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XLRI vs. IYR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLRI vs. IYR - 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 iShares U.S. Real Estate ETF (IYR). 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 6.99% return, which is significantly lower than IYR's 10.92% return.


XLRI

1D
0.29%
1M
4.45%
YTD
6.99%
6M
7.85%
1Y
3Y*
5Y*
10Y*

IYR

1D
0.25%
1M
4.06%
YTD
10.92%
6M
11.47%
1Y
11.81%
3Y*
9.16%
5Y*
2.64%
10Y*
5.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLRI vs. IYR - Yearly Performance Comparison


Correlation

The correlation between XLRI and IYR is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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Return for Risk

XLRI vs. IYR — Risk / Return Rank

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

XLRI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IYR
IYR Risk / Return Rank: 2626
Overall Rank
IYR Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IYR Sortino Ratio Rank: 2323
Sortino Ratio Rank
IYR Omega Ratio Rank: 2323
Omega Ratio Rank
IYR Calmar Ratio Rank: 2828
Calmar Ratio Rank
IYR Martin Ratio Rank: 3131
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.

XLRI vs. IYR - 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 iShares U.S. Real Estate ETF (IYR). 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.


XLRIIYRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.39

Martin ratioReturn relative to average drawdown

4.33

XLRI vs. IYR - Sharpe Ratio Comparison


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Drawdowns

XLRI vs. IYR - Drawdown Comparison

The maximum XLRI drawdown since its inception was -7.12%, smaller than the maximum IYR drawdown of -74.13%. Use the drawdown chart below to compare losses from any high point for XLRI and IYR.


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Drawdown Indicators


XLRIIYRDifference

Max Drawdown

Largest peak-to-trough decline

-7.12%

-74.13%

+67.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.54%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

Max Drawdown (5Y)

Largest decline over 5 years

-33.75%

Max Drawdown (10Y)

Largest decline over 10 years

-42.32%

Current Drawdown

Current decline from peak

-0.28%

-0.50%

+0.22%

Average Drawdown

Average peak-to-trough decline

-1.64%

-12.89%

+11.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

Volatility

XLRI vs. IYR - Volatility Comparison


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Volatility by Period


XLRIIYRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

Volatility (1Y)

Calculated over the trailing 1-year period

10.65%

13.57%

-2.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.65%

18.76%

-8.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.65%

20.34%

-9.69%

XLRI vs. IYR - Expense Ratio Comparison

XLRI has a 0.35% expense ratio, which is lower than IYR's 0.42% expense ratio.


Dividends

XLRI vs. IYR - Dividend Comparison

XLRI's dividend yield for the trailing twelve months is around 12.20%, more than IYR's 2.19% yield.


PositionTTM20252024202320222021202020192018201720162015
IYR
iShares U.S. Real Estate ETF
2.19%2.48%2.57%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%
XLRI
State Street Real Estate Select Sector SPDR Premium Income ETF
12.20%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


With a correlation of 0.96, XLRI and IYR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XLRI is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLRI is cheaper with a 0.35% expense ratio, compared with 0.42% for IYR.

XLRI has the higher dividend yield at 12.20%, compared with 2.19% for IYR.

XLRI is categorized as Derivative Income, while IYR is REIT. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for XLRI and 0.42% for IYR.

Portfolio Optimizer

Find the right allocation for XLRI and IYR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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