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Vanguard Global ex-U.S. Real Estate ETF (VNQI)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

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
Distribution Policy
Distributing
Asset Class
Real Estate
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Global ex-U.S. Real Estate ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Vanguard Global ex-U.S. Real Estate ETF (VNQI) has returned -3.03% so far this year and 15.08% over the past 12 months. Over the last ten years, VNQI has returned 2.45% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Vanguard Global ex-U.S. Real Estate ETF

1D
2.58%
1M
-12.34%
YTD
-3.03%
6M
-2.47%
1Y
15.08%
3Y*
7.86%
5Y*
-0.51%
10Y*
2.45%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 1, 2010, VNQI's average daily return is +0.02%, while the average monthly return is +0.39%. At this rate, your investment would double in approximately 14.8 years.

Historically, 57% of months were positive and 43% 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%-3.03%
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 -4.25%, beta of 0.71, and R² of 0.55 versus S&P 500 Index. Calculated based on daily prices since November 02, 2010.

  • This ETF participated in 97.80% of S&P 500 Index downside but only 62.96% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -4.25% versus S&P 500 Index — delivering less than market exposure alone would predict.

Alpha
-4.25%
Beta
0.71
0.55
Upside Capture
62.96%
Downside Capture
97.80%

Expense Ratio

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


Return for Risk

Risk / Return Rank

VNQI ranks 50 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


VNQI Risk / Return Rank: 5050
Overall Rank
VNQI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VNQI Sortino Ratio Rank: 5656
Sortino Ratio Rank
VNQI Omega Ratio Rank: 5353
Omega Ratio Rank
VNQI Calmar Ratio Rank: 3737
Calmar Ratio Rank
VNQI Martin Ratio Rank: 4444
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 a chosen benchmark (S&P 500 Index).


VNQIBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.06

0.90

+0.16

Sortino ratio

Return per unit of downside risk

1.51

1.39

+0.12

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

0.98

1.40

-0.41

Martin ratio

Return relative to average drawdown

4.38

6.61

-2.23

Explore VNQI risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Vanguard Global ex-U.S. Real Estate ETF provided a 4.85% 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

4.85%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
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 12.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.35%Jan 21, 202044Mar 23, 2020301Jun 2, 2021345
-35.75%Jun 11, 2021346Oct 24, 2022825Feb 9, 20261171
-24.53%May 3, 2011107Oct 3, 2011238Sep 12, 2012345
-21.53%May 18, 2015172Jan 21, 2016331May 15, 2017503
-18.53%May 6, 201335Jun 24, 2013448Apr 6, 2015483

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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