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XLRE vs. VYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLRE vs. VYM - Performance Comparison

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

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Returns By Period

In the year-to-date period, XLRE achieves a 13.17% return, which is significantly higher than VYM's 12.37% return. Over the past 10 years, XLRE has underperformed VYM with an annualized return of 7.15%, while VYM has yielded a comparatively higher 11.95% annualized return.


XLRE

1D
0.98%
1M
3.30%
YTD
13.17%
6M
13.29%
1Y
12.05%
3Y*
10.41%
5Y*
3.32%
10Y*
7.15%

VYM

1D
0.80%
1M
1.97%
YTD
12.37%
6M
11.19%
1Y
25.94%
3Y*
18.06%
5Y*
11.59%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLRE vs. VYM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLRE
Real Estate Select Sector SPDR Fund
13.17%2.63%5.09%12.36%-26.25%46.10%-2.18%28.68%-2.39%10.69%
VYM
Vanguard High Dividend Yield ETF
12.37%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%

Correlation

The correlation between XLRE and VYM is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.64

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

0.66

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

0.59

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2015

0.59

The correlation between XLRE and VYM shifts across timeframes, from 0.55 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XLRE vs. VYM — Risk / Return Rank

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

XLRE
XLRE Risk / Return Rank: 2727
Overall Rank
XLRE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XLRE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XLRE Omega Ratio Rank: 2424
Omega Ratio Rank
XLRE Calmar Ratio Rank: 3131
Calmar Ratio Rank
XLRE Martin Ratio Rank: 2929
Martin Ratio Rank

VYM
VYM Risk / Return Rank: 8383
Overall Rank
VYM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8686
Sortino Ratio Rank
VYM Omega Ratio Rank: 8383
Omega Ratio Rank
VYM Calmar Ratio Rank: 8181
Calmar Ratio Rank
VYM Martin Ratio Rank: 8181
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. VYM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Real Estate Select Sector SPDR Fund (XLRE) and Vanguard High Dividend Yield ETF (VYM). 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.


XLREVYMDifference
Sharpe ratioReturn per unit of total volatility

-1.56

Sortino ratioReturn per unit of downside risk

-2.19

Omega ratioGain probability vs. loss probability

1.15

1.42

-0.28

Calmar ratioReturn relative to maximum drawdown

1.34

3.70

-2.36

Martin ratioReturn relative to average drawdown

3.69

13.81

-10.12

XLRE vs. VYM - Sharpe Ratio Comparison

The current XLRE Sharpe Ratio is 0.81, which is lower than the VYM Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of XLRE and VYM, 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. VYM - Drawdown Comparison

The maximum XLRE drawdown since its inception was -38.83%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for XLRE and VYM.


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Drawdown Indicators


XLREVYMDifference

Max Drawdown

Largest peak-to-trough decline

-38.83%

-56.98%

+18.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.33%

-6.69%

-1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-14.46%

-2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-34.12%

-15.84%

-18.28%

Max Drawdown (10Y)

Largest decline over 10 years

-38.83%

-35.21%

-3.62%

Current Drawdown

Current decline from peak

0.00%

-0.52%

+0.52%

Average Drawdown

Average peak-to-trough decline

-9.58%

-7.18%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

1.80%

+1.23%

Volatility

XLRE vs. VYM - Volatility Comparison

Real Estate Select Sector SPDR Fund (XLRE) has a higher volatility of 4.81% compared to Vanguard High Dividend Yield ETF (VYM) at 3.31%. This indicates that XLRE's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLREVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.81%

3.31%

+1.50%

Volatility (6M)

Calculated over the trailing 6-month period

10.20%

7.81%

+2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

13.83%

10.47%

+3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.10%

13.99%

+5.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.42%

16.35%

+4.07%

XLRE vs. VYM - Expense Ratio Comparison

XLRE has a 0.13% expense ratio, which is higher than VYM's 0.04% 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%.


Dividends

XLRE vs. VYM - Dividend Comparison

XLRE's dividend yield for the trailing twelve months is around 3.08%, more than VYM's 2.19% yield.


PositionTTM20252024202320222021202020192018201720162015
VYM
Vanguard High Dividend Yield ETF
2.19%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%
XLRE
Real Estate Select Sector SPDR Fund
3.08%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 VYM have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XLRE has higher volatility (4.81%) compared to VYM (3.31%). In terms of maximum drawdown, XLRE dropped -38.83% vs VYM's -56.98%.

On 10-year performance, VYM leads with 11.95% vs 7.15% for XLRE. On fees, VYM is cheaper at 0.04% per year. On volatility, VYM has been the lower-risk option at 3.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VYM has performed better with a 11.95% return vs 7.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VYM is cheaper with a 0.04% expense ratio, compared with 0.13% for XLRE.

XLRE has the higher dividend yield at 3.08%, compared with 2.19% for VYM.

XLRE is categorized as REIT, while VYM is Dividend. XLRE tracks Real Estate Select Sector Index, while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.13% for XLRE and 0.04% for VYM.

VYM currently has the higher Sharpe Ratio (2.37 vs 0.81), 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

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