Snapshot*
Top 10 Holdings
What is XLRE?
The Real Estate Select Sector SPDR Fund seeks to provide investment results that, before expenses, correspond generally to the price and yield performance of the Real Estate Select Sector Index. The Real Estate Select Sector Index includes securities of companies from the following industries: real estate management and development and REITs, excluding mortgage REITs. The Index is one of eleven Select Sector Indexes developed and maintained in accordance with the following criteria: (1) each of the component securities in the Index is a constituent company of the S&P 500 Index; and (2) the Index is calculated by S&P Dow Jones Indices LLC based on methodology proprietary to S&P Dow Jones Indices LLC and BofA Merrill Lynch Research, using a "modified market capitalization" methodology, which means that modifications may be made to the market capitalization weights of single stock concentrations in order to conform to the requirement of the Internal Revenue Code of 1986, as amended.
XLREPerformance Measures**
for the time period Oct 8, 2015 to Dec 4, 2025
1M Trailing Return: 0.1%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: -1.1%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -38.8%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 20.6%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: 0.41
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: 0.17
The annualized return divided by the max drawdown for the selected time period.
ETFs related toXLRE
ETFs correlated to XLRE include DRN, ICF, IYR
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Trading Strategies
Related toXLRE
Popped Grind l BrianE VoxMachina Okhi2u SolarianKnight l
Category
Tactical asset allocation, Momentum, Mean reversion, Sector rotation, Managed futures, Volatility hedge, Leveraged ETFs, Multi-asset, Daily rebalancing
OOS Cumulative Return
271.6%
FTL's 🌟 Starburst GEN-II v1.c w/ BWC Ultimate FR [Removed BB] Added Walter's Champagne and Cocaine Strats and NOVA | (multiple TQQQ, one crypto) KMLM Switcher MonkeyBusiness WM74 + Wash
Category
Tactical multi-asset, leveraged ETFs, volatility hedging, managed futures, mean reversion, momentum, regime switching, daily rebalancing
OOS Cumulative Return
208.65%
Create your own algorithmic trading strategy with XLRE using Composer
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.