^DWRTF vs. VNQ

Last updated Jul 14, 2026

^DWRTF (Dow Jones U.S. Select REIT Index) is an index, while VNQ (Vanguard Real Estate ETF) is REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index.

Performance

^DWRTF vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Jones U.S. Select REIT Index (^DWRTF) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

^DWRTF

• 1D: 0.25%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VNQ

• 1D: 0.52%
• 1M: 0.19%
• 6M: 11.34%
• YTD: 12.72%
• 1Y: 13.21%
• 3Y*: 8.55%
• 5Y*: 2.42%
• 10Y*: 4.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

^DWRTF vs. VNQ - Yearly Performance Comparison

	2026 (YTD)
^DWRTF Dow Jones U.S. Select REIT Index	0.25%
VNQ Vanguard Real Estate ETF	0.52%

Return for Risk

^DWRTF vs. VNQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^DWRTF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VNQ

VNQ Risk / Return Rank: 34
VNQ Sharpe Ratio Rank: 32
VNQ Sortino Ratio Rank: 31
VNQ Omega Ratio Rank: 30
VNQ Calmar Ratio Rank: 39
VNQ Martin Ratio Rank: 40

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.

^DWRTF vs. VNQ - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	^DWRTF	VNQ	Difference
Sharpe ratio: Return per unit of total volatility	—	0.95	—
Sortino ratio: Return per unit of downside risk	—	1.38	—
Omega ratio: Gain probability vs. loss probability	—	1.17	—
Calmar ratio: Return relative to maximum drawdown	—	1.59	—
Martin ratio: Return relative to average drawdown	—	4.99	—

Drawdowns

^DWRTF vs. VNQ - Drawdown Comparison

The maximum ^DWRTF drawdown since its inception was 0.00%, 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.

Drawdown Indicators

	^DWRTF	VNQ	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-73.07%	+73.07%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.34%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.46%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.40%	—
Current Drawdown Current decline from peak	0.00%	-0.85%	+0.85%
Average Drawdown Average peak-to-trough decline	0.00%	-13.57%	+13.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.65%	—

Volatility

Volatility by Period

	^DWRTF	VNQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.93%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.62%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	13.94%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	18.89%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	20.75%	—