year-to-date period, XLRE achieves a 2.17% return, which is significantly lower than URE's 2.38% return. Over the past 10 years, XLRE has outperformed URE with an annualized return of 5.98%, while URE has yielded a comparatively lower 1.93% annualized return.


XLRE

1D
0.29%
1M
-6.14%
YTD
2.17%
6M
-1.08%
1Y
1.18%
3Y*
6.70%
5Y*
3.78%
10Y*
5.98%

URE

1D
0.74%
1M
-12.45%
YTD
2.38%
6M
-5.82%
1Y
-6.19%
3Y*
3.57%
5Y*
-2.54%
10Y*
1.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XLRE vs. URE - Expense Ratio Comparison

XLRE has a 0.13% expense ratio, which is lower than URE's 0.95% expense ratio.


Return for Risk

XLRE vs. URE — Risk / Return Rank

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

XLRE
XLRE Risk / Return Rank: 1313
Overall Rank
XLRE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 1212
Sortino Ratio Rank
XLRE Omega Ratio Rank: 1212
Omega Ratio Rank
XLRE Calmar Ratio Rank: 1414
Calmar Ratio Rank
XLRE Martin Ratio Rank: 1414
Martin Ratio Rank

URE
URE Risk / Return Rank: 88
Overall Rank
URE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
URE Sortino Ratio Rank: 99
Sortino Ratio Rank
URE Omega Ratio Rank: 99
Omega Ratio Rank
URE Calmar Ratio Rank: 88
Calmar Ratio Rank
URE Martin Ratio Rank: 66
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. URE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Real Estate Select Sector SPDR Fund (XLRE) and ProShares Ultra Real Estate (URE). 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.


XLREUREDifference

Sharpe ratio

Return per unit of total volatility

0.07

-0.19

+0.26

Sortino ratio

Return per unit of downside risk

0.21

-0.05

+0.26

Omega ratio

Gain probability vs. loss probability

1.03

0.99

+0.03

Calmar ratio

Return relative to maximum drawdown

0.11

-0.26

+0.37

Martin ratio

Return relative to average drawdown

0.37

-0.79

+1.16

XLRE vs. URE - Sharpe Ratio Comparison

The current XLRE Sharpe Ratio is 0.07, which is higher than the URE Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of XLRE and URE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XLREUREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

-0.19

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

-0.07

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.05

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

-0.07

+0.39

Correlation

The correlation between XLRE and URE is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XLRE vs. URE - Dividend Comparison

XLRE's dividend yield for the trailing twelve months is around 3.42%, more than URE's 2.29% yield.


TTM20252024202320222021202020192018201720162015
XLRE
Real Estate Select Sector SPDR Fund
3.42%3.45%3.43%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%
URE
ProShares Ultra Real Estate
2.29%2.42%2.09%1.32%1.26%0.58%0.94%1.10%1.53%0.93%0.96%0.81%

Drawdowns

XLRE vs. URE - Drawdown Comparison

The maximum XLRE drawdown since its inception was -38.83%, smaller than the maximum URE drawdown of -97.16%. Use the drawdown chart below to compare losses from any high point for XLRE and URE.


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Drawdown Indicators


XLREUREDifference

Max Drawdown

Largest peak-to-trough decline

-38.83%

-97.16%

+58.33%

Max Drawdown (1Y)

Largest decline over 1 year

-11.88%

-22.93%

+11.05%

Max Drawdown (5Y)

Largest decline over 5 years

-34.12%

-63.66%

+29.54%

Max Drawdown (10Y)

Largest decline over 10 years

-38.83%

-70.49%

+31.66%

Current Drawdown

Current decline from peak

-8.69%

-57.49%

+48.80%

Average Drawdown

Average peak-to-trough decline

-9.72%

-64.63%

+54.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

7.62%

-4.23%

Volatility

XLRE vs. URE - Volatility Comparison

The current volatility for Real Estate Select Sector SPDR Fund (XLRE) is 4.66%, while ProShares Ultra Real Estate (URE) has a volatility of 9.32%. This indicates that XLRE experiences smaller price fluctuations and is considered to be less risky than URE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLREUREDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.66%

9.32%

-4.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.62%

19.04%

-9.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.32%

32.48%

-16.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.04%

37.23%

-18.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.40%

40.49%

-20.09%