DEA vs. VNQ
Compare and contrast key facts about Easterly Government Properties, Inc. (DEA) and Vanguard Real Estate ETF (VNQ).
VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Real Estate 25/50 Index. It was launched on Sep 23, 2004.
Performance
DEA vs. VNQ - Performance Comparison
Loading graphics...
DEA vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEA Easterly Government Properties, Inc. | 1.79% | -18.63% | -7.95% | 1.82% | -34.04% | 6.32% | -0.31% | 59.49% | -22.49% | 11.89% |
VNQ Vanguard Real Estate ETF | 1.67% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | -4.61% | 28.91% | -6.03% | 4.90% |
Returns By Period
In the year-to-date period, DEA achieves a 1.79% return, which is significantly higher than VNQ's 1.67% return. Over the past 10 years, DEA has underperformed VNQ with an annualized return of -1.43%, while VNQ has yielded a comparatively higher 4.69% annualized return.
DEA
- 1D
- -1.31%
- 1M
- -8.53%
- YTD
- 1.79%
- 6M
- -2.90%
- 1Y
- -13.07%
- 3Y*
- -7.48%
- 5Y*
- -10.18%
- 10Y*
- -1.43%
VNQ
- 1D
- 0.36%
- 1M
- -6.21%
- YTD
- 1.67%
- 6M
- -0.84%
- 1Y
- 2.18%
- 3Y*
- 6.57%
- 5Y*
- 2.86%
- 10Y*
- 4.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DEA vs. VNQ — Risk / Return Rank
DEA
VNQ
DEA vs. VNQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Easterly Government Properties, Inc. (DEA) 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.
| DEA | VNQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.48 | 0.13 | -0.61 |
Sortino ratioReturn per unit of downside risk | -0.47 | 0.30 | -0.77 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.04 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | -0.54 | 0.18 | -0.72 |
Martin ratioReturn relative to average drawdown | -1.01 | 0.70 | -1.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DEA | VNQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | 0.13 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.42 | 0.15 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.23 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | 0.26 | -0.24 |
Correlation
The correlation between DEA and VNQ is 0.64, 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.
Dividends
DEA vs. VNQ - Dividend Comparison
DEA's dividend yield for the trailing twelve months is around 8.51%, more than VNQ's 3.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEA Easterly Government Properties, Inc. | 8.51% | 9.50% | 9.33% | 7.89% | 7.43% | 4.58% | 4.59% | 4.38% | 6.63% | 4.69% | 4.60% | 3.14% |
VNQ Vanguard Real Estate ETF | 3.92% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Drawdowns
DEA vs. VNQ - Drawdown Comparison
The maximum DEA drawdown since its inception was -62.19%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for DEA and VNQ.
Loading graphics...
Drawdown Indicators
| DEA | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.19% | -73.07% | +10.88% |
Max Drawdown (1Y)Largest decline over 1 year | -24.55% | -12.44% | -12.11% |
Max Drawdown (5Y)Largest decline over 5 years | -56.38% | -34.48% | -21.90% |
Max Drawdown (10Y)Largest decline over 10 years | -62.19% | -42.40% | -19.79% |
Current DrawdownCurrent decline from peak | -56.52% | -9.24% | -47.28% |
Average DrawdownAverage peak-to-trough decline | -22.46% | -13.71% | -8.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.13% | 3.21% | +9.92% |
Volatility
DEA vs. VNQ - Volatility Comparison
Easterly Government Properties, Inc. (DEA) and Vanguard Real Estate ETF (VNQ) have volatilities of 4.58% and 4.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DEA | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 4.57% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 15.13% | 9.28% | +5.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.48% | 16.31% | +11.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.56% | 18.80% | +5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.29% | 20.70% | +3.59% |