With tikz:
\documentclass{article}
\usepackage{tikz}
\usetikzlibrary{positioning}
\begin{document}
\begin{tikzpicture}
\node[align=right,anchor=east] at(0,0) (a) {Tragedy};
\node[below=1cm of a.east,anchor=east] (b) {Appearence};
\node[right=2cm of a,anchor=west] (c) {Comedy};
\node[below=1cm of c.west,anchor=west] (d) {Reality};
\draw (a) edge[out=0, in=180] (d);
\draw (b) edge[out=0, in=180] (c);
\end{tikzpicture}
\end{document}

With bazier curves:
\documentclass[tikz,border=10pt]{standalone}
\usepackage{tikz}
\usetikzlibrary{positioning}
\begin{document}
\begin{tikzpicture}[font=\sffamily]
\node[align=right,anchor=east] at(0,0) (a) {Tragedy};
\node[below=1cm of a.east,anchor=east] (b) {Appearence};
\node[right=2cm of a,anchor=west] (c) {Comedy};
\node[below=1cm of c.west,anchor=west] (d) {Reality};
\draw (a.east) .. controls (2,-0.35) and (0,-0.65).. (d.west);
\draw (b.east) .. controls (2,-0.65) and (0,-0.35).. (c.west);
\end{tikzpicture}
\end{document}

And little cheating ;)
\documentclass[tikz,border=10pt]{standalone}
\usepackage{tikz}
\usetikzlibrary{positioning}
\begin{document}
\begin{tikzpicture}[font=\sffamily]
\node[align=right,anchor=east] at(0,0) (a) {Tragedy};
\node[below=1cm of a.east,anchor=east] (b) {Appearence};
\node[right=2cm of a,anchor=west] (c) {Comedy};
\node[below=1cm of c.west,anchor=west] (d) {Reality};
\draw[olive,thick] (a) edge[out=0,in=0,distance=1.335cm] (b);
\draw[olive,thick] (c) edge[out=180,in=180,distance=1.335cm] (d);
\end{tikzpicture}
\end{document}

And the last change. If you are finding it difficult to handle bazier curve controls, this is just another short cut:
\documentclass[tikz,border=10pt]{standalone}
\usepackage{tikz}
\usetikzlibrary{positioning}
\begin{document}
\begin{tikzpicture}[font=\sffamily]
\node[align=right,anchor=east] at(0,0) (a) {Tragedy};
\node[below=1cm of a.east,anchor=east] (b) {Appearence};
\node[right=2cm of a,anchor=west] (c) {Comedy};
\node[below=1cm of c.west,anchor=west] (d) {Reality};
\path[draw=none] (a) -- (d) coordinate[midway] (m);
\draw (a) edge[out=0,in=90] (m)
(m) edge[out=270,in=180] (d);
\draw (b) edge[out=0,in=270] (m)
(m) edge[out=90,in=180] (c);
\end{tikzpicture}
\end{document}
