BLDG vs. VNQ
Compare and contrast key facts about Cambria Global Real Estate ETF (BLDG) and Vanguard Real Estate ETF (VNQ).
BLDG and VNQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BLDG is an actively managed fund by Cambria. It was launched on Sep 24, 2020. 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: BLDG or VNQ.
Key characteristics
| BLDG | VNQ | |
|---|---|---|
| YTD Return | 11.24% | 9.63% |
| 1Y Return | 25.15% | 30.83% |
| 3Y Return (Ann) | 0.00% | -1.16% |
| Sharpe Ratio | 1.69 | 1.74 |
| Sortino Ratio | 2.46 | 2.51 |
| Omega Ratio | 1.30 | 1.32 |
| Calmar Ratio | 1.00 | 0.96 |
| Martin Ratio | 8.01 | 6.66 |
| Ulcer Index | 3.02% | 4.46% |
| Daily Std Dev | 14.34% | 17.11% |
| Max Drawdown | -27.25% | -73.07% |
| Current Drawdown | -5.01% | -9.56% |
Correlation
The correlation between BLDG and VNQ is 0.86, 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
BLDG vs. VNQ - Performance Comparison
In the year-to-date period, BLDG achieves a 11.24% return, which is significantly higher than VNQ's 9.63% 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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BLDG vs. VNQ - Expense Ratio Comparison
BLDG has a 0.59% expense ratio, which is higher than VNQ's 0.12% expense ratio.
Risk-Adjusted Performance
BLDG vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Global Real Estate ETF (BLDG) 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.
Dividends
BLDG vs. VNQ - Dividend Comparison
BLDG's dividend yield for the trailing twelve months is around 6.33%, more than VNQ's 3.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLDG Cambria Global Real Estate ETF | 6.33% | 4.99% | 3.99% | 10.40% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.88% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
BLDG vs. VNQ - Drawdown Comparison
The maximum BLDG drawdown since its inception was -27.25%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for BLDG and VNQ. For additional features, visit the drawdowns tool.
Volatility
BLDG vs. VNQ - Volatility Comparison
The current volatility for Cambria Global Real Estate ETF (BLDG) is 3.60%, while Vanguard Real Estate ETF (VNQ) has a volatility of 5.37%. This indicates that BLDG 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.