BLDG vs. VNQ
BLDG (Cambria Global Real Estate ETF) and VNQ (Vanguard Real Estate ETF) are both REIT funds. BLDG is actively managed, while VNQ is passively managed. Over the past 5 years, BLDG returned 2.99%/yr vs 2.83%/yr for VNQ. Their correlation of 0.84 suggests significant overlap in exposure. BLDG charges 0.59%/yr vs 0.13%/yr for VNQ.
Performance
BLDG vs. VNQ - Performance Comparison
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Returns By Period
In the year-to-date period, BLDG achieves a 9.76% return, which is significantly lower than VNQ's 11.77% return.
BLDG
- 1D
- 0.65%
- 1M
- 1.97%
- YTD
- 9.76%
- 6M
- 10.36%
- 1Y
- 11.23%
- 3Y*
- 11.02%
- 5Y*
- 2.99%
- 10Y*
- —
VNQ
- 1D
- 1.31%
- 1M
- 1.13%
- YTD
- 11.77%
- 6M
- 12.16%
- 1Y
- 11.59%
- 3Y*
- 11.30%
- 5Y*
- 2.83%
- 10Y*
- 5.44%
BLDG vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BLDG Cambria Global Real Estate ETF | 9.76% | 4.26% | 8.18% | 1.76% | -14.66% | 22.47% | 15.25% |
VNQ Vanguard Real Estate ETF | 11.77% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | 13.96% |
Correlation
The correlation between BLDG and VNQ is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020 | 0.84 |
The correlation between BLDG and VNQ has been stable across timeframes, ranging from 0.76 to 0.84 - a consistent structural relationship.
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Return for Risk
BLDG vs. VNQ — Risk / Return Rank
BLDG
VNQ
BLDG vs. VNQ - Risk-Adjusted Trends 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.
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.
| BLDG | VNQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.15 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 1.40 | -0.28 |
| Martin ratioReturn relative to average drawdown | 3.92 | 4.37 | -0.44 |
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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.
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Drawdown Indicators
| BLDG | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.25% | -73.07% | +45.82% |
Max Drawdown (1Y)Largest decline over 1 year | -10.08% | -8.34% | -1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -18.57% | -17.46% | -1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -27.25% | -34.48% | +7.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.40% | — |
Current DrawdownCurrent decline from peak | -1.83% | -0.66% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -9.15% | -13.60% | +4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.66% | +0.21% |
Volatility
BLDG vs. VNQ - Volatility Comparison
The current volatility for Cambria Global Real Estate ETF (BLDG) is 4.60%, while Vanguard Real Estate ETF (VNQ) has a volatility of 5.19%. 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.
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Volatility by Period
| BLDG | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 5.19% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 10.20% | -1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.61% | 13.84% | -2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.28% | 18.86% | -3.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.56% | 20.75% | -5.19% |
BLDG vs. VNQ - Expense Ratio Comparison
BLDG has a 0.59% expense ratio, which is higher than VNQ's 0.13% expense ratio.
Dividends
BLDG vs. VNQ - Dividend Comparison
BLDG's dividend yield for the trailing twelve months is around 5.35%, more than VNQ's 3.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLDG Cambria Global Real Estate ETF | 5.35% | 7.46% | 7.97% | 4.99% | 3.99% | 10.40% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.56% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Frequently Asked Questions
BLDG and VNQ have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VNQ has higher volatility (5.19%) compared to BLDG (4.60%). In terms of maximum drawdown, BLDG dropped -27.25% vs VNQ's -73.07%.
On 5-year performance, BLDG leads with 2.99% vs 2.83% for VNQ. On fees, VNQ is cheaper at 0.13% per year. On volatility, BLDG has been the lower-risk option at 4.60%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, BLDG has performed better with a 2.99% return vs 2.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VNQ is cheaper with a 0.13% expense ratio, compared with 0.59% for BLDG.
BLDG has the higher dividend yield at 5.35%, compared with 3.56% for VNQ.
They also come from different issuers: Cambria and Vanguard. Their fees differ too: 0.59% for BLDG and 0.13% for VNQ.
BLDG currently has the higher Sharpe Ratio (0.97 vs 0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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