XLRE vs. VOO
Compare and contrast key facts about Real Estate Select Sector SPDR Fund (XLRE) and Vanguard S&P 500 ETF (VOO).
XLRE and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both XLRE and VOO 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 VOO.
Performance
XLRE vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, XLRE achieves a 11.31% return, which is significantly lower than VOO's 25.48% return.
XLRE
11.31%
-2.68%
15.07%
24.32%
6.11%
N/A
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| XLRE | VOO | |
|---|---|---|
| Sharpe Ratio | 1.56 | 2.69 |
| Sortino Ratio | 2.18 | 3.59 |
| Omega Ratio | 1.27 | 1.50 |
| Calmar Ratio | 0.97 | 3.89 |
| Martin Ratio | 6.03 | 17.64 |
| Ulcer Index | 4.20% | 1.86% |
| Daily Std Dev | 16.24% | 12.20% |
| Max Drawdown | -38.83% | -33.99% |
| Current Drawdown | -7.75% | -1.40% |
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XLRE vs. VOO - Expense Ratio Comparison
XLRE has a 0.13% expense ratio, which is higher than VOO's 0.03% 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%.
Correlation
The correlation between XLRE and VOO is 0.57, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Real Estate Select Sector SPDR Fund (XLRE) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
XLRE's dividend yield for the trailing twelve months is around 3.18%, more than VOO's 1.25% 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% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
XLRE vs. VOO - Drawdown Comparison
The maximum XLRE drawdown since its inception was -38.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for XLRE and VOO. For additional features, visit the drawdowns tool.
Volatility
XLRE vs. VOO - Volatility Comparison
Real Estate Select Sector SPDR Fund (XLRE) has a higher volatility of 5.28% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that XLRE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.