^DWRTF vs. VNQ
Compare and contrast key facts about Dow Jones U.S. Select REIT Index (^DWRTF) and Vanguard Real Estate ETF (VNQ).
VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DWRTF or VNQ.
Key characteristics
| ^DWRTF | VNQ | |
|---|---|---|
| YTD Return | 12.69% | 13.99% |
| 1Y Return | 20.18% | 25.37% |
| 3Y Return (Ann) | -0.53% | 1.19% |
| 5Y Return (Ann) | 1.23% | 5.40% |
| 10Y Return (Ann) | 2.97% | 7.13% |
| Sharpe Ratio | 1.15 | 1.49 |
| Daily Std Dev | 18.80% | 18.61% |
| Max Drawdown | -44.52% | -73.07% |
| Current Drawdown | -11.95% | -5.97% |
Correlation
The correlation between ^DWRTF and VNQ is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^DWRTF vs. VNQ - Performance Comparison
In the year-to-date period, ^DWRTF achieves a 12.69% return, which is significantly lower than VNQ's 13.99% return. Over the past 10 years, ^DWRTF has underperformed VNQ with an annualized return of 2.97%, while VNQ has yielded a comparatively higher 7.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^DWRTF vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Select REIT Index (^DWRTF) and Vanguard Real Estate ETF (VNQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
^DWRTF vs. VNQ - Drawdown Comparison
The maximum ^DWRTF drawdown since its inception was -44.52%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for ^DWRTF and VNQ. For additional features, visit the drawdowns tool.
Volatility
^DWRTF vs. VNQ - Volatility Comparison
The current volatility for Dow Jones U.S. Select REIT Index (^DWRTF) is 2.81%, while Vanguard Real Estate ETF (VNQ) has a volatility of 3.09%. This indicates that ^DWRTF experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.