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XLRI vs. DTRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLRI vs. DTRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI) and First Trust Alerian Disruptive Technology Real Estate ETF (DTRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLRI achieves a 8.45% return, which is significantly lower than DTRE's 10.36% return.


XLRI

1D
0.16%
1M
1.35%
6M
6.08%
YTD
8.45%
1Y
10.59%
3Y*
5Y*
10Y*
ALL TIME*
7.81%

DTRE

1D
-1.08%
1M
2.69%
6M
8.30%
YTD
10.36%
1Y
14.26%
3Y*
4.74%
5Y*
-0.89%
10Y*
2.14%
ALL TIME*
2.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.12K$9.07K$15.15K
$84.19K$69.65K$65.16K

XLRI vs. DTRE - Yearly Performance Comparison


Correlation

The correlation between XLRI and DTRE is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.79

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2025

0.79

The correlation between XLRI and DTRE has been stable across timeframes, ranging from 0.79 to 0.79 - a consistent structural relationship.

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Return for Risk

XLRI vs. DTRE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XLRI
XLRI Risk / Return Rank: 4040
Overall Rank
XLRI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XLRI Sortino Ratio Rank: 3636
Sortino Ratio Rank
XLRI Omega Ratio Rank: 3737
Omega Ratio Rank
XLRI Calmar Ratio Rank: 4242
Calmar Ratio Rank
XLRI Martin Ratio Rank: 4646
Martin Ratio Rank

DTRE
DTRE Risk / Return Rank: 4141
Overall Rank
DTRE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
DTRE Sortino Ratio Rank: 4141
Sortino Ratio Rank
DTRE Omega Ratio Rank: 3939
Omega Ratio Rank
DTRE Calmar Ratio Rank: 4141
Calmar Ratio Rank
DTRE Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XLRI vs. DTRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI) and First Trust Alerian Disruptive Technology Real Estate ETF (DTRE). 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.


XLRIDTREDifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.18

1.18

-0.01

Calmar ratioReturn relative to maximum drawdown

1.48

1.46

+0.02

Martin ratioReturn relative to average drawdown

5.18

4.90

+0.27

XLRI vs. DTRE - Sharpe Ratio Comparison

The current XLRI Sharpe Ratio is 0.96, which is comparable to the DTRE Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of XLRI and DTRE, 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

XLRI vs. DTRE - Drawdown Comparison

The maximum XLRI drawdown since its inception was -7.12%, smaller than the maximum DTRE drawdown of -72.26%. Use the drawdown chart below to compare losses from any high point for XLRI and DTRE.


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Drawdown Indicators


XLRIDTREDifference

Max Drawdown

Largest peak-to-trough decline

-7.12%

-72.26%

+65.14%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-9.61%

+2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-20.65%

Max Drawdown (5Y)

Largest decline over 5 years

-34.62%

Max Drawdown (10Y)

Largest decline over 10 years

-42.79%

Current Drawdown

Current decline from peak

-0.62%

-9.69%

+9.07%

Average Drawdown

Average peak-to-trough decline

-1.54%

-16.84%

+15.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

2.85%

-0.82%

Volatility

XLRI vs. DTRE - Volatility Comparison

The current volatility for State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI) is 3.42%, while First Trust Alerian Disruptive Technology Real Estate ETF (DTRE) has a volatility of 3.89%. This indicates that XLRI experiences smaller price fluctuations and is considered to be less risky than DTRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLRIDTREDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

3.89%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

10.94%

-2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

11.09%

13.83%

-2.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.11%

18.14%

-7.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.11%

18.53%

-7.42%

XLRI vs. DTRE - Expense Ratio Comparison

XLRI has a 0.35% expense ratio, which is lower than DTRE's 0.60% expense ratio.


Dividends

XLRI vs. DTRE - Dividend Comparison

XLRI's dividend yield for the trailing twelve months is around 13.52%, more than DTRE's 3.63% yield.


PositionTTM20252024202320222021202020192018201720162015
DTRE
First Trust Alerian Disruptive Technology Real Estate ETF
3.63%3.42%3.75%2.56%2.49%2.64%0.79%4.97%3.38%3.07%4.16%1.74%
XLRI
State Street Real Estate Select Sector SPDR Premium Income ETF
13.52%6.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XLRI and DTRE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DTRE has higher volatility (3.89%) compared to XLRI (3.42%). In terms of maximum drawdown, XLRI dropped -7.12% vs DTRE's -72.26%.

On 1-year performance, DTRE leads with 14.26% vs 10.59% for XLRI. On fees, XLRI is cheaper at 0.35% per year. On volatility, XLRI has been the lower-risk option at 3.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DTRE has performed better with a 14.26% return vs 10.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLRI is cheaper with a 0.35% expense ratio, compared with 0.60% for DTRE.

XLRI has the higher dividend yield at 13.52%, compared with 3.63% for DTRE.

XLRI is categorized as Derivative Income, while DTRE is REIT. They also come from different issuers: State Street and First Trust. Their fees differ too: 0.35% for XLRI and 0.60% for DTRE.

DTRE currently has the higher Sharpe Ratio (1.01 vs 0.96), 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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