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XLRE vs. USRT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


XLREUSRT
YTD Return-8.44%-6.78%
1Y Return3.54%6.09%
3Y Return (Ann)-1.77%-0.52%
5Y Return (Ann)3.63%2.70%
Sharpe Ratio0.150.27
Daily Std Dev18.58%18.83%
Max Drawdown-38.83%-69.89%
Current Drawdown-24.12%-19.94%

Correlation

-0.50.00.51.00.9

The correlation between XLRE and USRT is 0.94, 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.

Performance

XLRE vs. USRT - Performance Comparison

In the year-to-date period, XLRE achieves a -8.44% return, which is significantly lower than USRT's -6.78% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
12.77%
13.87%
XLRE
USRT

Compare stocks, funds, or ETFs

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


Real Estate Select Sector SPDR Fund

iShares Core U.S. REIT ETF

XLRE vs. USRT - Expense Ratio Comparison

XLRE has a 0.13% expense ratio, which is higher than USRT's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


XLRE
Real Estate Select Sector SPDR Fund
Expense ratio chart for XLRE: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for USRT: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

XLRE vs. USRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Real Estate Select Sector SPDR Fund (XLRE) and iShares Core U.S. REIT ETF (USRT). 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.


XLRE
Sharpe ratio
The chart of Sharpe ratio for XLRE, currently valued at 0.14, compared to the broader market-1.000.001.002.003.004.000.15
Sortino ratio
The chart of Sortino ratio for XLRE, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.000.34
Omega ratio
The chart of Omega ratio for XLRE, currently valued at 1.04, compared to the broader market1.001.502.002.501.04
Calmar ratio
The chart of Calmar ratio for XLRE, currently valued at 0.08, compared to the broader market0.002.004.006.008.0010.000.08
Martin ratio
The chart of Martin ratio for XLRE, currently valued at 0.42, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.42
USRT
Sharpe ratio
The chart of Sharpe ratio for USRT, currently valued at 0.27, compared to the broader market-1.000.001.002.003.004.000.27
Sortino ratio
The chart of Sortino ratio for USRT, currently valued at 0.53, compared to the broader market-2.000.002.004.006.008.000.53
Omega ratio
The chart of Omega ratio for USRT, currently valued at 1.06, compared to the broader market1.001.502.002.501.06
Calmar ratio
The chart of Calmar ratio for USRT, currently valued at 0.17, compared to the broader market0.002.004.006.008.0010.000.17
Martin ratio
The chart of Martin ratio for USRT, currently valued at 0.79, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.79

XLRE vs. USRT - Sharpe Ratio Comparison

The current XLRE Sharpe Ratio is 0.15, which is lower than the USRT Sharpe Ratio of 0.27. The chart below compares the 12-month rolling Sharpe Ratio of XLRE and USRT.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2024FebruaryMarchApril
0.15
0.27
XLRE
USRT

Dividends

XLRE vs. USRT - Dividend Comparison

XLRE's dividend yield for the trailing twelve months is around 3.66%, more than USRT's 3.37% yield.


TTM20232022202120202019201820172016201520142013
XLRE
Real Estate Select Sector SPDR Fund
3.66%3.31%3.70%2.61%3.15%3.06%3.78%3.25%4.22%1.09%0.00%0.00%
USRT
iShares Core U.S. REIT ETF
3.37%3.18%3.46%2.27%3.12%3.34%5.66%3.44%3.98%3.59%3.46%3.84%

Drawdowns

XLRE vs. USRT - Drawdown Comparison

The maximum XLRE drawdown since its inception was -38.83%, smaller than the maximum USRT drawdown of -69.89%. Use the drawdown chart below to compare losses from any high point for XLRE and USRT. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%NovemberDecember2024FebruaryMarchApril
-24.12%
-19.94%
XLRE
USRT

Volatility

XLRE vs. USRT - Volatility Comparison

Real Estate Select Sector SPDR Fund (XLRE) and iShares Core U.S. REIT ETF (USRT) have volatilities of 6.49% and 6.53%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2024FebruaryMarchApril
6.49%
6.53%
XLRE
USRT