D5BK.DE vs. VNQ
Compare and contrast key facts about Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) and Vanguard Real Estate ETF (VNQ).
D5BK.DE and VNQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. D5BK.DE is a passively managed fund by Xtrackers that tracks the performance of the FTSE EPRA/NAREIT Developed Europe. It was launched on Mar 25, 2010. 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. Both D5BK.DE and VNQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: D5BK.DE or VNQ.
Key characteristics
| D5BK.DE | VNQ | |
|---|---|---|
| YTD Return | 0.70% | 11.73% |
| 1Y Return | 17.37% | 33.45% |
| 3Y Return (Ann) | -9.48% | -0.66% |
| 5Y Return (Ann) | -3.72% | 4.94% |
| 10Y Return (Ann) | 1.96% | 6.12% |
| Sharpe Ratio | 0.64 | 1.83 |
| Sortino Ratio | 1.05 | 2.62 |
| Omega Ratio | 1.12 | 1.33 |
| Calmar Ratio | 0.31 | 1.01 |
| Martin Ratio | 2.31 | 7.04 |
| Ulcer Index | 4.98% | 4.45% |
| Daily Std Dev | 19.19% | 17.13% |
| Max Drawdown | -46.41% | -73.07% |
| Current Drawdown | -28.50% | -7.83% |
Correlation
The correlation between D5BK.DE and VNQ is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
D5BK.DE vs. VNQ - Performance Comparison
In the year-to-date period, D5BK.DE achieves a 0.70% return, which is significantly lower than VNQ's 11.73% return. Over the past 10 years, D5BK.DE has underperformed VNQ with an annualized return of 1.96%, while VNQ has yielded a comparatively higher 6.12% 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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D5BK.DE vs. VNQ - Expense Ratio Comparison
D5BK.DE has a 0.33% expense ratio, which is higher than VNQ's 0.12% expense ratio.
Risk-Adjusted Performance
D5BK.DE vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) 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
D5BK.DE vs. VNQ - Dividend Comparison
D5BK.DE has not paid dividends to shareholders, while VNQ's dividend yield for the trailing twelve months is around 3.80%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VNQ Vanguard Real Estate ETF | 3.80% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
D5BK.DE vs. VNQ - Drawdown Comparison
The maximum D5BK.DE drawdown since its inception was -46.41%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for D5BK.DE and VNQ. For additional features, visit the drawdowns tool.
Volatility
D5BK.DE vs. VNQ - Volatility Comparison
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) has a higher volatility of 5.72% compared to Vanguard Real Estate ETF (VNQ) at 5.30%. This indicates that D5BK.DE's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.