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ISIN
US9220426764
CUSIP
922042676
Issuer
Vanguard
Inception Date
Nov 1, 2010
Region
Developed Markets (Broad)
Category
REIT
Leveraged
1x (No leverage)
Index Tracked
S&P Global ex-U.S. Property Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$4B

Share Price Chart


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Performance

VNQI Performance Chart

Vanguard Global ex-U.S. Real Estate ETF (VNQI) is down 4.1% since the beginning of the year. VNQI is currently trading at $44 per share. Investors who bought $1,000 worth of VNQI shares 5 years ago would now be looking at an investment worth $905.


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S&P 500 Index

Returns By Period

Vanguard Global ex-U.S. Real Estate ETF (VNQI) has returned -4.10% so far this year and 3.34% over the past 12 months.


Vanguard Global ex-U.S. Real Estate ETF

1D
-2.01%
1M
-8.76%
YTD
-4.10%
6M
-2.52%
1Y
3.34%
3Y*
7.12%
5Y*
-1.97%
10Y*
1.96%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VNQI Monthly Returns History

Based on dividend-adjusted daily data since Nov 1, 2010, VNQI's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, an investment would double in approximately 15.2 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2022 with a return of +13.2%, while the worst month was Mar 2020 at -20.7%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.

On a daily basis, VNQI closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -10.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.58%5.78%-12.34%6.25%-2.58%-4.46%-4.10%
20251.42%0.50%0.35%6.03%2.96%4.48%-2.02%4.16%1.36%-1.26%1.44%0.42%21.38%
2024-4.58%-1.01%4.75%-3.61%2.66%-2.71%5.00%4.65%5.23%-6.93%-0.57%-4.07%-2.22%
20236.81%-5.47%-2.80%4.09%-6.87%2.19%5.70%-4.33%-4.21%-3.96%9.39%8.15%6.99%
2022-2.02%-2.14%0.43%-6.33%-1.66%-7.48%3.73%-5.60%-11.97%-2.04%13.16%-1.71%-22.94%
2021-2.30%3.00%2.03%2.47%3.05%-0.88%0.07%1.47%-3.99%2.11%-4.02%3.17%5.93%

Benchmark Metrics

Vanguard Global ex-U.S. Real Estate ETF has an annualized alpha of -10.76%, beta of 0.71, and R2 of 0.40 versus S&P 500 Index. Calculated based on daily prices since November 02, 2010.

  • This ETF participated in 127.91% of S&P 500 Index downside but only 45.04% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.40 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-10.76%
Beta
0.71
0.40
Upside Capture
45.04%
Downside Capture
127.91%

Expense Ratio

VNQI has an expense ratio of 0.12%, which is considered low.


Return for Risk

Risk / Return Rank

VNQI ranks 13 for risk / return — in the bottom 13% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


VNQI Risk / Return Rank: 1313
Overall Rank
VNQI Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
VNQI Sortino Ratio Rank: 1212
Sortino Ratio Rank
VNQI Omega Ratio Rank: 1313
Omega Ratio Rank
VNQI Calmar Ratio Rank: 1212
Calmar Ratio Rank
VNQI Martin Ratio Rank: 1313
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Global ex-U.S. Real Estate ETF (VNQI) and compare them to S&P 500 Index.


VNQIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.23

Martin ratioReturn relative to average drawdown

0.68

Dividends

Dividend History

Vanguard Global ex-U.S. Real Estate ETF provided a 4.90% dividend yield over the last twelve months, with an annual payout of $2.16 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.16$2.16$2.04$1.59$0.24$3.50$0.51$4.48$2.42$2.34$2.57$1.46

Dividend yield

4.90%4.70%5.16%3.74%0.57%6.48%0.93%7.58%4.62%3.86%5.18%2.86%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Global ex-U.S. Real Estate ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.16$2.16
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.04$2.04
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.59$1.59
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24$0.24
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.60$0.00$0.00$2.89$3.50

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Global ex-U.S. Real Estate ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Global ex-U.S. Real Estate ETF was 38.35%, occurring on Mar 23, 2020. Recovery took 301 trading sessions.

The current Vanguard Global ex-U.S. Real Estate ETF drawdown is 13.40%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-38.35%Mar 2020
2mo 2d1y 2mo
1y 4moJan 2020 - Jun 2021
Bear market2022
-35.75%Oct 2022
1y 4mo3y 3mo
4y 8moJun 2021 - Feb 2026
2011 bear market2011
-24.53%Oct 2011
5mo 3d11mo 15d
1y 4moMay 2011 - Sep 2012
2016 bear market2016
-21.53%Jan 2016
8mo 8d1y 3mo
1y 12moMay 2015 - May 2017
2013 correction2013
-18.53%Jun 2013
1mo 19d1y 9mo
1y 11moMay 2013 - Apr 2015

Drawdown Indicators


VNQIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.35%

-9.10%

-29.25%

Max Drawdown (1Y)

Largest decline over 1 year

-14.78%

Max Drawdown (3Y)

Largest decline over 3 years

-16.35%

Max Drawdown (5Y)

Largest decline over 5 years

-35.75%

Max Drawdown (10Y)

Largest decline over 10 years

-38.35%

Current Drawdown

Current decline from peak

-13.40%

-2.97%

-10.43%

Average Drawdown

Average peak-to-trough decline

-10.89%

-1.13%

-9.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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