{"schemaVersion":1,"ticker":"XLRI","asOf":"2026-10-26","desk":"income","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/xlri/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, XLRI against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/xlri/"},"benchmark":{"ticker":"XLRE","name":"State Street Real Estate Select Sector SPDR ETF (XLRE)","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"tax":{"estimate":{"label":"issuer's Rule 19a-1 estimate, latest distribution","returnOfCapital":35.76,"date":"2026-10-05","url":"https://www.ssga.com/library-content/products/fund-data/etfs/us/distribution/xlri-19a-1-notice.pdf"},"estimateWindow":{"label":"issuer's Rule 19a-1 estimates, weighted by amount","returnOfCapital":35.8,"from":"2026-10-05","to":"2026-10-05","notices":1,"distributions":12,"full":false},"final":{"label":"annual report (Form N-CSR), final tax character","returnOfCapital":30.96,"fiscalYearEnd":"2025-12-31","filed":"2026-03-06","url":"https://www.sec.gov/Archives/edgar/data/1064641/000119312526096539/d75600dncsr.htm"}},"kind":"benchmark","a":"XLRI","b":"XLRE","window":{"from":"2025-08-08","to":"2026-10-23","firstReturn":"2025-08-15","weeklyReturns":63,"years":1.21,"short":true,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03831815,"perWeek":0.0007368875,"days":303,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.04944588,"b":0.07619244,"edge":"XLRE","lead":"XLRE"},"annualised":{"a":0.04063962,"b":0.06248266,"edge":"XLRE","lead":"XLRE"},"price":{"a":-0.10605352,"b":0.032,"edge":"XLRE","lead":"XLRE"},"volatility":{"a":0.1113432,"b":0.14414889,"edge":"XLRI","lead":"XLRI"},"downsideDeviation":{"a":0.0777531,"b":0.09572003,"edge":"XLRI","lead":"XLRI"},"maxDrawdown":{"a":-0.08200978,"b":-0.1044633,"edge":"XLRI","lead":"XLRI","aPeak":"2026-08-14","aTrough":"2026-10-02","bPeak":"2026-07-24","bTrough":"2026-10-02"},"excess":{"a":0.00762953,"b":0.03252078,"edge":"XLRE","lead":"XLRE"},"sharpe":{"a":0.06852263,"b":0.22560547,"edge":"XLRE","lead":"XLRE"},"sortino":{"a":0.09812508,"b":0.33974892,"edge":"XLRE","lead":"XLRE"},"calmar":{"a":0.49554603,"b":0.59813023,"edge":"XLRE","lead":"XLRE"}},"relative":{"XLRI":{"on":"XLRE","beta":0.73594569,"r2":0.90779269,"alpha":-0.016304,"alphaT":-0.5262226,"alphaLow":-0.07825849,"alphaHigh":0.0456505,"upsideCapture":0.65034229,"downsideCapture":0.82010178,"treynor":0.01036697,"trackingError":0.05091095,"informationRatio":-0.48891738,"upWeeks":32,"downWeeks":31,"treynorReference":0.03252078,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"XLRE","lead":"XLRE"},"downsideCapture":{"edge":"XLRI","lead":"XLRI"},"treynor":{"edge":"XLRE","lead":"XLRE"},"informationRatio":{"edge":null,"lead":"XLRE","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"XLRI":{"kept":"2026-10-26","distributions":14,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":8,"agree":8},"vendor":{"weeks":63,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.04944588}},"XLRE":{"kept":"2026-10-26","distributions":5,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":63,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.07619244}}}}