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BLDG vs. VNQI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLDG and VNQI is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BLDG vs. VNQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Global Real Estate ETF (BLDG) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BLDG:

0.54

VNQI:

0.44

Sortino Ratio

BLDG:

0.80

VNQI:

0.77

Omega Ratio

BLDG:

1.11

VNQI:

1.10

Calmar Ratio

BLDG:

0.41

VNQI:

0.27

Martin Ratio

BLDG:

1.28

VNQI:

0.92

Ulcer Index

BLDG:

6.27%

VNQI:

7.86%

Daily Std Dev

BLDG:

15.33%

VNQI:

15.28%

Max Drawdown

BLDG:

-27.25%

VNQI:

-38.35%

Current Drawdown

BLDG:

-8.28%

VNQI:

-15.87%

Returns By Period

In the year-to-date period, BLDG achieves a -0.71% return, which is significantly lower than VNQI's 10.36% return.


BLDG

YTD

-0.71%

1M

5.34%

6M

-2.85%

1Y

8.23%

3Y*

1.98%

5Y*

N/A

10Y*

N/A

VNQI

YTD

10.36%

1M

3.85%

6M

8.22%

1Y

6.74%

3Y*

0.58%

5Y*

3.01%

10Y*

0.97%

*Annualized

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Cambria Global Real Estate ETF

BLDG vs. VNQI - Expense Ratio Comparison

BLDG has a 0.59% expense ratio, which is higher than VNQI's 0.12% expense ratio.


Risk-Adjusted Performance

BLDG vs. VNQI — Risk-Adjusted Performance Rank

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

BLDG
The Risk-Adjusted Performance Rank of BLDG is 4646
Overall Rank
The Sharpe Ratio Rank of BLDG is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of BLDG is 4646
Sortino Ratio Rank
The Omega Ratio Rank of BLDG is 4444
Omega Ratio Rank
The Calmar Ratio Rank of BLDG is 4747
Calmar Ratio Rank
The Martin Ratio Rank of BLDG is 3939
Martin Ratio Rank

VNQI
The Risk-Adjusted Performance Rank of VNQI is 3838
Overall Rank
The Sharpe Ratio Rank of VNQI is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQI is 4343
Sortino Ratio Rank
The Omega Ratio Rank of VNQI is 3838
Omega Ratio Rank
The Calmar Ratio Rank of VNQI is 3333
Calmar Ratio Rank
The Martin Ratio Rank of VNQI is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BLDG vs. VNQI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Global Real Estate ETF (BLDG) and Vanguard Global ex-U.S. Real Estate ETF (VNQI). 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.


The current BLDG Sharpe Ratio is 0.54, which is comparable to the VNQI Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of BLDG and VNQI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BLDG vs. VNQI - Dividend Comparison

BLDG's dividend yield for the trailing twelve months is around 8.48%, more than VNQI's 4.67% yield.


TTM20242023202220212020201920182017201620152014
BLDG
Cambria Global Real Estate ETF
8.48%7.97%4.99%3.99%10.40%0.59%0.00%0.00%0.00%0.00%0.00%0.00%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
4.67%5.16%3.74%0.57%6.48%0.93%7.57%4.62%3.86%5.18%2.86%4.11%

Drawdowns

BLDG vs. VNQI - Drawdown Comparison

The maximum BLDG drawdown since its inception was -27.25%, smaller than the maximum VNQI drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for BLDG and VNQI. For additional features, visit the drawdowns tool.


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Volatility

BLDG vs. VNQI - Volatility Comparison

Cambria Global Real Estate ETF (BLDG) has a higher volatility of 3.92% compared to Vanguard Global ex-U.S. Real Estate ETF (VNQI) at 3.55%. This indicates that BLDG's price experiences larger fluctuations and is considered to be riskier than VNQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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