XLRI vs. XRMI
XLRI (State Street Real Estate Select Sector SPDR Premium Income ETF) and XRMI (Global X S&P 500 Risk Managed Income ETF) are both Derivative Income funds. XLRI is actively managed, while XRMI is passively managed. At a 0.24 correlation, their price movements are largely independent. XLRI charges 0.35%/yr vs 0.60%/yr for XRMI.
Performance
XLRI vs. XRMI - Performance Comparison
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Returns By Period
In the year-to-date period, XLRI achieves a 4.25% return, which is significantly higher than XRMI's 2.10% return.
XLRI
- 1D
- -0.23%
- 1M
- 0.19%
- YTD
- 4.25%
- 6M
- 5.33%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XRMI
- 1D
- 0.12%
- 1M
- 1.49%
- YTD
- 2.10%
- 6M
- 2.77%
- 1Y
- 9.31%
- 3Y*
- 6.90%
- 5Y*
- —
- 10Y*
- —
XLRI vs. XRMI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XLRI State Street Real Estate Select Sector SPDR Premium Income ETF | 4.25% | -0.57% |
XRMI Global X S&P 500 Risk Managed Income ETF | 2.10% | 5.76% |
Correlation
The correlation between XLRI and XRMI is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | 0.24 |
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Return for Risk
XLRI vs. XRMI — Risk / Return Rank
XLRI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XRMI
XLRI vs. XRMI - 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 Global X S&P 500 Risk Managed Income ETF (XRMI). 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.
| XLRI | XRMI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.33 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.86 | — |
| Martin ratioReturn relative to average drawdown | — | 7.51 | — |
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Drawdowns
XLRI vs. XRMI - Drawdown Comparison
The maximum XLRI drawdown since its inception was -7.12%, smaller than the maximum XRMI drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for XLRI and XRMI.
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Drawdown Indicators
| XLRI | XRMI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.12% | -15.31% | +8.19% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.02% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.34% | — |
Current DrawdownCurrent decline from peak | -2.84% | -0.02% | -2.82% |
Average DrawdownAverage peak-to-trough decline | -1.65% | -5.88% | +4.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.24% | — |
Volatility
XLRI vs. XRMI - Volatility Comparison
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Volatility by Period
| XLRI | XRMI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 1.63% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 4.41% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.90% | 5.53% | +5.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.90% | 6.91% | +3.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.90% | 6.91% | +3.99% |
XLRI vs. XRMI - Expense Ratio Comparison
XLRI has a 0.35% expense ratio, which is lower than XRMI's 0.60% expense ratio.
Dividends
XLRI vs. XRMI - Dividend Comparison
XLRI's dividend yield for the trailing twelve months is around 12.52%, which matches XRMI's 12.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
XLRI State Street Real Estate Select Sector SPDR Premium Income ETF | 12.52% | 6.85% | 0.00% | 0.00% | 0.00% | 0.00% |
XRMI Global X S&P 500 Risk Managed Income ETF | 12.57% | 12.35% | 11.86% | 12.62% | 12.84% | 2.93% |
Frequently Asked Questions
XLRI and XRMI have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.60% for XRMI.
XRMI has the higher dividend yield at 12.57%, compared with 12.52% for XLRI.
They also come from different issuers: State Street and Global X. Their fees differ too: 0.35% for XLRI and 0.60% for XRMI.
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