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XRT vs. IYR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XRT vs. IYR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Retail ETF (XRT) 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, XRT achieves a 3.14% return, which is significantly lower than IYR's 11.47% return. Over the past 10 years, XRT has outperformed IYR with an annualized return of 9.52%, while IYR has yielded a comparatively lower 5.97% annualized return.


XRT

1D
0.07%
1M
9.14%
YTD
3.14%
6M
0.29%
1Y
17.43%
3Y*
12.80%
5Y*
-0.36%
10Y*
9.52%

IYR

1D
0.89%
1M
3.00%
YTD
11.47%
6M
11.46%
1Y
12.40%
3Y*
9.71%
5Y*
2.47%
10Y*
5.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRT vs. IYR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XRT
SPDR S&P Retail ETF
3.14%8.07%11.78%21.53%-31.64%42.60%41.91%14.12%-8.04%4.22%
IYR
iShares U.S. Real Estate ETF
11.47%3.38%4.41%11.89%-25.51%38.74%-5.23%28.21%-4.33%9.31%

Correlation

The correlation between XRT and IYR is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.53

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

0.55

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2006

0.57

The correlation between XRT and IYR has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.

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Return for Risk

XRT vs. IYR — Risk / Return Rank

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

XRT
XRT Risk / Return Rank: 2323
Overall Rank
XRT Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XRT Sortino Ratio Rank: 2424
Sortino Ratio Rank
XRT Omega Ratio Rank: 2222
Omega Ratio Rank
XRT Calmar Ratio Rank: 2626
Calmar Ratio Rank
XRT Martin Ratio Rank: 2222
Martin Ratio Rank

IYR
IYR Risk / Return Rank: 2828
Overall Rank
IYR Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IYR Sortino Ratio Rank: 2525
Sortino Ratio Rank
IYR Omega Ratio Rank: 2525
Omega Ratio Rank
IYR Calmar Ratio Rank: 3131
Calmar Ratio Rank
IYR Martin Ratio Rank: 3232
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.

XRT vs. IYR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Retail ETF (XRT) 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.


XRTIYRDifference
Sharpe ratioReturn per unit of total volatility

-0.13

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.13

1.15

-0.02

Calmar ratioReturn relative to maximum drawdown

1.09

1.34

-0.25

Martin ratioReturn relative to average drawdown

2.48

4.19

-1.71

XRT vs. IYR - Sharpe Ratio Comparison

The current XRT Sharpe Ratio is 0.72, which is comparable to the IYR Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of XRT and IYR, 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

XRT vs. IYR - Drawdown Comparison

The maximum XRT drawdown since its inception was -65.81%, smaller than the maximum IYR drawdown of -74.13%. Use the drawdown chart below to compare losses from any high point for XRT and IYR.


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Drawdown Indicators


XRTIYRDifference

Max Drawdown

Largest peak-to-trough decline

-65.81%

-74.13%

+8.32%

Max Drawdown (1Y)

Largest decline over 1 year

-13.53%

-8.54%

-4.99%

Max Drawdown (3Y)

Largest decline over 3 years

-25.62%

-17.52%

-8.10%

Max Drawdown (5Y)

Largest decline over 5 years

-44.57%

-33.75%

-10.82%

Max Drawdown (10Y)

Largest decline over 10 years

-47.02%

-42.32%

-4.70%

Current Drawdown

Current decline from peak

-9.32%

0.00%

-9.32%

Average Drawdown

Average peak-to-trough decline

-14.99%

-12.89%

-2.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.92%

2.73%

+3.19%

Volatility

XRT vs. IYR - Volatility Comparison

SPDR S&P Retail ETF (XRT) has a higher volatility of 5.73% compared to iShares U.S. Real Estate ETF (IYR) at 4.80%. This indicates that XRT's price experiences larger fluctuations and is considered to be riskier than IYR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRTIYRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

4.80%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

13.90%

9.87%

+4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

20.59%

13.58%

+7.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.91%

18.76%

+8.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.17%

20.34%

+6.83%

XRT vs. IYR - Expense Ratio Comparison

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


Dividends

XRT vs. IYR - Dividend Comparison

XRT's dividend yield for the trailing twelve months is around 0.79%, less than IYR's 2.15% yield.


PositionTTM20252024202320222021202020192018201720162015
IYR
iShares U.S. Real Estate ETF
2.15%2.48%2.57%2.75%2.92%2.06%2.58%3.05%3.53%3.73%4.41%3.92%
XRT
SPDR S&P Retail ETF
0.79%0.77%1.52%1.40%2.15%1.55%1.01%1.57%1.51%1.52%1.36%1.30%

Frequently Asked Questions


XRT and IYR have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XRT has higher volatility (5.73%) compared to IYR (4.80%). In terms of maximum drawdown, XRT dropped -65.81% vs IYR's -74.13%.

On 10-year performance, XRT leads with 9.52% vs 5.97% for IYR. On fees, XRT is cheaper at 0.35% per year. On volatility, IYR has been the lower-risk option at 4.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, XRT has performed better with a 9.52% return vs 5.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

IYR has the higher dividend yield at 2.15%, compared with 0.79% for XRT.

XRT is categorized as Consumer Discretionary Equities, while IYR is REIT. XRT tracks S&P Retail Select Industry, while IYR tracks Dow Jones U.S. Real Estate Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for XRT and 0.42% for IYR.

IYR currently has the higher Sharpe Ratio (0.84 vs 0.72), 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

Find the right allocation for XRT 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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